| Trading Metrics calculated at close of trading on 18-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2008 |
18-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
5,573.0 |
5,577.0 |
4.0 |
0.1% |
5,600.0 |
| High |
5,620.0 |
5,584.0 |
-36.0 |
-0.6% |
5,682.0 |
| Low |
5,511.0 |
5,525.0 |
14.0 |
0.3% |
5,487.0 |
| Close |
5,620.0 |
5,578.0 |
-42.0 |
-0.7% |
5,620.0 |
| Range |
109.0 |
59.0 |
-50.0 |
-45.9% |
195.0 |
| ATR |
160.5 |
155.8 |
-4.7 |
-2.9% |
0.0 |
| Volume |
26,151 |
22,634 |
-3,517 |
-13.4% |
137,950 |
|
| Daily Pivots for day following 18-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,739.3 |
5,717.7 |
5,610.5 |
|
| R3 |
5,680.3 |
5,658.7 |
5,594.2 |
|
| R2 |
5,621.3 |
5,621.3 |
5,588.8 |
|
| R1 |
5,599.7 |
5,599.7 |
5,583.4 |
5,610.5 |
| PP |
5,562.3 |
5,562.3 |
5,562.3 |
5,567.8 |
| S1 |
5,540.7 |
5,540.7 |
5,572.6 |
5,551.5 |
| S2 |
5,503.3 |
5,503.3 |
5,567.2 |
|
| S3 |
5,444.3 |
5,481.7 |
5,561.8 |
|
| S4 |
5,385.3 |
5,422.7 |
5,545.6 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,181.3 |
6,095.7 |
5,727.3 |
|
| R3 |
5,986.3 |
5,900.7 |
5,673.6 |
|
| R2 |
5,791.3 |
5,791.3 |
5,655.8 |
|
| R1 |
5,705.7 |
5,705.7 |
5,637.9 |
5,748.5 |
| PP |
5,596.3 |
5,596.3 |
5,596.3 |
5,617.8 |
| S1 |
5,510.7 |
5,510.7 |
5,602.1 |
5,553.5 |
| S2 |
5,401.3 |
5,401.3 |
5,584.3 |
|
| S3 |
5,206.3 |
5,315.7 |
5,566.4 |
|
| S4 |
5,011.3 |
5,120.7 |
5,512.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,682.0 |
5,490.0 |
192.0 |
3.4% |
111.4 |
2.0% |
46% |
False |
False |
27,451 |
| 10 |
5,872.0 |
5,477.0 |
395.0 |
7.1% |
110.6 |
2.0% |
26% |
False |
False |
26,601 |
| 20 |
6,009.0 |
5,183.0 |
826.0 |
14.8% |
154.7 |
2.8% |
48% |
False |
False |
34,243 |
| 40 |
6,411.0 |
5,183.0 |
1,228.0 |
22.0% |
120.3 |
2.2% |
32% |
False |
False |
28,496 |
| 60 |
6,725.0 |
5,183.0 |
1,542.0 |
27.6% |
99.9 |
1.8% |
26% |
False |
False |
22,343 |
| 80 |
6,869.0 |
5,183.0 |
1,686.0 |
30.2% |
81.1 |
1.5% |
23% |
False |
False |
16,790 |
| 100 |
6,869.0 |
5,183.0 |
1,686.0 |
30.2% |
68.4 |
1.2% |
23% |
False |
False |
13,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,834.8 |
|
2.618 |
5,738.5 |
|
1.618 |
5,679.5 |
|
1.000 |
5,643.0 |
|
0.618 |
5,620.5 |
|
HIGH |
5,584.0 |
|
0.618 |
5,561.5 |
|
0.500 |
5,554.5 |
|
0.382 |
5,547.5 |
|
LOW |
5,525.0 |
|
0.618 |
5,488.5 |
|
1.000 |
5,466.0 |
|
1.618 |
5,429.5 |
|
2.618 |
5,370.5 |
|
4.250 |
5,274.3 |
|
|
| Fisher Pivots for day following 18-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,570.2 |
5,596.5 |
| PP |
5,562.3 |
5,590.3 |
| S1 |
5,554.5 |
5,584.2 |
|