| Trading Metrics calculated at close of trading on 28-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2008 |
28-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
7,097.0 |
7,050.0 |
-47.0 |
-0.7% |
6,995.0 |
| High |
7,112.0 |
7,085.5 |
-26.5 |
-0.4% |
7,183.5 |
| Low |
6,978.5 |
6,945.5 |
-33.0 |
-0.5% |
6,860.0 |
| Close |
7,092.0 |
6,955.5 |
-136.5 |
-1.9% |
6,884.5 |
| Range |
133.5 |
140.0 |
6.5 |
4.9% |
323.5 |
| ATR |
176.4 |
174.2 |
-2.1 |
-1.2% |
0.0 |
| Volume |
692 |
393 |
-299 |
-43.2% |
8,006 |
|
| Daily Pivots for day following 28-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,415.5 |
7,325.5 |
7,032.5 |
|
| R3 |
7,275.5 |
7,185.5 |
6,994.0 |
|
| R2 |
7,135.5 |
7,135.5 |
6,981.2 |
|
| R1 |
7,045.5 |
7,045.5 |
6,968.3 |
7,020.5 |
| PP |
6,995.5 |
6,995.5 |
6,995.5 |
6,983.0 |
| S1 |
6,905.5 |
6,905.5 |
6,942.7 |
6,880.5 |
| S2 |
6,855.5 |
6,855.5 |
6,929.8 |
|
| S3 |
6,715.5 |
6,765.5 |
6,917.0 |
|
| S4 |
6,575.5 |
6,625.5 |
6,878.5 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,946.5 |
7,739.0 |
7,062.4 |
|
| R3 |
7,623.0 |
7,415.5 |
6,973.5 |
|
| R2 |
7,299.5 |
7,299.5 |
6,943.8 |
|
| R1 |
7,092.0 |
7,092.0 |
6,914.2 |
7,034.0 |
| PP |
6,976.0 |
6,976.0 |
6,976.0 |
6,947.0 |
| S1 |
6,768.5 |
6,768.5 |
6,854.8 |
6,710.5 |
| S2 |
6,652.5 |
6,652.5 |
6,825.2 |
|
| S3 |
6,329.0 |
6,445.0 |
6,795.5 |
|
| S4 |
6,005.5 |
6,121.5 |
6,706.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,124.0 |
6,860.0 |
264.0 |
3.8% |
122.4 |
1.8% |
36% |
False |
False |
545 |
| 10 |
7,183.5 |
6,860.0 |
323.5 |
4.7% |
143.4 |
2.1% |
30% |
False |
False |
1,159 |
| 20 |
7,183.5 |
6,763.5 |
420.0 |
6.0% |
152.1 |
2.2% |
46% |
False |
False |
1,364 |
| 40 |
8,079.5 |
6,450.0 |
1,629.5 |
23.4% |
182.3 |
2.6% |
31% |
False |
False |
1,061 |
| 60 |
8,300.0 |
6,450.0 |
1,850.0 |
26.6% |
157.8 |
2.3% |
27% |
False |
False |
1,624 |
| 80 |
8,300.0 |
6,450.0 |
1,850.0 |
26.6% |
141.2 |
2.0% |
27% |
False |
False |
1,337 |
| 100 |
8,300.0 |
6,450.0 |
1,850.0 |
26.6% |
123.5 |
1.8% |
27% |
False |
False |
1,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,680.5 |
|
2.618 |
7,452.0 |
|
1.618 |
7,312.0 |
|
1.000 |
7,225.5 |
|
0.618 |
7,172.0 |
|
HIGH |
7,085.5 |
|
0.618 |
7,032.0 |
|
0.500 |
7,015.5 |
|
0.382 |
6,999.0 |
|
LOW |
6,945.5 |
|
0.618 |
6,859.0 |
|
1.000 |
6,805.5 |
|
1.618 |
6,719.0 |
|
2.618 |
6,579.0 |
|
4.250 |
6,350.5 |
|
|
| Fisher Pivots for day following 28-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
7,015.5 |
7,034.8 |
| PP |
6,995.5 |
7,008.3 |
| S1 |
6,975.5 |
6,981.9 |
|