| Trading Metrics calculated at close of trading on 05-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2007 |
05-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1,450.75 |
1,452.50 |
1.75 |
0.1% |
1,428.00 |
| High |
1,454.75 |
1,454.25 |
-0.50 |
0.0% |
1,454.75 |
| Low |
1,448.75 |
1,448.00 |
-0.75 |
-0.1% |
1,423.25 |
| Close |
1,453.00 |
1,453.75 |
0.75 |
0.1% |
1,453.00 |
| Range |
6.00 |
6.25 |
0.25 |
4.2% |
31.50 |
| ATR |
11.46 |
11.09 |
-0.37 |
-3.2% |
0.00 |
| Volume |
1,116,868 |
820,588 |
-296,280 |
-26.5% |
5,494,111 |
|
| Daily Pivots for day following 05-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,470.75 |
1,468.50 |
1,457.25 |
|
| R3 |
1,464.50 |
1,462.25 |
1,455.50 |
|
| R2 |
1,458.25 |
1,458.25 |
1,455.00 |
|
| R1 |
1,456.00 |
1,456.00 |
1,454.25 |
1,457.00 |
| PP |
1,452.00 |
1,452.00 |
1,452.00 |
1,452.50 |
| S1 |
1,449.75 |
1,449.75 |
1,453.25 |
1,451.00 |
| S2 |
1,445.75 |
1,445.75 |
1,452.50 |
|
| S3 |
1,439.50 |
1,443.50 |
1,452.00 |
|
| S4 |
1,433.25 |
1,437.25 |
1,450.25 |
|
|
| Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,538.25 |
1,527.00 |
1,470.25 |
|
| R3 |
1,506.75 |
1,495.50 |
1,461.75 |
|
| R2 |
1,475.25 |
1,475.25 |
1,458.75 |
|
| R1 |
1,464.00 |
1,464.00 |
1,456.00 |
1,469.50 |
| PP |
1,443.75 |
1,443.75 |
1,443.75 |
1,446.50 |
| S1 |
1,432.50 |
1,432.50 |
1,450.00 |
1,438.00 |
| S2 |
1,412.25 |
1,412.25 |
1,447.25 |
|
| S3 |
1,380.75 |
1,401.00 |
1,444.25 |
|
| S4 |
1,349.25 |
1,369.50 |
1,435.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,454.75 |
1,425.50 |
29.25 |
2.0% |
10.00 |
0.7% |
97% |
False |
False |
1,011,763 |
| 10 |
1,454.75 |
1,422.00 |
32.75 |
2.3% |
11.25 |
0.8% |
97% |
False |
False |
1,086,525 |
| 20 |
1,454.75 |
1,412.25 |
42.50 |
2.9% |
11.25 |
0.8% |
98% |
False |
False |
1,062,825 |
| 40 |
1,454.75 |
1,412.25 |
42.50 |
2.9% |
11.25 |
0.8% |
98% |
False |
False |
893,196 |
| 60 |
1,454.75 |
1,390.25 |
64.50 |
4.4% |
11.00 |
0.8% |
98% |
False |
False |
599,480 |
| 80 |
1,454.75 |
1,362.75 |
92.00 |
6.3% |
11.00 |
0.8% |
99% |
False |
False |
449,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,480.75 |
|
2.618 |
1,470.50 |
|
1.618 |
1,464.25 |
|
1.000 |
1,460.50 |
|
0.618 |
1,458.00 |
|
HIGH |
1,454.25 |
|
0.618 |
1,451.75 |
|
0.500 |
1,451.00 |
|
0.382 |
1,450.50 |
|
LOW |
1,448.00 |
|
0.618 |
1,444.25 |
|
1.000 |
1,441.75 |
|
1.618 |
1,438.00 |
|
2.618 |
1,431.75 |
|
4.250 |
1,421.50 |
|
|
| Fisher Pivots for day following 05-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,453.00 |
1,451.75 |
| PP |
1,452.00 |
1,449.75 |
| S1 |
1,451.00 |
1,448.00 |
|