| Trading Metrics calculated at close of trading on 13-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2008 |
13-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1,796.75 |
1,792.25 |
-4.50 |
-0.3% |
1,864.75 |
| High |
1,816.75 |
1,829.00 |
12.25 |
0.7% |
1,869.25 |
| Low |
1,772.75 |
1,784.00 |
11.25 |
0.6% |
1,713.00 |
| Close |
1,790.00 |
1,820.25 |
30.25 |
1.7% |
1,776.50 |
| Range |
44.00 |
45.00 |
1.00 |
2.3% |
156.25 |
| ATR |
54.44 |
53.77 |
-0.67 |
-1.2% |
0.00 |
| Volume |
360,065 |
411,525 |
51,460 |
14.3% |
2,287,007 |
|
| Daily Pivots for day following 13-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,946.00 |
1,928.25 |
1,845.00 |
|
| R3 |
1,901.00 |
1,883.25 |
1,832.50 |
|
| R2 |
1,856.00 |
1,856.00 |
1,828.50 |
|
| R1 |
1,838.25 |
1,838.25 |
1,824.50 |
1,847.00 |
| PP |
1,811.00 |
1,811.00 |
1,811.00 |
1,815.50 |
| S1 |
1,793.25 |
1,793.25 |
1,816.00 |
1,802.00 |
| S2 |
1,766.00 |
1,766.00 |
1,812.00 |
|
| S3 |
1,721.00 |
1,748.25 |
1,808.00 |
|
| S4 |
1,676.00 |
1,703.25 |
1,795.50 |
|
|
| 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 |
1,829.00 |
1,713.00 |
116.00 |
6.4% |
46.75 |
2.6% |
92% |
True |
False |
456,902 |
| 10 |
1,879.00 |
1,713.00 |
166.00 |
9.1% |
52.75 |
2.9% |
65% |
False |
False |
458,309 |
| 20 |
1,919.25 |
1,698.25 |
221.00 |
12.1% |
58.75 |
3.2% |
55% |
False |
False |
525,729 |
| 40 |
2,165.00 |
1,698.25 |
466.75 |
25.6% |
53.50 |
2.9% |
26% |
False |
False |
450,458 |
| 60 |
2,174.00 |
1,698.25 |
475.75 |
26.1% |
49.25 |
2.7% |
26% |
False |
False |
306,817 |
| 80 |
2,276.25 |
1,698.25 |
578.00 |
31.8% |
49.50 |
2.7% |
21% |
False |
False |
230,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,020.25 |
|
2.618 |
1,946.75 |
|
1.618 |
1,901.75 |
|
1.000 |
1,874.00 |
|
0.618 |
1,856.75 |
|
HIGH |
1,829.00 |
|
0.618 |
1,811.75 |
|
0.500 |
1,806.50 |
|
0.382 |
1,801.25 |
|
LOW |
1,784.00 |
|
0.618 |
1,756.25 |
|
1.000 |
1,739.00 |
|
1.618 |
1,711.25 |
|
2.618 |
1,666.25 |
|
4.250 |
1,592.75 |
|
|
| Fisher Pivots for day following 13-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,815.75 |
1,812.25 |
| PP |
1,811.00 |
1,804.25 |
| S1 |
1,806.50 |
1,796.50 |
|