| Trading Metrics calculated at close of trading on 25-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2008 |
25-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1,346.50 |
1,354.50 |
8.00 |
0.6% |
1,350.00 |
| High |
1,357.50 |
1,375.50 |
18.00 |
1.3% |
1,369.75 |
| Low |
1,327.00 |
1,346.25 |
19.25 |
1.5% |
1,327.00 |
| Close |
1,355.50 |
1,371.50 |
16.00 |
1.2% |
1,355.50 |
| Range |
30.50 |
29.25 |
-1.25 |
-4.1% |
42.75 |
| ATR |
31.27 |
31.12 |
-0.14 |
-0.5% |
0.00 |
| Volume |
2,032,644 |
2,024,736 |
-7,908 |
-0.4% |
7,430,803 |
|
| Daily Pivots for day following 25-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,452.25 |
1,441.00 |
1,387.50 |
|
| R3 |
1,423.00 |
1,411.75 |
1,379.50 |
|
| R2 |
1,393.75 |
1,393.75 |
1,376.75 |
|
| R1 |
1,382.50 |
1,382.50 |
1,374.25 |
1,388.00 |
| PP |
1,364.50 |
1,364.50 |
1,364.50 |
1,367.25 |
| S1 |
1,353.25 |
1,353.25 |
1,368.75 |
1,359.00 |
| S2 |
1,335.25 |
1,335.25 |
1,366.25 |
|
| S3 |
1,306.00 |
1,324.00 |
1,363.50 |
|
| S4 |
1,276.75 |
1,294.75 |
1,355.50 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,479.00 |
1,460.00 |
1,379.00 |
|
| R3 |
1,436.25 |
1,417.25 |
1,367.25 |
|
| R2 |
1,393.50 |
1,393.50 |
1,363.25 |
|
| R1 |
1,374.50 |
1,374.50 |
1,359.50 |
1,384.00 |
| PP |
1,350.75 |
1,350.75 |
1,350.75 |
1,355.50 |
| S1 |
1,331.75 |
1,331.75 |
1,351.50 |
1,341.25 |
| S2 |
1,308.00 |
1,308.00 |
1,347.75 |
|
| S3 |
1,265.25 |
1,289.00 |
1,343.75 |
|
| S4 |
1,222.50 |
1,246.25 |
1,332.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,375.50 |
1,327.00 |
48.50 |
3.5% |
29.25 |
2.1% |
92% |
True |
False |
1,891,107 |
| 10 |
1,375.50 |
1,320.25 |
55.25 |
4.0% |
27.00 |
2.0% |
93% |
True |
False |
1,899,635 |
| 20 |
1,400.00 |
1,310.25 |
89.75 |
6.5% |
30.50 |
2.2% |
68% |
False |
False |
2,102,702 |
| 40 |
1,511.00 |
1,255.50 |
255.50 |
18.6% |
33.75 |
2.5% |
45% |
False |
False |
2,199,448 |
| 60 |
1,538.25 |
1,255.50 |
282.75 |
20.6% |
30.75 |
2.2% |
41% |
False |
False |
1,678,190 |
| 80 |
1,569.00 |
1,255.50 |
313.50 |
22.9% |
30.75 |
2.2% |
37% |
False |
False |
1,260,041 |
| 100 |
1,598.50 |
1,255.50 |
343.00 |
25.0% |
28.50 |
2.1% |
34% |
False |
False |
1,008,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,499.75 |
|
2.618 |
1,452.00 |
|
1.618 |
1,422.75 |
|
1.000 |
1,404.75 |
|
0.618 |
1,393.50 |
|
HIGH |
1,375.50 |
|
0.618 |
1,364.25 |
|
0.500 |
1,361.00 |
|
0.382 |
1,357.50 |
|
LOW |
1,346.25 |
|
0.618 |
1,328.25 |
|
1.000 |
1,317.00 |
|
1.618 |
1,299.00 |
|
2.618 |
1,269.75 |
|
4.250 |
1,222.00 |
|
|
| Fisher Pivots for day following 25-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,368.00 |
1,364.75 |
| PP |
1,364.50 |
1,358.00 |
| S1 |
1,361.00 |
1,351.25 |
|