| Trading Metrics calculated at close of trading on 07-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2008 |
07-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
6,728.0 |
6,804.0 |
76.0 |
1.1% |
6,615.0 |
| High |
6,897.0 |
6,871.5 |
-25.5 |
-0.4% |
7,075.5 |
| Low |
6,711.0 |
6,686.0 |
-25.0 |
-0.4% |
6,608.0 |
| Close |
6,888.5 |
6,764.0 |
-124.5 |
-1.8% |
7,000.5 |
| Range |
186.0 |
185.5 |
-0.5 |
-0.3% |
467.5 |
| ATR |
213.5 |
212.8 |
-0.8 |
-0.4% |
0.0 |
| Volume |
182,312 |
225,908 |
43,596 |
23.9% |
1,012,488 |
|
| Daily Pivots for day following 07-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,330.3 |
7,232.7 |
6,866.0 |
|
| R3 |
7,144.8 |
7,047.2 |
6,815.0 |
|
| R2 |
6,959.3 |
6,959.3 |
6,798.0 |
|
| R1 |
6,861.7 |
6,861.7 |
6,781.0 |
6,817.8 |
| PP |
6,773.8 |
6,773.8 |
6,773.8 |
6,751.9 |
| S1 |
6,676.2 |
6,676.2 |
6,747.0 |
6,632.3 |
| S2 |
6,588.3 |
6,588.3 |
6,730.0 |
|
| S3 |
6,402.8 |
6,490.7 |
6,713.0 |
|
| S4 |
6,217.3 |
6,305.2 |
6,662.0 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,297.2 |
8,116.3 |
7,257.6 |
|
| R3 |
7,829.7 |
7,648.8 |
7,129.1 |
|
| R2 |
7,362.2 |
7,362.2 |
7,086.2 |
|
| R1 |
7,181.3 |
7,181.3 |
7,043.4 |
7,271.8 |
| PP |
6,894.7 |
6,894.7 |
6,894.7 |
6,939.9 |
| S1 |
6,713.8 |
6,713.8 |
6,957.6 |
6,804.3 |
| S2 |
6,427.2 |
6,427.2 |
6,914.8 |
|
| S3 |
5,959.7 |
6,246.3 |
6,871.9 |
|
| S4 |
5,492.2 |
5,778.8 |
6,743.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,096.0 |
6,686.0 |
410.0 |
6.1% |
183.5 |
2.7% |
19% |
False |
True |
189,589 |
| 10 |
7,096.0 |
6,608.0 |
488.0 |
7.2% |
206.4 |
3.1% |
32% |
False |
False |
197,613 |
| 20 |
7,826.5 |
6,448.5 |
1,378.0 |
20.4% |
235.2 |
3.5% |
23% |
False |
False |
202,033 |
| 40 |
8,253.0 |
6,448.5 |
1,804.5 |
26.7% |
183.0 |
2.7% |
17% |
False |
False |
143,445 |
| 60 |
8,253.0 |
6,448.5 |
1,804.5 |
26.7% |
160.2 |
2.4% |
17% |
False |
False |
96,094 |
| 80 |
8,253.0 |
6,448.5 |
1,804.5 |
26.7% |
143.2 |
2.1% |
17% |
False |
False |
72,187 |
| 100 |
8,253.0 |
6,448.5 |
1,804.5 |
26.7% |
128.6 |
1.9% |
17% |
False |
False |
58,109 |
| 120 |
8,253.0 |
6,448.5 |
1,804.5 |
26.7% |
122.9 |
1.8% |
17% |
False |
False |
48,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,659.9 |
|
2.618 |
7,357.1 |
|
1.618 |
7,171.6 |
|
1.000 |
7,057.0 |
|
0.618 |
6,986.1 |
|
HIGH |
6,871.5 |
|
0.618 |
6,800.6 |
|
0.500 |
6,778.8 |
|
0.382 |
6,756.9 |
|
LOW |
6,686.0 |
|
0.618 |
6,571.4 |
|
1.000 |
6,500.5 |
|
1.618 |
6,385.9 |
|
2.618 |
6,200.4 |
|
4.250 |
5,897.6 |
|
|
| Fisher Pivots for day following 07-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,778.8 |
6,858.5 |
| PP |
6,773.8 |
6,827.0 |
| S1 |
6,768.9 |
6,795.5 |
|