| 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 |
6,813.0 |
6,928.5 |
115.5 |
1.7% |
7,061.5 |
| High |
7,012.5 |
7,059.5 |
47.0 |
0.7% |
7,096.0 |
| Low |
6,776.5 |
6,898.0 |
121.5 |
1.8% |
6,686.0 |
| Close |
6,990.5 |
7,009.0 |
18.5 |
0.3% |
6,809.5 |
| Range |
236.0 |
161.5 |
-74.5 |
-31.6% |
410.0 |
| ATR |
205.7 |
202.6 |
-3.2 |
-1.5% |
0.0 |
| Volume |
199,443 |
156,863 |
-42,580 |
-21.3% |
906,605 |
|
| Daily Pivots for day following 13-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,473.3 |
7,402.7 |
7,097.8 |
|
| R3 |
7,311.8 |
7,241.2 |
7,053.4 |
|
| R2 |
7,150.3 |
7,150.3 |
7,038.6 |
|
| R1 |
7,079.7 |
7,079.7 |
7,023.8 |
7,115.0 |
| PP |
6,988.8 |
6,988.8 |
6,988.8 |
7,006.5 |
| S1 |
6,918.2 |
6,918.2 |
6,994.2 |
6,953.5 |
| S2 |
6,827.3 |
6,827.3 |
6,979.4 |
|
| S3 |
6,665.8 |
6,756.7 |
6,964.6 |
|
| S4 |
6,504.3 |
6,595.2 |
6,920.2 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,093.8 |
7,861.7 |
7,035.0 |
|
| R3 |
7,683.8 |
7,451.7 |
6,922.3 |
|
| R2 |
7,273.8 |
7,273.8 |
6,884.7 |
|
| R1 |
7,041.7 |
7,041.7 |
6,847.1 |
6,952.8 |
| PP |
6,863.8 |
6,863.8 |
6,863.8 |
6,819.4 |
| S1 |
6,631.7 |
6,631.7 |
6,771.9 |
6,542.8 |
| S2 |
6,453.8 |
6,453.8 |
6,734.3 |
|
| S3 |
6,043.8 |
6,221.7 |
6,696.8 |
|
| S4 |
5,633.8 |
5,811.7 |
6,584.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,059.5 |
6,686.0 |
373.5 |
5.3% |
174.5 |
2.5% |
86% |
True |
False |
179,512 |
| 10 |
7,096.0 |
6,686.0 |
410.0 |
5.8% |
187.0 |
2.7% |
79% |
False |
False |
185,527 |
| 20 |
7,608.0 |
6,448.5 |
1,159.5 |
16.5% |
247.2 |
3.5% |
48% |
False |
False |
194,682 |
| 40 |
8,253.0 |
6,448.5 |
1,804.5 |
25.7% |
184.4 |
2.6% |
31% |
False |
False |
159,242 |
| 60 |
8,253.0 |
6,448.5 |
1,804.5 |
25.7% |
162.8 |
2.3% |
31% |
False |
False |
107,231 |
| 80 |
8,253.0 |
6,448.5 |
1,804.5 |
25.7% |
147.2 |
2.1% |
31% |
False |
False |
80,550 |
| 100 |
8,253.0 |
6,448.5 |
1,804.5 |
25.7% |
130.8 |
1.9% |
31% |
False |
False |
64,563 |
| 120 |
8,253.0 |
6,448.5 |
1,804.5 |
25.7% |
125.3 |
1.8% |
31% |
False |
False |
54,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,745.9 |
|
2.618 |
7,482.3 |
|
1.618 |
7,320.8 |
|
1.000 |
7,221.0 |
|
0.618 |
7,159.3 |
|
HIGH |
7,059.5 |
|
0.618 |
6,997.8 |
|
0.500 |
6,978.8 |
|
0.382 |
6,959.7 |
|
LOW |
6,898.0 |
|
0.618 |
6,798.2 |
|
1.000 |
6,736.5 |
|
1.618 |
6,636.7 |
|
2.618 |
6,475.2 |
|
4.250 |
6,211.6 |
|
|
| Fisher Pivots for day following 13-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,998.9 |
6,968.9 |
| PP |
6,988.8 |
6,928.8 |
| S1 |
6,978.8 |
6,888.8 |
|