| Trading Metrics calculated at close of trading on 11-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2008 |
11-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
12,273 |
12,161 |
-112 |
-0.9% |
12,756 |
| High |
12,300 |
12,255 |
-45 |
-0.4% |
12,778 |
| Low |
12,103 |
12,071 |
-32 |
-0.3% |
12,100 |
| Close |
12,177 |
12,238 |
61 |
0.5% |
12,177 |
| Range |
197 |
184 |
-13 |
-6.6% |
678 |
| ATR |
279 |
272 |
-7 |
-2.4% |
0 |
| Volume |
231,500 |
148,086 |
-83,414 |
-36.0% |
895,627 |
|
| Daily Pivots for day following 11-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,740 |
12,673 |
12,339 |
|
| R3 |
12,556 |
12,489 |
12,289 |
|
| R2 |
12,372 |
12,372 |
12,272 |
|
| R1 |
12,305 |
12,305 |
12,255 |
12,339 |
| PP |
12,188 |
12,188 |
12,188 |
12,205 |
| S1 |
12,121 |
12,121 |
12,221 |
12,155 |
| S2 |
12,004 |
12,004 |
12,204 |
|
| S3 |
11,820 |
11,937 |
12,188 |
|
| S4 |
11,636 |
11,753 |
12,137 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,386 |
13,959 |
12,550 |
|
| R3 |
13,708 |
13,281 |
12,364 |
|
| R2 |
13,030 |
13,030 |
12,301 |
|
| R1 |
12,603 |
12,603 |
12,239 |
12,478 |
| PP |
12,352 |
12,352 |
12,352 |
12,289 |
| S1 |
11,925 |
11,925 |
12,115 |
11,800 |
| S2 |
11,674 |
11,674 |
12,053 |
|
| S3 |
10,996 |
11,247 |
11,991 |
|
| S4 |
10,318 |
10,569 |
11,804 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,623 |
12,071 |
552 |
4.5% |
239 |
2.0% |
30% |
False |
True |
173,812 |
| 10 |
12,781 |
12,071 |
710 |
5.8% |
251 |
2.0% |
24% |
False |
True |
182,645 |
| 20 |
12,834 |
11,456 |
1,378 |
11.3% |
311 |
2.5% |
57% |
False |
False |
211,275 |
| 40 |
13,654 |
11,456 |
2,198 |
18.0% |
259 |
2.1% |
36% |
False |
False |
175,251 |
| 60 |
13,879 |
11,456 |
2,423 |
19.8% |
244 |
2.0% |
32% |
False |
False |
117,071 |
| 80 |
14,048 |
11,456 |
2,592 |
21.2% |
229 |
1.9% |
30% |
False |
False |
87,818 |
| 100 |
14,369 |
11,456 |
2,913 |
23.8% |
196 |
1.6% |
27% |
False |
False |
70,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,037 |
|
2.618 |
12,737 |
|
1.618 |
12,553 |
|
1.000 |
12,439 |
|
0.618 |
12,369 |
|
HIGH |
12,255 |
|
0.618 |
12,185 |
|
0.500 |
12,163 |
|
0.382 |
12,141 |
|
LOW |
12,071 |
|
0.618 |
11,957 |
|
1.000 |
11,887 |
|
1.618 |
11,773 |
|
2.618 |
11,589 |
|
4.250 |
11,289 |
|
|
| Fisher Pivots for day following 11-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,213 |
12,227 |
| PP |
12,188 |
12,216 |
| S1 |
12,163 |
12,205 |
|