| Trading Metrics calculated at close of trading on 01-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2008 |
01-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1,807.00 |
1,827.00 |
20.00 |
1.1% |
1,796.50 |
| High |
1,860.50 |
1,879.00 |
18.50 |
1.0% |
1,879.00 |
| Low |
1,783.50 |
1,825.50 |
42.00 |
2.4% |
1,761.50 |
| Close |
1,847.75 |
1,863.50 |
15.75 |
0.9% |
1,863.50 |
| Range |
77.00 |
53.50 |
-23.50 |
-30.5% |
117.50 |
| ATR |
58.14 |
57.81 |
-0.33 |
-0.6% |
0.00 |
| Volume |
531,765 |
580,744 |
48,979 |
9.2% |
2,360,206 |
|
| Daily Pivots for day following 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,016.50 |
1,993.50 |
1,893.00 |
|
| R3 |
1,963.00 |
1,940.00 |
1,878.25 |
|
| R2 |
1,909.50 |
1,909.50 |
1,873.25 |
|
| R1 |
1,886.50 |
1,886.50 |
1,868.50 |
1,898.00 |
| PP |
1,856.00 |
1,856.00 |
1,856.00 |
1,861.75 |
| S1 |
1,833.00 |
1,833.00 |
1,858.50 |
1,844.50 |
| S2 |
1,802.50 |
1,802.50 |
1,853.75 |
|
| S3 |
1,749.00 |
1,779.50 |
1,848.75 |
|
| S4 |
1,695.50 |
1,726.00 |
1,834.00 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,187.25 |
2,142.75 |
1,928.00 |
|
| R3 |
2,069.75 |
2,025.25 |
1,895.75 |
|
| R2 |
1,952.25 |
1,952.25 |
1,885.00 |
|
| R1 |
1,907.75 |
1,907.75 |
1,874.25 |
1,930.00 |
| PP |
1,834.75 |
1,834.75 |
1,834.75 |
1,845.75 |
| S1 |
1,790.25 |
1,790.25 |
1,852.75 |
1,812.50 |
| S2 |
1,717.25 |
1,717.25 |
1,842.00 |
|
| S3 |
1,599.75 |
1,672.75 |
1,831.25 |
|
| S4 |
1,482.25 |
1,555.25 |
1,799.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,879.00 |
1,761.50 |
117.50 |
6.3% |
53.00 |
2.8% |
87% |
True |
False |
472,041 |
| 10 |
1,887.00 |
1,698.25 |
188.75 |
10.1% |
66.25 |
3.6% |
88% |
False |
False |
579,550 |
| 20 |
2,082.75 |
1,698.25 |
384.50 |
20.6% |
64.75 |
3.5% |
43% |
False |
False |
560,274 |
| 40 |
2,174.00 |
1,698.25 |
475.75 |
25.5% |
51.25 |
2.8% |
35% |
False |
False |
373,261 |
| 60 |
2,251.00 |
1,698.25 |
552.75 |
29.7% |
51.50 |
2.8% |
30% |
False |
False |
249,029 |
| 80 |
2,276.25 |
1,698.25 |
578.00 |
31.0% |
48.75 |
2.6% |
29% |
False |
False |
186,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,106.50 |
|
2.618 |
2,019.00 |
|
1.618 |
1,965.50 |
|
1.000 |
1,932.50 |
|
0.618 |
1,912.00 |
|
HIGH |
1,879.00 |
|
0.618 |
1,858.50 |
|
0.500 |
1,852.25 |
|
0.382 |
1,846.00 |
|
LOW |
1,825.50 |
|
0.618 |
1,792.50 |
|
1.000 |
1,772.00 |
|
1.618 |
1,739.00 |
|
2.618 |
1,685.50 |
|
4.250 |
1,598.00 |
|
|
| Fisher Pivots for day following 01-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,859.75 |
1,852.75 |
| PP |
1,856.00 |
1,842.00 |
| S1 |
1,852.25 |
1,831.25 |
|