| Trading Metrics calculated at close of trading on 12-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2008 |
12-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1,329.50 |
1,337.75 |
8.25 |
0.6% |
1,396.75 |
| High |
1,342.50 |
1,363.50 |
21.00 |
1.6% |
1,400.00 |
| Low |
1,320.25 |
1,332.75 |
12.50 |
0.9% |
1,312.75 |
| Close |
1,338.25 |
1,349.75 |
11.50 |
0.9% |
1,330.25 |
| Range |
22.25 |
30.75 |
8.50 |
38.2% |
87.25 |
| ATR |
34.21 |
33.97 |
-0.25 |
-0.7% |
0.00 |
| Volume |
1,708,719 |
1,842,322 |
133,603 |
7.8% |
11,117,517 |
|
| Daily Pivots for day following 12-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,441.00 |
1,426.00 |
1,366.75 |
|
| R3 |
1,410.25 |
1,395.25 |
1,358.25 |
|
| R2 |
1,379.50 |
1,379.50 |
1,355.50 |
|
| R1 |
1,364.50 |
1,364.50 |
1,352.50 |
1,372.00 |
| PP |
1,348.75 |
1,348.75 |
1,348.75 |
1,352.50 |
| S1 |
1,333.75 |
1,333.75 |
1,347.00 |
1,341.25 |
| S2 |
1,318.00 |
1,318.00 |
1,344.00 |
|
| S3 |
1,287.25 |
1,303.00 |
1,341.25 |
|
| S4 |
1,256.50 |
1,272.25 |
1,332.75 |
|
|
| 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 |
1,363.50 |
1,312.75 |
50.75 |
3.8% |
28.00 |
2.1% |
73% |
True |
False |
2,231,789 |
| 10 |
1,400.00 |
1,312.75 |
87.25 |
6.5% |
32.75 |
2.4% |
42% |
False |
False |
2,205,186 |
| 20 |
1,422.50 |
1,255.50 |
167.00 |
12.4% |
39.25 |
2.9% |
56% |
False |
False |
2,581,799 |
| 40 |
1,511.00 |
1,255.50 |
255.50 |
18.9% |
32.50 |
2.4% |
37% |
False |
False |
2,109,548 |
| 60 |
1,538.25 |
1,255.50 |
282.75 |
20.9% |
30.75 |
2.3% |
33% |
False |
False |
1,421,935 |
| 80 |
1,569.00 |
1,255.50 |
313.50 |
23.2% |
30.25 |
2.2% |
30% |
False |
False |
1,067,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,494.25 |
|
2.618 |
1,444.00 |
|
1.618 |
1,413.25 |
|
1.000 |
1,394.25 |
|
0.618 |
1,382.50 |
|
HIGH |
1,363.50 |
|
0.618 |
1,351.75 |
|
0.500 |
1,348.00 |
|
0.382 |
1,344.50 |
|
LOW |
1,332.75 |
|
0.618 |
1,313.75 |
|
1.000 |
1,302.00 |
|
1.618 |
1,283.00 |
|
2.618 |
1,252.25 |
|
4.250 |
1,202.00 |
|
|
| Fisher Pivots for day following 12-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,349.25 |
1,347.00 |
| PP |
1,348.75 |
1,344.50 |
| S1 |
1,348.00 |
1,342.00 |
|