| 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 |
1,788.50 |
1,751.50 |
-37.00 |
-2.1% |
1,796.50 |
| High |
1,801.25 |
1,785.25 |
-16.00 |
-0.9% |
1,879.00 |
| Low |
1,736.50 |
1,713.00 |
-23.50 |
-1.4% |
1,761.50 |
| Close |
1,748.25 |
1,767.00 |
18.75 |
1.1% |
1,863.50 |
| Range |
64.75 |
72.25 |
7.50 |
11.6% |
117.50 |
| ATR |
57.15 |
58.23 |
1.08 |
1.9% |
0.00 |
| Volume |
470,679 |
432,050 |
-38,629 |
-8.2% |
2,360,206 |
|
| Daily Pivots for day following 07-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,971.75 |
1,941.75 |
1,806.75 |
|
| R3 |
1,899.50 |
1,869.50 |
1,786.75 |
|
| R2 |
1,827.25 |
1,827.25 |
1,780.25 |
|
| R1 |
1,797.25 |
1,797.25 |
1,773.50 |
1,812.25 |
| PP |
1,755.00 |
1,755.00 |
1,755.00 |
1,762.50 |
| S1 |
1,725.00 |
1,725.00 |
1,760.50 |
1,740.00 |
| S2 |
1,682.75 |
1,682.75 |
1,753.75 |
|
| S3 |
1,610.50 |
1,652.75 |
1,747.25 |
|
| S4 |
1,538.25 |
1,580.50 |
1,727.25 |
|
|
| 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 |
1,713.00 |
166.00 |
9.4% |
57.50 |
3.3% |
33% |
False |
True |
439,773 |
| 10 |
1,879.00 |
1,713.00 |
166.00 |
9.4% |
58.25 |
3.3% |
33% |
False |
True |
448,430 |
| 20 |
1,982.00 |
1,698.25 |
283.75 |
16.1% |
61.50 |
3.5% |
24% |
False |
False |
541,672 |
| 40 |
2,174.00 |
1,698.25 |
475.75 |
26.9% |
54.25 |
3.1% |
14% |
False |
False |
413,429 |
| 60 |
2,174.00 |
1,698.25 |
475.75 |
26.9% |
50.50 |
2.9% |
14% |
False |
False |
275,981 |
| 80 |
2,276.25 |
1,698.25 |
578.00 |
32.7% |
49.50 |
2.8% |
12% |
False |
False |
207,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,092.25 |
|
2.618 |
1,974.50 |
|
1.618 |
1,902.25 |
|
1.000 |
1,857.50 |
|
0.618 |
1,830.00 |
|
HIGH |
1,785.25 |
|
0.618 |
1,757.75 |
|
0.500 |
1,749.00 |
|
0.382 |
1,740.50 |
|
LOW |
1,713.00 |
|
0.618 |
1,668.25 |
|
1.000 |
1,640.75 |
|
1.618 |
1,596.00 |
|
2.618 |
1,523.75 |
|
4.250 |
1,406.00 |
|
|
| Fisher Pivots for day following 07-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,761.00 |
1,772.00 |
| PP |
1,755.00 |
1,770.25 |
| S1 |
1,749.00 |
1,768.50 |
|