| 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 |
5,615.0 |
5,573.0 |
-42.0 |
-0.7% |
5,600.0 |
| High |
5,682.0 |
5,620.0 |
-62.0 |
-1.1% |
5,682.0 |
| Low |
5,557.0 |
5,511.0 |
-46.0 |
-0.8% |
5,487.0 |
| Close |
5,666.0 |
5,620.0 |
-46.0 |
-0.8% |
5,620.0 |
| Range |
125.0 |
109.0 |
-16.0 |
-12.8% |
195.0 |
| ATR |
160.9 |
160.5 |
-0.4 |
-0.3% |
0.0 |
| Volume |
30,696 |
26,151 |
-4,545 |
-14.8% |
137,950 |
|
| Daily Pivots for day following 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,910.7 |
5,874.3 |
5,680.0 |
|
| R3 |
5,801.7 |
5,765.3 |
5,650.0 |
|
| R2 |
5,692.7 |
5,692.7 |
5,640.0 |
|
| R1 |
5,656.3 |
5,656.3 |
5,630.0 |
5,674.5 |
| PP |
5,583.7 |
5,583.7 |
5,583.7 |
5,592.8 |
| S1 |
5,547.3 |
5,547.3 |
5,610.0 |
5,565.5 |
| S2 |
5,474.7 |
5,474.7 |
5,600.0 |
|
| S3 |
5,365.7 |
5,438.3 |
5,590.0 |
|
| S4 |
5,256.7 |
5,329.3 |
5,560.1 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,181.3 |
6,095.7 |
5,727.3 |
|
| R3 |
5,986.3 |
5,900.7 |
5,673.6 |
|
| R2 |
5,791.3 |
5,791.3 |
5,655.8 |
|
| R1 |
5,705.7 |
5,705.7 |
5,637.9 |
5,748.5 |
| PP |
5,596.3 |
5,596.3 |
5,596.3 |
5,617.8 |
| S1 |
5,510.7 |
5,510.7 |
5,602.1 |
5,553.5 |
| S2 |
5,401.3 |
5,401.3 |
5,584.3 |
|
| S3 |
5,206.3 |
5,315.7 |
5,566.4 |
|
| S4 |
5,011.3 |
5,120.7 |
5,512.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,682.0 |
5,487.0 |
195.0 |
3.5% |
128.2 |
2.3% |
68% |
False |
False |
27,590 |
| 10 |
6,009.0 |
5,477.0 |
532.0 |
9.5% |
125.3 |
2.2% |
27% |
False |
False |
28,192 |
| 20 |
6,009.0 |
5,183.0 |
826.0 |
14.7% |
159.9 |
2.8% |
53% |
False |
False |
34,814 |
| 40 |
6,411.0 |
5,183.0 |
1,228.0 |
21.9% |
122.7 |
2.2% |
36% |
False |
False |
31,101 |
| 60 |
6,725.0 |
5,183.0 |
1,542.0 |
27.4% |
99.1 |
1.8% |
28% |
False |
False |
21,967 |
| 80 |
6,869.0 |
5,183.0 |
1,686.0 |
30.0% |
81.0 |
1.4% |
26% |
False |
False |
16,510 |
| 100 |
6,869.0 |
5,183.0 |
1,686.0 |
30.0% |
68.4 |
1.2% |
26% |
False |
False |
13,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,083.3 |
|
2.618 |
5,905.4 |
|
1.618 |
5,796.4 |
|
1.000 |
5,729.0 |
|
0.618 |
5,687.4 |
|
HIGH |
5,620.0 |
|
0.618 |
5,578.4 |
|
0.500 |
5,565.5 |
|
0.382 |
5,552.6 |
|
LOW |
5,511.0 |
|
0.618 |
5,443.6 |
|
1.000 |
5,402.0 |
|
1.618 |
5,334.6 |
|
2.618 |
5,225.6 |
|
4.250 |
5,047.8 |
|
|
| Fisher Pivots for day following 15-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,601.8 |
5,610.7 |
| PP |
5,583.7 |
5,601.3 |
| S1 |
5,565.5 |
5,592.0 |
|