| 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 |
12,241.56 |
12,368.12 |
126.56 |
1.0% |
12,743.11 |
| High |
12,469.41 |
12,573.13 |
103.72 |
0.8% |
12,749.78 |
| Low |
12,241.56 |
12,367.80 |
126.24 |
1.0% |
12,103.37 |
| Close |
12,373.41 |
12,552.00 |
178.59 |
1.4% |
12,182.14 |
| Range |
227.85 |
205.33 |
-22.52 |
-9.9% |
646.41 |
| ATR |
248.40 |
245.32 |
-3.08 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,113.63 |
13,038.15 |
12,664.93 |
|
| R3 |
12,908.30 |
12,832.82 |
12,608.47 |
|
| R2 |
12,702.97 |
12,702.97 |
12,589.64 |
|
| R1 |
12,627.49 |
12,627.49 |
12,570.82 |
12,665.23 |
| PP |
12,497.64 |
12,497.64 |
12,497.64 |
12,516.52 |
| S1 |
12,422.16 |
12,422.16 |
12,533.18 |
12,459.90 |
| S2 |
12,292.31 |
12,292.31 |
12,514.36 |
|
| S3 |
12,086.98 |
12,216.83 |
12,495.53 |
|
| S4 |
11,881.65 |
12,011.50 |
12,439.07 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,284.33 |
13,879.64 |
12,537.67 |
|
| R3 |
13,637.92 |
13,233.23 |
12,359.90 |
|
| R2 |
12,991.51 |
12,991.51 |
12,300.65 |
|
| R1 |
12,586.82 |
12,586.82 |
12,241.39 |
12,465.96 |
| PP |
12,345.10 |
12,345.10 |
12,345.10 |
12,284.67 |
| S1 |
11,940.41 |
11,940.41 |
12,122.89 |
11,819.55 |
| S2 |
11,698.69 |
11,698.69 |
12,063.63 |
|
| S3 |
11,052.28 |
11,294.00 |
12,004.38 |
|
| S4 |
10,405.87 |
10,647.59 |
11,826.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,573.13 |
12,069.47 |
503.66 |
4.0% |
201.28 |
1.6% |
96% |
True |
False |
|
| 10 |
12,767.74 |
12,069.47 |
698.27 |
5.6% |
233.23 |
1.9% |
69% |
False |
False |
|
| 20 |
12,767.74 |
11,634.82 |
1,132.92 |
9.0% |
275.99 |
2.2% |
81% |
False |
False |
|
| 40 |
13,563.48 |
11,634.82 |
1,928.66 |
15.4% |
238.29 |
1.9% |
48% |
False |
False |
|
| 60 |
13,780.11 |
11,634.82 |
2,145.29 |
17.1% |
229.44 |
1.8% |
43% |
False |
False |
|
| 80 |
13,962.53 |
11,634.82 |
2,327.71 |
18.5% |
225.90 |
1.8% |
39% |
False |
False |
|
| 100 |
14,198.10 |
11,634.82 |
2,563.28 |
20.4% |
206.24 |
1.6% |
36% |
False |
False |
|
| 120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.4% |
200.51 |
1.6% |
36% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,445.78 |
|
2.618 |
13,110.68 |
|
1.618 |
12,905.35 |
|
1.000 |
12,778.46 |
|
0.618 |
12,700.02 |
|
HIGH |
12,573.13 |
|
0.618 |
12,494.69 |
|
0.500 |
12,470.47 |
|
0.382 |
12,446.24 |
|
LOW |
12,367.80 |
|
0.618 |
12,240.91 |
|
1.000 |
12,162.47 |
|
1.618 |
12,035.58 |
|
2.618 |
11,830.25 |
|
4.250 |
11,495.15 |
|
|
| Fisher Pivots for day following 13-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,524.82 |
12,475.10 |
| PP |
12,497.64 |
12,398.20 |
| S1 |
12,470.47 |
12,321.30 |
|