| Trading Metrics calculated at close of trading on 05-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2008 |
05-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
7,139.0 |
7,089.5 |
-49.5 |
-0.7% |
6,700.0 |
| High |
7,170.0 |
7,090.0 |
-80.0 |
-1.1% |
7,140.0 |
| Low |
7,071.5 |
6,810.5 |
-261.0 |
-3.7% |
6,685.0 |
| Close |
7,110.0 |
6,863.0 |
-247.0 |
-3.5% |
7,075.5 |
| Range |
98.5 |
279.5 |
181.0 |
183.8% |
455.0 |
| ATR |
210.8 |
217.1 |
6.3 |
3.0% |
0.0 |
| Volume |
1,041 |
411 |
-630 |
-60.5% |
3,989 |
|
| Daily Pivots for day following 05-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,759.7 |
7,590.8 |
7,016.7 |
|
| R3 |
7,480.2 |
7,311.3 |
6,939.9 |
|
| R2 |
7,200.7 |
7,200.7 |
6,914.2 |
|
| R1 |
7,031.8 |
7,031.8 |
6,888.6 |
6,976.5 |
| PP |
6,921.2 |
6,921.2 |
6,921.2 |
6,893.5 |
| S1 |
6,752.3 |
6,752.3 |
6,837.4 |
6,697.0 |
| S2 |
6,641.7 |
6,641.7 |
6,811.8 |
|
| S3 |
6,362.2 |
6,472.8 |
6,786.1 |
|
| S4 |
6,082.7 |
6,193.3 |
6,709.3 |
|
|
| 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 |
5.3% |
181.1 |
2.6% |
15% |
False |
False |
715 |
| 10 |
7,170.0 |
6,450.0 |
720.0 |
10.5% |
230.8 |
3.4% |
57% |
False |
False |
747 |
| 20 |
7,988.5 |
6,450.0 |
1,538.5 |
22.4% |
217.6 |
3.2% |
27% |
False |
False |
694 |
| 40 |
8,300.0 |
6,450.0 |
1,850.0 |
27.0% |
169.2 |
2.5% |
22% |
False |
False |
1,773 |
| 60 |
8,300.0 |
6,450.0 |
1,850.0 |
27.0% |
143.8 |
2.1% |
22% |
False |
False |
1,359 |
| 80 |
8,300.0 |
6,450.0 |
1,850.0 |
27.0% |
121.5 |
1.8% |
22% |
False |
False |
1,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,277.9 |
|
2.618 |
7,821.7 |
|
1.618 |
7,542.2 |
|
1.000 |
7,369.5 |
|
0.618 |
7,262.7 |
|
HIGH |
7,090.0 |
|
0.618 |
6,983.2 |
|
0.500 |
6,950.3 |
|
0.382 |
6,917.3 |
|
LOW |
6,810.5 |
|
0.618 |
6,637.8 |
|
1.000 |
6,531.0 |
|
1.618 |
6,358.3 |
|
2.618 |
6,078.8 |
|
4.250 |
5,622.6 |
|
|
| Fisher Pivots for day following 05-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,950.3 |
6,990.3 |
| PP |
6,921.2 |
6,947.8 |
| S1 |
6,892.1 |
6,905.4 |
|