| Trading Metrics calculated at close of trading on 11-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2008 |
11-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
5,610.0 |
5,600.0 |
-10.0 |
-0.2% |
5,952.0 |
| High |
5,683.0 |
5,630.0 |
-53.0 |
-0.9% |
6,009.0 |
| Low |
5,583.0 |
5,487.0 |
-96.0 |
-1.7% |
5,477.0 |
| Close |
5,592.0 |
5,544.0 |
-48.0 |
-0.9% |
5,592.0 |
| Range |
100.0 |
143.0 |
43.0 |
43.0% |
532.0 |
| ATR |
170.1 |
168.1 |
-1.9 |
-1.1% |
0.0 |
| Volume |
20,888 |
23,329 |
2,441 |
11.7% |
143,979 |
|
| Daily Pivots for day following 11-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,982.7 |
5,906.3 |
5,622.7 |
|
| R3 |
5,839.7 |
5,763.3 |
5,583.3 |
|
| R2 |
5,696.7 |
5,696.7 |
5,570.2 |
|
| R1 |
5,620.3 |
5,620.3 |
5,557.1 |
5,587.0 |
| PP |
5,553.7 |
5,553.7 |
5,553.7 |
5,537.0 |
| S1 |
5,477.3 |
5,477.3 |
5,530.9 |
5,444.0 |
| S2 |
5,410.7 |
5,410.7 |
5,517.8 |
|
| S3 |
5,267.7 |
5,334.3 |
5,504.7 |
|
| S4 |
5,124.7 |
5,191.3 |
5,465.4 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,288.7 |
6,972.3 |
5,884.6 |
|
| R3 |
6,756.7 |
6,440.3 |
5,738.3 |
|
| R2 |
6,224.7 |
6,224.7 |
5,689.5 |
|
| R1 |
5,908.3 |
5,908.3 |
5,640.8 |
5,800.5 |
| PP |
5,692.7 |
5,692.7 |
5,692.7 |
5,638.8 |
| S1 |
5,376.3 |
5,376.3 |
5,543.2 |
5,268.5 |
| S2 |
5,160.7 |
5,160.7 |
5,494.5 |
|
| S3 |
4,628.7 |
4,844.3 |
5,445.7 |
|
| S4 |
4,096.7 |
4,312.3 |
5,299.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,872.0 |
5,477.0 |
395.0 |
7.1% |
109.8 |
2.0% |
17% |
False |
False |
25,752 |
| 10 |
6,009.0 |
5,426.0 |
583.0 |
10.5% |
159.5 |
2.9% |
20% |
False |
False |
32,504 |
| 20 |
6,043.0 |
5,183.0 |
860.0 |
15.5% |
153.7 |
2.8% |
42% |
False |
False |
35,081 |
| 40 |
6,681.0 |
5,183.0 |
1,498.0 |
27.0% |
121.1 |
2.2% |
24% |
False |
False |
29,982 |
| 60 |
6,725.0 |
5,183.0 |
1,542.0 |
27.8% |
91.1 |
1.6% |
23% |
False |
False |
20,066 |
| 80 |
6,869.0 |
5,183.0 |
1,686.0 |
30.4% |
76.7 |
1.4% |
21% |
False |
False |
15,080 |
| 100 |
6,869.0 |
5,183.0 |
1,686.0 |
30.4% |
64.2 |
1.2% |
21% |
False |
False |
12,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,237.8 |
|
2.618 |
6,004.4 |
|
1.618 |
5,861.4 |
|
1.000 |
5,773.0 |
|
0.618 |
5,718.4 |
|
HIGH |
5,630.0 |
|
0.618 |
5,575.4 |
|
0.500 |
5,558.5 |
|
0.382 |
5,541.6 |
|
LOW |
5,487.0 |
|
0.618 |
5,398.6 |
|
1.000 |
5,344.0 |
|
1.618 |
5,255.6 |
|
2.618 |
5,112.6 |
|
4.250 |
4,879.3 |
|
|
| Fisher Pivots for day following 11-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,558.5 |
5,580.0 |
| PP |
5,553.7 |
5,568.0 |
| S1 |
5,548.8 |
5,556.0 |
|