| Trading Metrics calculated at close of trading on 08-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2008 |
08-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1,751.50 |
1,768.00 |
16.50 |
0.9% |
1,864.75 |
| High |
1,785.25 |
1,784.25 |
-1.00 |
-0.1% |
1,869.25 |
| Low |
1,713.00 |
1,750.00 |
37.00 |
2.2% |
1,713.00 |
| Close |
1,767.00 |
1,776.50 |
9.50 |
0.5% |
1,776.50 |
| Range |
72.25 |
34.25 |
-38.00 |
-52.6% |
156.25 |
| ATR |
58.23 |
56.51 |
-1.71 |
-2.9% |
0.00 |
| Volume |
432,050 |
668,884 |
236,834 |
54.8% |
2,287,007 |
|
| Daily Pivots for day following 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,873.00 |
1,859.00 |
1,795.25 |
|
| R3 |
1,838.75 |
1,824.75 |
1,786.00 |
|
| R2 |
1,804.50 |
1,804.50 |
1,782.75 |
|
| R1 |
1,790.50 |
1,790.50 |
1,779.75 |
1,797.50 |
| PP |
1,770.25 |
1,770.25 |
1,770.25 |
1,773.75 |
| S1 |
1,756.25 |
1,756.25 |
1,773.25 |
1,763.25 |
| S2 |
1,736.00 |
1,736.00 |
1,770.25 |
|
| S3 |
1,701.75 |
1,722.00 |
1,767.00 |
|
| S4 |
1,667.50 |
1,687.75 |
1,757.75 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,255.00 |
2,172.00 |
1,862.50 |
|
| R3 |
2,098.75 |
2,015.75 |
1,819.50 |
|
| R2 |
1,942.50 |
1,942.50 |
1,805.25 |
|
| R1 |
1,859.50 |
1,859.50 |
1,790.75 |
1,823.00 |
| PP |
1,786.25 |
1,786.25 |
1,786.25 |
1,768.00 |
| S1 |
1,703.25 |
1,703.25 |
1,762.25 |
1,666.50 |
| S2 |
1,630.00 |
1,630.00 |
1,747.75 |
|
| S3 |
1,473.75 |
1,547.00 |
1,733.50 |
|
| S4 |
1,317.50 |
1,390.75 |
1,690.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,869.25 |
1,713.00 |
156.25 |
8.8% |
53.75 |
3.0% |
41% |
False |
False |
457,401 |
| 10 |
1,879.00 |
1,713.00 |
166.00 |
9.3% |
53.25 |
3.0% |
38% |
False |
False |
464,721 |
| 20 |
1,964.75 |
1,698.25 |
266.50 |
15.0% |
61.00 |
3.4% |
29% |
False |
False |
541,826 |
| 40 |
2,165.00 |
1,698.25 |
466.75 |
26.3% |
53.25 |
3.0% |
17% |
False |
False |
429,997 |
| 60 |
2,174.00 |
1,698.25 |
475.75 |
26.8% |
49.75 |
2.8% |
16% |
False |
False |
287,122 |
| 80 |
2,276.25 |
1,698.25 |
578.00 |
32.5% |
49.75 |
2.8% |
14% |
False |
False |
215,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,929.75 |
|
2.618 |
1,874.00 |
|
1.618 |
1,839.75 |
|
1.000 |
1,818.50 |
|
0.618 |
1,805.50 |
|
HIGH |
1,784.25 |
|
0.618 |
1,771.25 |
|
0.500 |
1,767.00 |
|
0.382 |
1,763.00 |
|
LOW |
1,750.00 |
|
0.618 |
1,728.75 |
|
1.000 |
1,715.75 |
|
1.618 |
1,694.50 |
|
2.618 |
1,660.25 |
|
4.250 |
1,604.50 |
|
|
| Fisher Pivots for day following 08-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,773.50 |
1,770.00 |
| PP |
1,770.25 |
1,763.50 |
| S1 |
1,767.00 |
1,757.00 |
|