| 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 |
7,035.0 |
7,091.5 |
56.5 |
0.8% |
6,840.0 |
| High |
7,096.5 |
7,114.5 |
18.0 |
0.3% |
7,164.0 |
| Low |
6,956.5 |
6,945.0 |
-11.5 |
-0.2% |
6,798.0 |
| Close |
7,001.0 |
6,995.5 |
-5.5 |
-0.1% |
6,933.0 |
| Range |
140.0 |
169.5 |
29.5 |
21.1% |
366.0 |
| ATR |
190.7 |
189.2 |
-1.5 |
-0.8% |
0.0 |
| Volume |
2,076 |
817 |
-1,259 |
-60.6% |
7,900 |
|
| Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,526.8 |
7,430.7 |
7,088.7 |
|
| R3 |
7,357.3 |
7,261.2 |
7,042.1 |
|
| R2 |
7,187.8 |
7,187.8 |
7,026.6 |
|
| R1 |
7,091.7 |
7,091.7 |
7,011.0 |
7,055.0 |
| PP |
7,018.3 |
7,018.3 |
7,018.3 |
7,000.0 |
| S1 |
6,922.2 |
6,922.2 |
6,980.0 |
6,885.5 |
| S2 |
6,848.8 |
6,848.8 |
6,964.4 |
|
| S3 |
6,679.3 |
6,752.7 |
6,948.9 |
|
| S4 |
6,509.8 |
6,583.2 |
6,902.3 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,063.0 |
7,864.0 |
7,134.3 |
|
| R3 |
7,697.0 |
7,498.0 |
7,033.7 |
|
| R2 |
7,331.0 |
7,331.0 |
7,000.1 |
|
| R1 |
7,132.0 |
7,132.0 |
6,966.6 |
7,231.5 |
| PP |
6,965.0 |
6,965.0 |
6,965.0 |
7,014.8 |
| S1 |
6,766.0 |
6,766.0 |
6,899.5 |
6,865.5 |
| S2 |
6,599.0 |
6,599.0 |
6,865.9 |
|
| S3 |
6,233.0 |
6,400.0 |
6,832.4 |
|
| S4 |
5,867.0 |
6,034.0 |
6,731.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,183.5 |
6,907.0 |
276.5 |
4.0% |
164.3 |
2.3% |
32% |
False |
False |
1,772 |
| 10 |
7,183.5 |
6,798.0 |
385.5 |
5.5% |
159.4 |
2.3% |
51% |
False |
False |
1,797 |
| 20 |
7,183.5 |
6,685.0 |
498.5 |
7.1% |
175.5 |
2.5% |
62% |
False |
False |
1,431 |
| 40 |
8,300.0 |
6,450.0 |
1,850.0 |
26.4% |
182.4 |
2.6% |
29% |
False |
False |
1,177 |
| 60 |
8,300.0 |
6,450.0 |
1,850.0 |
26.4% |
158.3 |
2.3% |
29% |
False |
False |
1,614 |
| 80 |
8,300.0 |
6,450.0 |
1,850.0 |
26.4% |
136.8 |
2.0% |
29% |
False |
False |
1,314 |
| 100 |
8,300.0 |
6,450.0 |
1,850.0 |
26.4% |
119.2 |
1.7% |
29% |
False |
False |
1,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,834.9 |
|
2.618 |
7,558.3 |
|
1.618 |
7,388.8 |
|
1.000 |
7,284.0 |
|
0.618 |
7,219.3 |
|
HIGH |
7,114.5 |
|
0.618 |
7,049.8 |
|
0.500 |
7,029.8 |
|
0.382 |
7,009.7 |
|
LOW |
6,945.0 |
|
0.618 |
6,840.2 |
|
1.000 |
6,775.5 |
|
1.618 |
6,670.7 |
|
2.618 |
6,501.2 |
|
4.250 |
6,224.6 |
|
|
| Fisher Pivots for day following 21-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7,029.8 |
7,064.3 |
| PP |
7,018.3 |
7,041.3 |
| S1 |
7,006.9 |
7,018.4 |
|