| Trading Metrics calculated at close of trading on 22-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2008 |
22-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
5,518.0 |
5,507.0 |
-11.0 |
-0.2% |
5,577.0 |
| High |
5,585.0 |
5,554.0 |
-31.0 |
-0.6% |
5,656.0 |
| Low |
5,471.0 |
5,460.0 |
-11.0 |
-0.2% |
5,445.0 |
| Close |
5,554.0 |
5,520.0 |
-34.0 |
-0.6% |
5,520.0 |
| Range |
114.0 |
94.0 |
-20.0 |
-17.5% |
211.0 |
| ATR |
151.0 |
147.0 |
-4.1 |
-2.7% |
0.0 |
| Volume |
30,299 |
27,809 |
-2,490 |
-8.2% |
132,551 |
|
| Daily Pivots for day following 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,793.3 |
5,750.7 |
5,571.7 |
|
| R3 |
5,699.3 |
5,656.7 |
5,545.9 |
|
| R2 |
5,605.3 |
5,605.3 |
5,537.2 |
|
| R1 |
5,562.7 |
5,562.7 |
5,528.6 |
5,584.0 |
| PP |
5,511.3 |
5,511.3 |
5,511.3 |
5,522.0 |
| S1 |
5,468.7 |
5,468.7 |
5,511.4 |
5,490.0 |
| S2 |
5,417.3 |
5,417.3 |
5,502.8 |
|
| S3 |
5,323.3 |
5,374.7 |
5,494.2 |
|
| S4 |
5,229.3 |
5,280.7 |
5,468.3 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,173.3 |
6,057.7 |
5,636.1 |
|
| R3 |
5,962.3 |
5,846.7 |
5,578.0 |
|
| R2 |
5,751.3 |
5,751.3 |
5,558.7 |
|
| R1 |
5,635.7 |
5,635.7 |
5,539.3 |
5,588.0 |
| PP |
5,540.3 |
5,540.3 |
5,540.3 |
5,516.5 |
| S1 |
5,424.7 |
5,424.7 |
5,500.7 |
5,377.0 |
| S2 |
5,329.3 |
5,329.3 |
5,481.3 |
|
| S3 |
5,118.3 |
5,213.7 |
5,462.0 |
|
| S4 |
4,907.3 |
5,002.7 |
5,404.0 |
|
|
| 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% |
105.2 |
1.9% |
36% |
False |
False |
26,510 |
| 10 |
5,682.0 |
5,445.0 |
237.0 |
4.3% |
116.7 |
2.1% |
32% |
False |
False |
27,050 |
| 20 |
6,009.0 |
5,426.0 |
583.0 |
10.6% |
144.4 |
2.6% |
16% |
False |
False |
30,268 |
| 40 |
6,411.0 |
5,183.0 |
1,228.0 |
22.2% |
122.5 |
2.2% |
27% |
False |
False |
28,576 |
| 60 |
6,725.0 |
5,183.0 |
1,542.0 |
27.9% |
105.4 |
1.9% |
22% |
False |
False |
24,171 |
| 80 |
6,869.0 |
5,183.0 |
1,686.0 |
30.5% |
85.5 |
1.5% |
20% |
False |
False |
18,158 |
| 100 |
6,869.0 |
5,183.0 |
1,686.0 |
30.5% |
73.1 |
1.3% |
20% |
False |
False |
14,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,953.5 |
|
2.618 |
5,800.1 |
|
1.618 |
5,706.1 |
|
1.000 |
5,648.0 |
|
0.618 |
5,612.1 |
|
HIGH |
5,554.0 |
|
0.618 |
5,518.1 |
|
0.500 |
5,507.0 |
|
0.382 |
5,495.9 |
|
LOW |
5,460.0 |
|
0.618 |
5,401.9 |
|
1.000 |
5,366.0 |
|
1.618 |
5,307.9 |
|
2.618 |
5,213.9 |
|
4.250 |
5,060.5 |
|
|
| Fisher Pivots for day following 22-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,515.7 |
5,534.5 |
| PP |
5,511.3 |
5,529.7 |
| S1 |
5,507.0 |
5,524.8 |
|