| Trading Metrics calculated at close of trading on 13-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2008 |
13-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
12,235 |
12,380 |
145 |
1.2% |
12,756 |
| High |
12,471 |
12,579 |
108 |
0.9% |
12,778 |
| Low |
12,194 |
12,331 |
137 |
1.1% |
12,100 |
| Close |
12,386 |
12,525 |
139 |
1.1% |
12,177 |
| Range |
277 |
248 |
-29 |
-10.5% |
678 |
| ATR |
273 |
271 |
-2 |
-0.6% |
0 |
| Volume |
165,401 |
195,471 |
30,070 |
18.2% |
895,627 |
|
| Daily Pivots for day following 13-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,222 |
13,122 |
12,662 |
|
| R3 |
12,974 |
12,874 |
12,593 |
|
| R2 |
12,726 |
12,726 |
12,571 |
|
| R1 |
12,626 |
12,626 |
12,548 |
12,676 |
| PP |
12,478 |
12,478 |
12,478 |
12,504 |
| S1 |
12,378 |
12,378 |
12,502 |
12,428 |
| S2 |
12,230 |
12,230 |
12,480 |
|
| S3 |
11,982 |
12,130 |
12,457 |
|
| S4 |
11,734 |
11,882 |
12,389 |
|
|
| 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 |
12,579 |
12,071 |
508 |
4.1% |
229 |
1.8% |
89% |
True |
False |
181,869 |
| 10 |
12,781 |
12,071 |
710 |
5.7% |
255 |
2.0% |
64% |
False |
False |
186,563 |
| 20 |
12,781 |
11,456 |
1,325 |
10.6% |
311 |
2.5% |
81% |
False |
False |
218,586 |
| 40 |
13,654 |
11,456 |
2,198 |
17.5% |
262 |
2.1% |
49% |
False |
False |
180,968 |
| 60 |
13,879 |
11,456 |
2,423 |
19.3% |
247 |
2.0% |
44% |
False |
False |
123,083 |
| 80 |
14,042 |
11,456 |
2,586 |
20.6% |
232 |
1.8% |
41% |
False |
False |
92,328 |
| 100 |
14,369 |
11,456 |
2,913 |
23.3% |
202 |
1.6% |
37% |
False |
False |
73,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,633 |
|
2.618 |
13,228 |
|
1.618 |
12,980 |
|
1.000 |
12,827 |
|
0.618 |
12,732 |
|
HIGH |
12,579 |
|
0.618 |
12,484 |
|
0.500 |
12,455 |
|
0.382 |
12,426 |
|
LOW |
12,331 |
|
0.618 |
12,178 |
|
1.000 |
12,083 |
|
1.618 |
11,930 |
|
2.618 |
11,682 |
|
4.250 |
11,277 |
|
|
| Fisher Pivots for day following 13-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,502 |
12,458 |
| PP |
12,478 |
12,392 |
| S1 |
12,455 |
12,325 |
|