| 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 |
12,551.51 |
12,376.66 |
-174.85 |
-1.4% |
12,181.89 |
| High |
12,557.61 |
12,376.66 |
-180.95 |
-1.4% |
12,573.13 |
| Low |
12,361.46 |
12,278.62 |
-82.84 |
-0.7% |
12,069.47 |
| Close |
12,376.99 |
12,348.21 |
-28.78 |
-0.2% |
12,348.21 |
| Range |
196.15 |
98.04 |
-98.11 |
-50.0% |
503.66 |
| ATR |
241.81 |
231.56 |
-10.25 |
-4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,628.62 |
12,586.45 |
12,402.13 |
|
| R3 |
12,530.58 |
12,488.41 |
12,375.17 |
|
| R2 |
12,432.54 |
12,432.54 |
12,366.18 |
|
| R1 |
12,390.37 |
12,390.37 |
12,357.20 |
12,362.44 |
| PP |
12,334.50 |
12,334.50 |
12,334.50 |
12,320.53 |
| S1 |
12,292.33 |
12,292.33 |
12,339.22 |
12,264.40 |
| S2 |
12,236.46 |
12,236.46 |
12,330.24 |
|
| S3 |
12,138.42 |
12,194.29 |
12,321.25 |
|
| S4 |
12,040.38 |
12,096.25 |
12,294.29 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,841.25 |
13,598.39 |
12,625.22 |
|
| R3 |
13,337.59 |
13,094.73 |
12,486.72 |
|
| R2 |
12,833.93 |
12,833.93 |
12,440.55 |
|
| R1 |
12,591.07 |
12,591.07 |
12,394.38 |
12,712.50 |
| PP |
12,330.27 |
12,330.27 |
12,330.27 |
12,390.99 |
| S1 |
12,087.41 |
12,087.41 |
12,302.04 |
12,208.84 |
| S2 |
11,826.61 |
11,826.61 |
12,255.87 |
|
| S3 |
11,322.95 |
11,583.75 |
12,209.70 |
|
| S4 |
10,819.29 |
11,080.09 |
12,071.20 |
|
|
| 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% |
182.00 |
1.5% |
55% |
False |
False |
|
| 10 |
12,749.78 |
12,069.47 |
680.31 |
5.5% |
200.86 |
1.6% |
41% |
False |
False |
|
| 20 |
12,767.74 |
11,634.82 |
1,132.92 |
9.2% |
260.06 |
2.1% |
63% |
False |
False |
|
| 40 |
13,563.48 |
11,634.82 |
1,928.66 |
15.6% |
236.43 |
1.9% |
37% |
False |
False |
|
| 60 |
13,780.11 |
11,634.82 |
2,145.29 |
17.4% |
227.68 |
1.8% |
33% |
False |
False |
|
| 80 |
13,962.53 |
11,634.82 |
2,327.71 |
18.9% |
222.62 |
1.8% |
31% |
False |
False |
|
| 100 |
14,198.10 |
11,634.82 |
2,563.28 |
20.8% |
206.85 |
1.7% |
28% |
False |
False |
|
| 120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.8% |
200.44 |
1.6% |
28% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,793.33 |
|
2.618 |
12,633.33 |
|
1.618 |
12,535.29 |
|
1.000 |
12,474.70 |
|
0.618 |
12,437.25 |
|
HIGH |
12,376.66 |
|
0.618 |
12,339.21 |
|
0.500 |
12,327.64 |
|
0.382 |
12,316.07 |
|
LOW |
12,278.62 |
|
0.618 |
12,218.03 |
|
1.000 |
12,180.58 |
|
1.618 |
12,119.99 |
|
2.618 |
12,021.95 |
|
4.250 |
11,861.95 |
|
|
| Fisher Pivots for day following 15-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,341.35 |
12,425.88 |
| PP |
12,334.50 |
12,399.99 |
| S1 |
12,327.64 |
12,374.10 |
|