| Trading Metrics calculated at close of trading on 21-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2008 |
21-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
5,616.0 |
5,518.0 |
-98.0 |
-1.7% |
5,600.0 |
| High |
5,624.0 |
5,585.0 |
-39.0 |
-0.7% |
5,682.0 |
| Low |
5,445.0 |
5,471.0 |
26.0 |
0.5% |
5,487.0 |
| Close |
5,452.0 |
5,554.0 |
102.0 |
1.9% |
5,620.0 |
| Range |
179.0 |
114.0 |
-65.0 |
-36.3% |
195.0 |
| ATR |
152.4 |
151.0 |
-1.4 |
-0.9% |
0.0 |
| Volume |
29,968 |
30,299 |
331 |
1.1% |
137,950 |
|
| Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,878.7 |
5,830.3 |
5,616.7 |
|
| R3 |
5,764.7 |
5,716.3 |
5,585.4 |
|
| R2 |
5,650.7 |
5,650.7 |
5,574.9 |
|
| R1 |
5,602.3 |
5,602.3 |
5,564.5 |
5,626.5 |
| PP |
5,536.7 |
5,536.7 |
5,536.7 |
5,548.8 |
| S1 |
5,488.3 |
5,488.3 |
5,543.6 |
5,512.5 |
| S2 |
5,422.7 |
5,422.7 |
5,533.1 |
|
| S3 |
5,308.7 |
5,374.3 |
5,522.7 |
|
| S4 |
5,194.7 |
5,260.3 |
5,491.3 |
|
|
| 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 |
5,656.0 |
5,445.0 |
211.0 |
3.8% |
108.2 |
1.9% |
52% |
False |
False |
26,178 |
| 10 |
5,683.0 |
5,445.0 |
238.0 |
4.3% |
117.3 |
2.1% |
46% |
False |
False |
26,358 |
| 20 |
6,009.0 |
5,426.0 |
583.0 |
10.5% |
144.6 |
2.6% |
22% |
False |
False |
30,621 |
| 40 |
6,411.0 |
5,183.0 |
1,228.0 |
22.1% |
122.5 |
2.2% |
30% |
False |
False |
28,111 |
| 60 |
6,725.0 |
5,183.0 |
1,542.0 |
27.8% |
104.7 |
1.9% |
24% |
False |
False |
23,709 |
| 80 |
6,869.0 |
5,183.0 |
1,686.0 |
30.4% |
84.3 |
1.5% |
22% |
False |
False |
17,810 |
| 100 |
6,869.0 |
5,183.0 |
1,686.0 |
30.4% |
72.1 |
1.3% |
22% |
False |
False |
14,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,069.5 |
|
2.618 |
5,883.5 |
|
1.618 |
5,769.5 |
|
1.000 |
5,699.0 |
|
0.618 |
5,655.5 |
|
HIGH |
5,585.0 |
|
0.618 |
5,541.5 |
|
0.500 |
5,528.0 |
|
0.382 |
5,514.5 |
|
LOW |
5,471.0 |
|
0.618 |
5,400.5 |
|
1.000 |
5,357.0 |
|
1.618 |
5,286.5 |
|
2.618 |
5,172.5 |
|
4.250 |
4,986.5 |
|
|
| Fisher Pivots for day following 21-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,545.3 |
5,552.8 |
| PP |
5,536.7 |
5,551.7 |
| S1 |
5,528.0 |
5,550.5 |
|