| Trading Metrics calculated at close of trading on 15-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2008 |
15-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1,822.00 |
1,791.75 |
-30.25 |
-1.7% |
1,774.75 |
| High |
1,831.25 |
1,800.00 |
-31.25 |
-1.7% |
1,831.25 |
| Low |
1,788.00 |
1,770.00 |
-18.00 |
-1.0% |
1,763.75 |
| Close |
1,794.25 |
1,786.50 |
-7.75 |
-0.4% |
1,786.50 |
| Range |
43.25 |
30.00 |
-13.25 |
-30.6% |
67.50 |
| ATR |
53.02 |
51.37 |
-1.64 |
-3.1% |
0.00 |
| Volume |
392,000 |
424,777 |
32,777 |
8.4% |
2,000,354 |
|
| Daily Pivots for day following 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,875.50 |
1,861.00 |
1,803.00 |
|
| R3 |
1,845.50 |
1,831.00 |
1,794.75 |
|
| R2 |
1,815.50 |
1,815.50 |
1,792.00 |
|
| R1 |
1,801.00 |
1,801.00 |
1,789.25 |
1,793.25 |
| PP |
1,785.50 |
1,785.50 |
1,785.50 |
1,781.50 |
| S1 |
1,771.00 |
1,771.00 |
1,783.75 |
1,763.25 |
| S2 |
1,755.50 |
1,755.50 |
1,781.00 |
|
| S3 |
1,725.50 |
1,741.00 |
1,778.25 |
|
| S4 |
1,695.50 |
1,711.00 |
1,770.00 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,996.25 |
1,959.00 |
1,823.50 |
|
| R3 |
1,928.75 |
1,891.50 |
1,805.00 |
|
| R2 |
1,861.25 |
1,861.25 |
1,799.00 |
|
| R1 |
1,824.00 |
1,824.00 |
1,792.75 |
1,842.50 |
| PP |
1,793.75 |
1,793.75 |
1,793.75 |
1,803.25 |
| S1 |
1,756.50 |
1,756.50 |
1,780.25 |
1,775.00 |
| S2 |
1,726.25 |
1,726.25 |
1,774.00 |
|
| S3 |
1,658.75 |
1,689.00 |
1,768.00 |
|
| S4 |
1,591.25 |
1,621.50 |
1,749.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,831.25 |
1,763.75 |
67.50 |
3.8% |
40.25 |
2.3% |
34% |
False |
False |
400,070 |
| 10 |
1,869.25 |
1,713.00 |
156.25 |
8.7% |
47.00 |
2.6% |
47% |
False |
False |
428,736 |
| 20 |
1,887.00 |
1,698.25 |
188.75 |
10.6% |
56.50 |
3.2% |
47% |
False |
False |
504,143 |
| 40 |
2,165.00 |
1,698.25 |
466.75 |
26.1% |
52.75 |
2.9% |
19% |
False |
False |
452,303 |
| 60 |
2,174.00 |
1,698.25 |
475.75 |
26.6% |
48.50 |
2.7% |
19% |
False |
False |
320,412 |
| 80 |
2,276.25 |
1,698.25 |
578.00 |
32.4% |
49.25 |
2.8% |
15% |
False |
False |
240,374 |
| 100 |
2,276.25 |
1,698.25 |
578.00 |
32.4% |
46.00 |
2.6% |
15% |
False |
False |
192,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,927.50 |
|
2.618 |
1,878.50 |
|
1.618 |
1,848.50 |
|
1.000 |
1,830.00 |
|
0.618 |
1,818.50 |
|
HIGH |
1,800.00 |
|
0.618 |
1,788.50 |
|
0.500 |
1,785.00 |
|
0.382 |
1,781.50 |
|
LOW |
1,770.00 |
|
0.618 |
1,751.50 |
|
1.000 |
1,740.00 |
|
1.618 |
1,721.50 |
|
2.618 |
1,691.50 |
|
4.250 |
1,642.50 |
|
|
| Fisher Pivots for day following 15-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,786.00 |
1,800.50 |
| PP |
1,785.50 |
1,796.00 |
| S1 |
1,785.00 |
1,791.25 |
|