| Trading Metrics calculated at close of trading on 25-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2008 |
25-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
5,507.0 |
5,590.0 |
83.0 |
1.5% |
5,577.0 |
| High |
5,554.0 |
5,627.0 |
73.0 |
1.3% |
5,656.0 |
| Low |
5,460.0 |
5,553.0 |
93.0 |
1.7% |
5,445.0 |
| Close |
5,520.0 |
5,608.0 |
88.0 |
1.6% |
5,520.0 |
| Range |
94.0 |
74.0 |
-20.0 |
-21.3% |
211.0 |
| ATR |
147.0 |
144.1 |
-2.9 |
-1.9% |
0.0 |
| Volume |
27,809 |
24,454 |
-3,355 |
-12.1% |
132,551 |
|
| Daily Pivots for day following 25-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,818.0 |
5,787.0 |
5,648.7 |
|
| R3 |
5,744.0 |
5,713.0 |
5,628.4 |
|
| R2 |
5,670.0 |
5,670.0 |
5,621.6 |
|
| R1 |
5,639.0 |
5,639.0 |
5,614.8 |
5,654.5 |
| PP |
5,596.0 |
5,596.0 |
5,596.0 |
5,603.8 |
| S1 |
5,565.0 |
5,565.0 |
5,601.2 |
5,580.5 |
| S2 |
5,522.0 |
5,522.0 |
5,594.4 |
|
| S3 |
5,448.0 |
5,491.0 |
5,587.7 |
|
| S4 |
5,374.0 |
5,417.0 |
5,567.3 |
|
|
| 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% |
108.2 |
1.9% |
77% |
False |
False |
26,874 |
| 10 |
5,682.0 |
5,445.0 |
237.0 |
4.2% |
109.8 |
2.0% |
69% |
False |
False |
27,162 |
| 20 |
6,009.0 |
5,426.0 |
583.0 |
10.4% |
134.7 |
2.4% |
31% |
False |
False |
29,833 |
| 40 |
6,411.0 |
5,183.0 |
1,228.0 |
21.9% |
123.5 |
2.2% |
35% |
False |
False |
28,974 |
| 60 |
6,725.0 |
5,183.0 |
1,542.0 |
27.5% |
105.4 |
1.9% |
28% |
False |
False |
24,574 |
| 80 |
6,869.0 |
5,183.0 |
1,686.0 |
30.1% |
86.3 |
1.5% |
25% |
False |
False |
18,463 |
| 100 |
6,869.0 |
5,183.0 |
1,686.0 |
30.1% |
73.7 |
1.3% |
25% |
False |
False |
14,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,941.5 |
|
2.618 |
5,820.7 |
|
1.618 |
5,746.7 |
|
1.000 |
5,701.0 |
|
0.618 |
5,672.7 |
|
HIGH |
5,627.0 |
|
0.618 |
5,598.7 |
|
0.500 |
5,590.0 |
|
0.382 |
5,581.3 |
|
LOW |
5,553.0 |
|
0.618 |
5,507.3 |
|
1.000 |
5,479.0 |
|
1.618 |
5,433.3 |
|
2.618 |
5,359.3 |
|
4.250 |
5,238.5 |
|
|
| Fisher Pivots for day following 25-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,602.0 |
5,586.5 |
| PP |
5,596.0 |
5,565.0 |
| S1 |
5,590.0 |
5,543.5 |
|