| Trading Metrics calculated at close of trading on 27-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2008 |
27-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1,371.00 |
1,381.75 |
10.75 |
0.8% |
1,350.00 |
| High |
1,388.50 |
1,390.00 |
1.50 |
0.1% |
1,369.75 |
| Low |
1,363.75 |
1,371.00 |
7.25 |
0.5% |
1,327.00 |
| Close |
1,382.75 |
1,380.50 |
-2.25 |
-0.2% |
1,355.50 |
| Range |
24.75 |
19.00 |
-5.75 |
-23.2% |
42.75 |
| ATR |
30.67 |
29.83 |
-0.83 |
-2.7% |
0.00 |
| Volume |
2,041,157 |
2,096,189 |
55,032 |
2.7% |
7,430,803 |
|
| Daily Pivots for day following 27-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,437.50 |
1,428.00 |
1,391.00 |
|
| R3 |
1,418.50 |
1,409.00 |
1,385.75 |
|
| R2 |
1,399.50 |
1,399.50 |
1,384.00 |
|
| R1 |
1,390.00 |
1,390.00 |
1,382.25 |
1,385.25 |
| PP |
1,380.50 |
1,380.50 |
1,380.50 |
1,378.00 |
| S1 |
1,371.00 |
1,371.00 |
1,378.75 |
1,366.25 |
| S2 |
1,361.50 |
1,361.50 |
1,377.00 |
|
| S3 |
1,342.50 |
1,352.00 |
1,375.25 |
|
| S4 |
1,323.50 |
1,333.00 |
1,370.00 |
|
|
| 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 |
1,390.00 |
1,327.00 |
63.00 |
4.6% |
26.75 |
1.9% |
85% |
True |
False |
2,081,478 |
| 10 |
1,390.00 |
1,327.00 |
63.00 |
4.6% |
26.25 |
1.9% |
85% |
True |
False |
1,958,265 |
| 20 |
1,400.00 |
1,312.75 |
87.25 |
6.3% |
29.50 |
2.1% |
78% |
False |
False |
2,081,726 |
| 40 |
1,489.00 |
1,255.50 |
233.50 |
16.9% |
33.50 |
2.4% |
54% |
False |
False |
2,271,266 |
| 60 |
1,538.25 |
1,255.50 |
282.75 |
20.5% |
30.50 |
2.2% |
44% |
False |
False |
1,746,581 |
| 80 |
1,538.25 |
1,255.50 |
282.75 |
20.5% |
30.50 |
2.2% |
44% |
False |
False |
1,311,735 |
| 100 |
1,598.50 |
1,255.50 |
343.00 |
24.8% |
28.75 |
2.1% |
36% |
False |
False |
1,049,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,470.75 |
|
2.618 |
1,439.75 |
|
1.618 |
1,420.75 |
|
1.000 |
1,409.00 |
|
0.618 |
1,401.75 |
|
HIGH |
1,390.00 |
|
0.618 |
1,382.75 |
|
0.500 |
1,380.50 |
|
0.382 |
1,378.25 |
|
LOW |
1,371.00 |
|
0.618 |
1,359.25 |
|
1.000 |
1,352.00 |
|
1.618 |
1,340.25 |
|
2.618 |
1,321.25 |
|
4.250 |
1,290.25 |
|
|
| Fisher Pivots for day following 27-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,380.50 |
1,376.50 |
| PP |
1,380.50 |
1,372.25 |
| S1 |
1,380.50 |
1,368.00 |
|