| Trading Metrics calculated at close of trading on 14-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2008 |
14-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
12,368.12 |
12,551.51 |
183.39 |
1.5% |
12,743.11 |
| High |
12,573.13 |
12,557.61 |
-15.52 |
-0.1% |
12,749.78 |
| Low |
12,367.80 |
12,361.46 |
-6.34 |
-0.1% |
12,103.37 |
| Close |
12,552.00 |
12,376.99 |
-175.01 |
-1.4% |
12,182.14 |
| Range |
205.33 |
196.15 |
-9.18 |
-4.5% |
646.41 |
| ATR |
245.32 |
241.81 |
-3.51 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,020.47 |
12,894.88 |
12,484.87 |
|
| R3 |
12,824.32 |
12,698.73 |
12,430.93 |
|
| R2 |
12,628.17 |
12,628.17 |
12,412.95 |
|
| R1 |
12,502.58 |
12,502.58 |
12,394.97 |
12,467.30 |
| PP |
12,432.02 |
12,432.02 |
12,432.02 |
12,414.38 |
| S1 |
12,306.43 |
12,306.43 |
12,359.01 |
12,271.15 |
| S2 |
12,235.87 |
12,235.87 |
12,341.03 |
|
| S3 |
12,039.72 |
12,110.28 |
12,323.05 |
|
| S4 |
11,843.57 |
11,914.13 |
12,269.11 |
|
|
| 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 |
4.1% |
198.10 |
1.6% |
61% |
False |
False |
|
| 10 |
12,767.74 |
12,069.47 |
698.27 |
5.6% |
207.60 |
1.7% |
44% |
False |
False |
|
| 20 |
12,767.74 |
11,634.82 |
1,132.92 |
9.2% |
274.76 |
2.2% |
66% |
False |
False |
|
| 40 |
13,563.48 |
11,634.82 |
1,928.66 |
15.6% |
238.67 |
1.9% |
38% |
False |
False |
|
| 60 |
13,780.11 |
11,634.82 |
2,145.29 |
17.3% |
230.03 |
1.9% |
35% |
False |
False |
|
| 80 |
13,962.53 |
11,634.82 |
2,327.71 |
18.8% |
223.64 |
1.8% |
32% |
False |
False |
|
| 100 |
14,198.10 |
11,634.82 |
2,563.28 |
20.7% |
207.11 |
1.7% |
29% |
False |
False |
|
| 120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.7% |
201.06 |
1.6% |
29% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,391.25 |
|
2.618 |
13,071.13 |
|
1.618 |
12,874.98 |
|
1.000 |
12,753.76 |
|
0.618 |
12,678.83 |
|
HIGH |
12,557.61 |
|
0.618 |
12,482.68 |
|
0.500 |
12,459.54 |
|
0.382 |
12,436.39 |
|
LOW |
12,361.46 |
|
0.618 |
12,240.24 |
|
1.000 |
12,165.31 |
|
1.618 |
12,044.09 |
|
2.618 |
11,847.94 |
|
4.250 |
11,527.82 |
|
|
| Fisher Pivots for day following 14-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,459.54 |
12,407.35 |
| PP |
12,432.02 |
12,397.23 |
| S1 |
12,404.51 |
12,387.11 |
|