| Trading Metrics calculated at close of trading on 04-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2008 |
04-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
7,022.0 |
7,139.0 |
117.0 |
1.7% |
6,700.0 |
| High |
7,140.0 |
7,170.0 |
30.0 |
0.4% |
7,140.0 |
| Low |
7,017.5 |
7,071.5 |
54.0 |
0.8% |
6,685.0 |
| Close |
7,075.5 |
7,110.0 |
34.5 |
0.5% |
7,075.5 |
| Range |
122.5 |
98.5 |
-24.0 |
-19.6% |
455.0 |
| ATR |
219.4 |
210.8 |
-8.6 |
-3.9% |
0.0 |
| Volume |
712 |
1,041 |
329 |
46.2% |
3,989 |
|
| Daily Pivots for day following 04-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,412.7 |
7,359.8 |
7,164.2 |
|
| R3 |
7,314.2 |
7,261.3 |
7,137.1 |
|
| R2 |
7,215.7 |
7,215.7 |
7,128.1 |
|
| R1 |
7,162.8 |
7,162.8 |
7,119.0 |
7,140.0 |
| PP |
7,117.2 |
7,117.2 |
7,117.2 |
7,105.8 |
| S1 |
7,064.3 |
7,064.3 |
7,101.0 |
7,041.5 |
| S2 |
7,018.7 |
7,018.7 |
7,091.9 |
|
| S3 |
6,920.2 |
6,965.8 |
7,082.9 |
|
| S4 |
6,821.7 |
6,867.3 |
7,055.8 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,331.8 |
8,158.7 |
7,325.8 |
|
| R3 |
7,876.8 |
7,703.7 |
7,200.6 |
|
| R2 |
7,421.8 |
7,421.8 |
7,158.9 |
|
| R1 |
7,248.7 |
7,248.7 |
7,117.2 |
7,335.3 |
| PP |
6,966.8 |
6,966.8 |
6,966.8 |
7,010.1 |
| S1 |
6,793.7 |
6,793.7 |
7,033.8 |
6,880.3 |
| S2 |
6,511.8 |
6,511.8 |
6,992.1 |
|
| S3 |
6,056.8 |
6,338.7 |
6,950.4 |
|
| S4 |
5,601.8 |
5,883.7 |
6,825.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,170.0 |
6,808.0 |
362.0 |
5.1% |
143.2 |
2.0% |
83% |
True |
False |
752 |
| 10 |
7,170.0 |
6,450.0 |
720.0 |
10.1% |
247.3 |
3.5% |
92% |
True |
False |
762 |
| 20 |
8,079.5 |
6,450.0 |
1,629.5 |
22.9% |
212.2 |
3.0% |
41% |
False |
False |
765 |
| 40 |
8,300.0 |
6,450.0 |
1,850.0 |
26.0% |
163.1 |
2.3% |
36% |
False |
False |
1,786 |
| 60 |
8,300.0 |
6,450.0 |
1,850.0 |
26.0% |
139.5 |
2.0% |
36% |
False |
False |
1,355 |
| 80 |
8,300.0 |
6,450.0 |
1,850.0 |
26.0% |
118.5 |
1.7% |
36% |
False |
False |
1,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,588.6 |
|
2.618 |
7,427.9 |
|
1.618 |
7,329.4 |
|
1.000 |
7,268.5 |
|
0.618 |
7,230.9 |
|
HIGH |
7,170.0 |
|
0.618 |
7,132.4 |
|
0.500 |
7,120.8 |
|
0.382 |
7,109.1 |
|
LOW |
7,071.5 |
|
0.618 |
7,010.6 |
|
1.000 |
6,973.0 |
|
1.618 |
6,912.1 |
|
2.618 |
6,813.6 |
|
4.250 |
6,652.9 |
|
|
| Fisher Pivots for day following 04-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7,120.8 |
7,069.7 |
| PP |
7,117.2 |
7,029.3 |
| S1 |
7,113.6 |
6,989.0 |
|