| Trading Metrics calculated at close of trading on 11-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2008 |
11-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1,340.50 |
1,329.50 |
-11.00 |
-0.8% |
1,396.75 |
| High |
1,343.75 |
1,342.50 |
-1.25 |
-0.1% |
1,400.00 |
| Low |
1,321.00 |
1,320.25 |
-0.75 |
-0.1% |
1,312.75 |
| Close |
1,330.25 |
1,338.25 |
8.00 |
0.6% |
1,330.25 |
| Range |
22.75 |
22.25 |
-0.50 |
-2.2% |
87.25 |
| ATR |
35.13 |
34.21 |
-0.92 |
-2.6% |
0.00 |
| Volume |
2,927,426 |
1,708,719 |
-1,218,707 |
-41.6% |
11,117,517 |
|
| Daily Pivots for day following 11-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,400.50 |
1,391.50 |
1,350.50 |
|
| R3 |
1,378.25 |
1,369.25 |
1,344.25 |
|
| R2 |
1,356.00 |
1,356.00 |
1,342.25 |
|
| R1 |
1,347.00 |
1,347.00 |
1,340.25 |
1,351.50 |
| PP |
1,333.75 |
1,333.75 |
1,333.75 |
1,336.00 |
| S1 |
1,324.75 |
1,324.75 |
1,336.25 |
1,329.25 |
| S2 |
1,311.50 |
1,311.50 |
1,334.25 |
|
| S3 |
1,289.25 |
1,302.50 |
1,332.25 |
|
| S4 |
1,267.00 |
1,280.25 |
1,326.00 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,609.50 |
1,557.00 |
1,378.25 |
|
| R3 |
1,522.25 |
1,469.75 |
1,354.25 |
|
| R2 |
1,435.00 |
1,435.00 |
1,346.25 |
|
| R1 |
1,382.50 |
1,382.50 |
1,338.25 |
1,365.00 |
| PP |
1,347.75 |
1,347.75 |
1,347.75 |
1,339.00 |
| S1 |
1,295.25 |
1,295.25 |
1,322.25 |
1,278.00 |
| S2 |
1,260.50 |
1,260.50 |
1,314.25 |
|
| S3 |
1,173.25 |
1,208.00 |
1,306.25 |
|
| S4 |
1,086.00 |
1,120.75 |
1,282.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,381.25 |
1,312.75 |
68.50 |
5.1% |
30.50 |
2.3% |
37% |
False |
False |
2,107,059 |
| 10 |
1,400.00 |
1,312.75 |
87.25 |
6.5% |
31.50 |
2.3% |
29% |
False |
False |
2,222,339 |
| 20 |
1,424.50 |
1,255.50 |
169.00 |
12.6% |
39.00 |
2.9% |
49% |
False |
False |
2,599,233 |
| 40 |
1,511.00 |
1,255.50 |
255.50 |
19.1% |
32.25 |
2.4% |
32% |
False |
False |
2,070,624 |
| 60 |
1,538.25 |
1,255.50 |
282.75 |
21.1% |
31.00 |
2.3% |
29% |
False |
False |
1,391,297 |
| 80 |
1,569.00 |
1,255.50 |
313.50 |
23.4% |
30.00 |
2.2% |
26% |
False |
False |
1,044,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,437.00 |
|
2.618 |
1,400.75 |
|
1.618 |
1,378.50 |
|
1.000 |
1,364.75 |
|
0.618 |
1,356.25 |
|
HIGH |
1,342.50 |
|
0.618 |
1,334.00 |
|
0.500 |
1,331.50 |
|
0.382 |
1,328.75 |
|
LOW |
1,320.25 |
|
0.618 |
1,306.50 |
|
1.000 |
1,298.00 |
|
1.618 |
1,284.25 |
|
2.618 |
1,262.00 |
|
4.250 |
1,225.75 |
|
|
| Fisher Pivots for day following 11-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,336.00 |
1,335.75 |
| PP |
1,333.75 |
1,333.25 |
| S1 |
1,331.50 |
1,330.50 |
|