| Trading Metrics calculated at close of trading on 28-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2008 |
28-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1,381.75 |
1,380.00 |
-1.75 |
-0.1% |
1,350.00 |
| High |
1,390.00 |
1,381.50 |
-8.50 |
-0.6% |
1,369.75 |
| Low |
1,371.00 |
1,363.50 |
-7.50 |
-0.5% |
1,327.00 |
| Close |
1,380.50 |
1,365.75 |
-14.75 |
-1.1% |
1,355.50 |
| Range |
19.00 |
18.00 |
-1.00 |
-5.3% |
42.75 |
| ATR |
29.83 |
28.99 |
-0.85 |
-2.8% |
0.00 |
| Volume |
2,096,189 |
1,835,677 |
-260,512 |
-12.4% |
7,430,803 |
|
| Daily Pivots for day following 28-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,424.25 |
1,413.00 |
1,375.75 |
|
| R3 |
1,406.25 |
1,395.00 |
1,370.75 |
|
| R2 |
1,388.25 |
1,388.25 |
1,369.00 |
|
| R1 |
1,377.00 |
1,377.00 |
1,367.50 |
1,373.50 |
| PP |
1,370.25 |
1,370.25 |
1,370.25 |
1,368.50 |
| S1 |
1,359.00 |
1,359.00 |
1,364.00 |
1,355.50 |
| S2 |
1,352.25 |
1,352.25 |
1,362.50 |
|
| S3 |
1,334.25 |
1,341.00 |
1,360.75 |
|
| S4 |
1,316.25 |
1,323.00 |
1,355.75 |
|
|
| 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% |
24.25 |
1.8% |
62% |
False |
False |
2,006,080 |
| 10 |
1,390.00 |
1,327.00 |
63.00 |
4.6% |
25.25 |
1.8% |
62% |
False |
False |
1,916,656 |
| 20 |
1,400.00 |
1,312.75 |
87.25 |
6.4% |
28.50 |
2.1% |
61% |
False |
False |
2,094,434 |
| 40 |
1,482.75 |
1,255.50 |
227.25 |
16.6% |
33.50 |
2.5% |
49% |
False |
False |
2,297,343 |
| 60 |
1,538.25 |
1,255.50 |
282.75 |
20.7% |
30.25 |
2.2% |
39% |
False |
False |
1,776,740 |
| 80 |
1,538.25 |
1,255.50 |
282.75 |
20.7% |
30.25 |
2.2% |
39% |
False |
False |
1,334,654 |
| 100 |
1,598.50 |
1,255.50 |
343.00 |
25.1% |
28.75 |
2.1% |
32% |
False |
False |
1,068,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,458.00 |
|
2.618 |
1,428.50 |
|
1.618 |
1,410.50 |
|
1.000 |
1,399.50 |
|
0.618 |
1,392.50 |
|
HIGH |
1,381.50 |
|
0.618 |
1,374.50 |
|
0.500 |
1,372.50 |
|
0.382 |
1,370.50 |
|
LOW |
1,363.50 |
|
0.618 |
1,352.50 |
|
1.000 |
1,345.50 |
|
1.618 |
1,334.50 |
|
2.618 |
1,316.50 |
|
4.250 |
1,287.00 |
|
|
| Fisher Pivots for day following 28-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,372.50 |
1,376.75 |
| PP |
1,370.25 |
1,373.00 |
| S1 |
1,368.00 |
1,369.50 |
|