| 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 |
1,768.00 |
1,774.75 |
6.75 |
0.4% |
1,864.75 |
| High |
1,784.25 |
1,802.50 |
18.25 |
1.0% |
1,869.25 |
| Low |
1,750.00 |
1,763.75 |
13.75 |
0.8% |
1,713.00 |
| Close |
1,776.50 |
1,797.25 |
20.75 |
1.2% |
1,776.50 |
| Range |
34.25 |
38.75 |
4.50 |
13.1% |
156.25 |
| ATR |
56.51 |
55.25 |
-1.27 |
-2.2% |
0.00 |
| Volume |
668,884 |
411,987 |
-256,897 |
-38.4% |
2,287,007 |
|
| Daily Pivots for day following 11-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,904.00 |
1,889.50 |
1,818.50 |
|
| R3 |
1,865.25 |
1,850.75 |
1,808.00 |
|
| R2 |
1,826.50 |
1,826.50 |
1,804.25 |
|
| R1 |
1,812.00 |
1,812.00 |
1,800.75 |
1,819.25 |
| PP |
1,787.75 |
1,787.75 |
1,787.75 |
1,791.50 |
| S1 |
1,773.25 |
1,773.25 |
1,793.75 |
1,780.50 |
| S2 |
1,749.00 |
1,749.00 |
1,790.25 |
|
| S3 |
1,710.25 |
1,734.50 |
1,786.50 |
|
| S4 |
1,671.50 |
1,695.75 |
1,776.00 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,255.00 |
2,172.00 |
1,862.50 |
|
| R3 |
2,098.75 |
2,015.75 |
1,819.50 |
|
| R2 |
1,942.50 |
1,942.50 |
1,805.25 |
|
| R1 |
1,859.50 |
1,859.50 |
1,790.75 |
1,823.00 |
| PP |
1,786.25 |
1,786.25 |
1,786.25 |
1,768.00 |
| S1 |
1,703.25 |
1,703.25 |
1,762.25 |
1,666.50 |
| S2 |
1,630.00 |
1,630.00 |
1,747.75 |
|
| S3 |
1,473.75 |
1,547.00 |
1,733.50 |
|
| S4 |
1,317.50 |
1,390.75 |
1,690.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,830.75 |
1,713.00 |
117.75 |
6.6% |
52.50 |
2.9% |
72% |
False |
False |
453,408 |
| 10 |
1,879.00 |
1,713.00 |
166.00 |
9.2% |
52.00 |
2.9% |
51% |
False |
False |
453,957 |
| 20 |
1,964.75 |
1,698.25 |
266.50 |
14.8% |
60.50 |
3.4% |
37% |
False |
False |
530,474 |
| 40 |
2,165.00 |
1,698.25 |
466.75 |
26.0% |
52.75 |
2.9% |
21% |
False |
False |
440,011 |
| 60 |
2,174.00 |
1,698.25 |
475.75 |
26.5% |
49.25 |
2.7% |
21% |
False |
False |
293,967 |
| 80 |
2,276.25 |
1,698.25 |
578.00 |
32.2% |
49.75 |
2.8% |
17% |
False |
False |
220,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,967.25 |
|
2.618 |
1,904.00 |
|
1.618 |
1,865.25 |
|
1.000 |
1,841.25 |
|
0.618 |
1,826.50 |
|
HIGH |
1,802.50 |
|
0.618 |
1,787.75 |
|
0.500 |
1,783.00 |
|
0.382 |
1,778.50 |
|
LOW |
1,763.75 |
|
0.618 |
1,739.75 |
|
1.000 |
1,725.00 |
|
1.618 |
1,701.00 |
|
2.618 |
1,662.25 |
|
4.250 |
1,599.00 |
|
|
| Fisher Pivots for day following 11-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,792.50 |
1,784.00 |
| PP |
1,787.75 |
1,771.00 |
| S1 |
1,783.00 |
1,757.75 |
|