| Trading Metrics calculated at close of trading on 26-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2008 |
26-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
6,906.0 |
6,944.0 |
38.0 |
0.6% |
6,929.0 |
| High |
6,957.0 |
7,048.5 |
91.5 |
1.3% |
7,108.0 |
| Low |
6,845.5 |
6,924.0 |
78.5 |
1.1% |
6,781.5 |
| Close |
6,905.5 |
7,004.0 |
98.5 |
1.4% |
6,809.0 |
| Range |
111.5 |
124.5 |
13.0 |
11.7% |
326.5 |
| ATR |
179.2 |
176.6 |
-2.6 |
-1.4% |
0.0 |
| Volume |
146,922 |
179,040 |
32,118 |
21.9% |
650,725 |
|
| Daily Pivots for day following 26-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,365.7 |
7,309.3 |
7,072.5 |
|
| R3 |
7,241.2 |
7,184.8 |
7,038.2 |
|
| R2 |
7,116.7 |
7,116.7 |
7,026.8 |
|
| R1 |
7,060.3 |
7,060.3 |
7,015.4 |
7,088.5 |
| PP |
6,992.2 |
6,992.2 |
6,992.2 |
7,006.3 |
| S1 |
6,935.8 |
6,935.8 |
6,992.6 |
6,964.0 |
| S2 |
6,867.7 |
6,867.7 |
6,981.2 |
|
| S3 |
6,743.2 |
6,811.3 |
6,969.8 |
|
| S4 |
6,618.7 |
6,686.8 |
6,935.5 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,879.0 |
7,670.5 |
6,988.6 |
|
| R3 |
7,552.5 |
7,344.0 |
6,898.8 |
|
| R2 |
7,226.0 |
7,226.0 |
6,868.9 |
|
| R1 |
7,017.5 |
7,017.5 |
6,838.9 |
6,958.5 |
| PP |
6,899.5 |
6,899.5 |
6,899.5 |
6,870.0 |
| S1 |
6,691.0 |
6,691.0 |
6,779.1 |
6,632.0 |
| S2 |
6,573.0 |
6,573.0 |
6,749.1 |
|
| S3 |
6,246.5 |
6,364.5 |
6,719.2 |
|
| S4 |
5,920.0 |
6,038.0 |
6,629.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,048.5 |
6,781.5 |
267.0 |
3.8% |
131.6 |
1.9% |
83% |
True |
False |
140,056 |
| 10 |
7,108.0 |
6,781.5 |
326.5 |
4.7% |
142.8 |
2.0% |
68% |
False |
False |
129,536 |
| 20 |
7,108.0 |
6,686.0 |
422.0 |
6.0% |
164.6 |
2.3% |
75% |
False |
False |
158,151 |
| 40 |
8,180.5 |
6,448.5 |
1,732.0 |
24.7% |
190.8 |
2.7% |
32% |
False |
False |
176,184 |
| 60 |
8,253.0 |
6,448.5 |
1,804.5 |
25.8% |
164.6 |
2.4% |
31% |
False |
False |
126,025 |
| 80 |
8,253.0 |
6,448.5 |
1,804.5 |
25.8% |
153.3 |
2.2% |
31% |
False |
False |
94,721 |
| 100 |
8,253.0 |
6,448.5 |
1,804.5 |
25.8% |
138.6 |
2.0% |
31% |
False |
False |
75,893 |
| 120 |
8,253.0 |
6,448.5 |
1,804.5 |
25.8% |
128.2 |
1.8% |
31% |
False |
False |
63,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,577.6 |
|
2.618 |
7,374.4 |
|
1.618 |
7,249.9 |
|
1.000 |
7,173.0 |
|
0.618 |
7,125.4 |
|
HIGH |
7,048.5 |
|
0.618 |
7,000.9 |
|
0.500 |
6,986.3 |
|
0.382 |
6,971.6 |
|
LOW |
6,924.0 |
|
0.618 |
6,847.1 |
|
1.000 |
6,799.5 |
|
1.618 |
6,722.6 |
|
2.618 |
6,598.1 |
|
4.250 |
6,394.9 |
|
|
| Fisher Pivots for day following 26-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,998.1 |
6,974.3 |
| PP |
6,992.2 |
6,944.7 |
| S1 |
6,986.3 |
6,915.0 |
|