| Trading Metrics calculated at close of trading on 27-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2008 |
27-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
7,015.0 |
7,097.0 |
82.0 |
1.2% |
6,995.0 |
| High |
7,124.0 |
7,112.0 |
-12.0 |
-0.2% |
7,183.5 |
| Low |
7,012.0 |
6,978.5 |
-33.5 |
-0.5% |
6,860.0 |
| Close |
7,079.0 |
7,092.0 |
13.0 |
0.2% |
6,884.5 |
| Range |
112.0 |
133.5 |
21.5 |
19.2% |
323.5 |
| ATR |
179.7 |
176.4 |
-3.3 |
-1.8% |
0.0 |
| Volume |
542 |
692 |
150 |
27.7% |
8,006 |
|
| Daily Pivots for day following 27-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,461.3 |
7,410.2 |
7,165.4 |
|
| R3 |
7,327.8 |
7,276.7 |
7,128.7 |
|
| R2 |
7,194.3 |
7,194.3 |
7,116.5 |
|
| R1 |
7,143.2 |
7,143.2 |
7,104.2 |
7,102.0 |
| PP |
7,060.8 |
7,060.8 |
7,060.8 |
7,040.3 |
| S1 |
7,009.7 |
7,009.7 |
7,079.8 |
6,968.5 |
| S2 |
6,927.3 |
6,927.3 |
7,067.5 |
|
| S3 |
6,793.8 |
6,876.2 |
7,055.3 |
|
| S4 |
6,660.3 |
6,742.7 |
7,018.6 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,946.5 |
7,739.0 |
7,062.4 |
|
| R3 |
7,623.0 |
7,415.5 |
6,973.5 |
|
| R2 |
7,299.5 |
7,299.5 |
6,943.8 |
|
| R1 |
7,092.0 |
7,092.0 |
6,914.2 |
7,034.0 |
| PP |
6,976.0 |
6,976.0 |
6,976.0 |
6,947.0 |
| S1 |
6,768.5 |
6,768.5 |
6,854.8 |
6,710.5 |
| S2 |
6,652.5 |
6,652.5 |
6,825.2 |
|
| S3 |
6,329.0 |
6,445.0 |
6,795.5 |
|
| S4 |
6,005.5 |
6,121.5 |
6,706.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,124.0 |
6,860.0 |
264.0 |
3.7% |
128.3 |
1.8% |
88% |
False |
False |
630 |
| 10 |
7,183.5 |
6,860.0 |
323.5 |
4.6% |
143.0 |
2.0% |
72% |
False |
False |
1,168 |
| 20 |
7,183.5 |
6,763.5 |
420.0 |
5.9% |
157.7 |
2.2% |
78% |
False |
False |
1,392 |
| 40 |
8,130.0 |
6,450.0 |
1,680.0 |
23.7% |
181.7 |
2.6% |
38% |
False |
False |
1,066 |
| 60 |
8,300.0 |
6,450.0 |
1,850.0 |
26.1% |
156.2 |
2.2% |
35% |
False |
False |
1,622 |
| 80 |
8,300.0 |
6,450.0 |
1,850.0 |
26.1% |
141.0 |
2.0% |
35% |
False |
False |
1,333 |
| 100 |
8,300.0 |
6,450.0 |
1,850.0 |
26.1% |
122.5 |
1.7% |
35% |
False |
False |
1,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,679.4 |
|
2.618 |
7,461.5 |
|
1.618 |
7,328.0 |
|
1.000 |
7,245.5 |
|
0.618 |
7,194.5 |
|
HIGH |
7,112.0 |
|
0.618 |
7,061.0 |
|
0.500 |
7,045.3 |
|
0.382 |
7,029.5 |
|
LOW |
6,978.5 |
|
0.618 |
6,896.0 |
|
1.000 |
6,845.0 |
|
1.618 |
6,762.5 |
|
2.618 |
6,629.0 |
|
4.250 |
6,411.1 |
|
|
| Fisher Pivots for day following 27-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7,076.4 |
7,069.3 |
| PP |
7,060.8 |
7,046.5 |
| S1 |
7,045.3 |
7,023.8 |
|