| Trading Metrics calculated at close of trading on 15-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2008 |
15-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1,364.00 |
1,350.25 |
-13.75 |
-1.0% |
1,329.50 |
| High |
1,371.50 |
1,357.25 |
-14.25 |
-1.0% |
1,371.50 |
| Low |
1,347.25 |
1,337.00 |
-10.25 |
-0.8% |
1,320.25 |
| Close |
1,351.00 |
1,351.25 |
0.25 |
0.0% |
1,351.25 |
| Range |
24.25 |
20.25 |
-4.00 |
-16.5% |
51.25 |
| ATR |
32.81 |
31.91 |
-0.90 |
-2.7% |
0.00 |
| Volume |
1,835,901 |
1,902,103 |
66,202 |
3.6% |
9,540,815 |
|
| Daily Pivots for day following 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,409.25 |
1,400.50 |
1,362.50 |
|
| R3 |
1,389.00 |
1,380.25 |
1,356.75 |
|
| R2 |
1,368.75 |
1,368.75 |
1,355.00 |
|
| R1 |
1,360.00 |
1,360.00 |
1,353.00 |
1,364.50 |
| PP |
1,348.50 |
1,348.50 |
1,348.50 |
1,350.75 |
| S1 |
1,339.75 |
1,339.75 |
1,349.50 |
1,344.00 |
| S2 |
1,328.25 |
1,328.25 |
1,347.50 |
|
| S3 |
1,308.00 |
1,319.50 |
1,345.75 |
|
| S4 |
1,287.75 |
1,299.25 |
1,340.00 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,501.50 |
1,477.50 |
1,379.50 |
|
| R3 |
1,450.25 |
1,426.25 |
1,365.25 |
|
| R2 |
1,399.00 |
1,399.00 |
1,360.75 |
|
| R1 |
1,375.00 |
1,375.00 |
1,356.00 |
1,387.00 |
| PP |
1,347.75 |
1,347.75 |
1,347.75 |
1,353.50 |
| S1 |
1,323.75 |
1,323.75 |
1,346.50 |
1,335.75 |
| S2 |
1,296.50 |
1,296.50 |
1,341.75 |
|
| S3 |
1,245.25 |
1,272.50 |
1,337.25 |
|
| S4 |
1,194.00 |
1,221.25 |
1,323.00 |
|
|
| 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% |
25.00 |
1.8% |
60% |
False |
False |
1,908,163 |
| 10 |
1,400.00 |
1,312.75 |
87.25 |
6.5% |
27.75 |
2.1% |
44% |
False |
False |
2,065,833 |
| 20 |
1,400.00 |
1,255.50 |
144.50 |
10.7% |
36.75 |
2.7% |
66% |
False |
False |
2,525,441 |
| 40 |
1,511.00 |
1,255.50 |
255.50 |
18.9% |
32.25 |
2.4% |
37% |
False |
False |
2,142,418 |
| 60 |
1,538.25 |
1,255.50 |
282.75 |
20.9% |
30.50 |
2.3% |
34% |
False |
False |
1,521,403 |
| 80 |
1,569.00 |
1,255.50 |
313.50 |
23.2% |
30.00 |
2.2% |
31% |
False |
False |
1,141,958 |
| 100 |
1,598.50 |
1,255.50 |
343.00 |
25.4% |
27.50 |
2.0% |
28% |
False |
False |
913,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,443.25 |
|
2.618 |
1,410.25 |
|
1.618 |
1,390.00 |
|
1.000 |
1,377.50 |
|
0.618 |
1,369.75 |
|
HIGH |
1,357.25 |
|
0.618 |
1,349.50 |
|
0.500 |
1,347.00 |
|
0.382 |
1,344.75 |
|
LOW |
1,337.00 |
|
0.618 |
1,324.50 |
|
1.000 |
1,316.75 |
|
1.618 |
1,304.25 |
|
2.618 |
1,284.00 |
|
4.250 |
1,251.00 |
|
|
| Fisher Pivots for day following 15-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,350.00 |
1,354.25 |
| PP |
1,348.50 |
1,353.25 |
| S1 |
1,347.00 |
1,352.25 |
|