| Trading Metrics calculated at close of trading on 13-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2008 |
13-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1,337.75 |
1,349.50 |
11.75 |
0.9% |
1,396.75 |
| High |
1,363.50 |
1,370.50 |
7.00 |
0.5% |
1,400.00 |
| Low |
1,332.75 |
1,343.50 |
10.75 |
0.8% |
1,312.75 |
| Close |
1,349.75 |
1,363.75 |
14.00 |
1.0% |
1,330.25 |
| Range |
30.75 |
27.00 |
-3.75 |
-12.2% |
87.25 |
| ATR |
33.97 |
33.47 |
-0.50 |
-1.5% |
0.00 |
| Volume |
1,842,322 |
2,251,770 |
409,448 |
22.2% |
11,117,517 |
|
| Daily Pivots for day following 13-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,440.25 |
1,429.00 |
1,378.50 |
|
| R3 |
1,413.25 |
1,402.00 |
1,371.25 |
|
| R2 |
1,386.25 |
1,386.25 |
1,368.75 |
|
| R1 |
1,375.00 |
1,375.00 |
1,366.25 |
1,380.50 |
| PP |
1,359.25 |
1,359.25 |
1,359.25 |
1,362.00 |
| S1 |
1,348.00 |
1,348.00 |
1,361.25 |
1,353.50 |
| S2 |
1,332.25 |
1,332.25 |
1,358.75 |
|
| S3 |
1,305.25 |
1,321.00 |
1,356.25 |
|
| S4 |
1,278.25 |
1,294.00 |
1,349.00 |
|
|
| 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 |
1,370.50 |
1,312.75 |
57.75 |
4.2% |
27.75 |
2.0% |
88% |
True |
False |
2,178,590 |
| 10 |
1,400.00 |
1,312.75 |
87.25 |
6.4% |
31.50 |
2.3% |
58% |
False |
False |
2,272,212 |
| 20 |
1,400.00 |
1,255.50 |
144.50 |
10.6% |
38.75 |
2.8% |
75% |
False |
False |
2,621,585 |
| 40 |
1,511.00 |
1,255.50 |
255.50 |
18.7% |
32.50 |
2.4% |
42% |
False |
False |
2,130,376 |
| 60 |
1,538.25 |
1,255.50 |
282.75 |
20.7% |
30.75 |
2.3% |
38% |
False |
False |
1,459,289 |
| 80 |
1,569.00 |
1,255.50 |
313.50 |
23.0% |
30.00 |
2.2% |
35% |
False |
False |
1,095,256 |
| 100 |
1,598.50 |
1,255.50 |
343.00 |
25.2% |
27.50 |
2.0% |
32% |
False |
False |
876,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,485.25 |
|
2.618 |
1,441.25 |
|
1.618 |
1,414.25 |
|
1.000 |
1,397.50 |
|
0.618 |
1,387.25 |
|
HIGH |
1,370.50 |
|
0.618 |
1,360.25 |
|
0.500 |
1,357.00 |
|
0.382 |
1,353.75 |
|
LOW |
1,343.50 |
|
0.618 |
1,326.75 |
|
1.000 |
1,316.50 |
|
1.618 |
1,299.75 |
|
2.618 |
1,272.75 |
|
4.250 |
1,228.75 |
|
|
| Fisher Pivots for day following 13-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,361.50 |
1,357.50 |
| PP |
1,359.25 |
1,351.50 |
| S1 |
1,357.00 |
1,345.50 |
|