| Trading Metrics calculated at close of trading on 14-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2008 |
14-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1,349.50 |
1,364.00 |
14.50 |
1.1% |
1,396.75 |
| High |
1,370.50 |
1,371.50 |
1.00 |
0.1% |
1,400.00 |
| Low |
1,343.50 |
1,347.25 |
3.75 |
0.3% |
1,312.75 |
| Close |
1,363.75 |
1,351.00 |
-12.75 |
-0.9% |
1,330.25 |
| Range |
27.00 |
24.25 |
-2.75 |
-10.2% |
87.25 |
| ATR |
33.47 |
32.81 |
-0.66 |
-2.0% |
0.00 |
| Volume |
2,251,770 |
1,835,901 |
-415,869 |
-18.5% |
11,117,517 |
|
| Daily Pivots for day following 14-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,429.25 |
1,414.50 |
1,364.25 |
|
| R3 |
1,405.00 |
1,390.25 |
1,357.75 |
|
| R2 |
1,380.75 |
1,380.75 |
1,355.50 |
|
| R1 |
1,366.00 |
1,366.00 |
1,353.25 |
1,361.25 |
| PP |
1,356.50 |
1,356.50 |
1,356.50 |
1,354.25 |
| S1 |
1,341.75 |
1,341.75 |
1,348.75 |
1,337.00 |
| S2 |
1,332.25 |
1,332.25 |
1,346.50 |
|
| S3 |
1,308.00 |
1,317.50 |
1,344.25 |
|
| S4 |
1,283.75 |
1,293.25 |
1,337.75 |
|
|
| 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 |
1,371.50 |
1,320.25 |
51.25 |
3.8% |
25.50 |
1.9% |
60% |
True |
False |
2,113,227 |
| 10 |
1,400.00 |
1,312.75 |
87.25 |
6.5% |
28.25 |
2.1% |
44% |
False |
False |
2,194,862 |
| 20 |
1,400.00 |
1,255.50 |
144.50 |
10.7% |
38.50 |
2.9% |
66% |
False |
False |
2,591,458 |
| 40 |
1,511.00 |
1,255.50 |
255.50 |
18.9% |
32.50 |
2.4% |
37% |
False |
False |
2,138,837 |
| 60 |
1,538.25 |
1,255.50 |
282.75 |
20.9% |
30.75 |
2.3% |
34% |
False |
False |
1,489,809 |
| 80 |
1,569.00 |
1,255.50 |
313.50 |
23.2% |
30.00 |
2.2% |
30% |
False |
False |
1,118,189 |
| 100 |
1,598.50 |
1,255.50 |
343.00 |
25.4% |
27.50 |
2.0% |
28% |
False |
False |
894,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,474.50 |
|
2.618 |
1,435.00 |
|
1.618 |
1,410.75 |
|
1.000 |
1,395.75 |
|
0.618 |
1,386.50 |
|
HIGH |
1,371.50 |
|
0.618 |
1,362.25 |
|
0.500 |
1,359.50 |
|
0.382 |
1,356.50 |
|
LOW |
1,347.25 |
|
0.618 |
1,332.25 |
|
1.000 |
1,323.00 |
|
1.618 |
1,308.00 |
|
2.618 |
1,283.75 |
|
4.250 |
1,244.25 |
|
|
| Fisher Pivots for day following 14-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,359.50 |
1,352.00 |
| PP |
1,356.50 |
1,351.75 |
| S1 |
1,353.75 |
1,351.50 |
|