| Trading Metrics calculated at close of trading on 20-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2007 |
20-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1,470.3 |
1,467.0 |
-3.3 |
-0.2% |
1,455.0 |
| High |
1,472.5 |
1,476.8 |
4.3 |
0.3% |
1,474.0 |
| Low |
1,468.8 |
1,465.5 |
-3.3 |
-0.2% |
1,448.0 |
| Close |
1,472.2 |
1,475.1 |
2.9 |
0.2% |
1,472.2 |
| Range |
3.7 |
11.3 |
7.6 |
205.4% |
26.0 |
| ATR |
8.4 |
8.6 |
0.2 |
2.4% |
0.0 |
| Volume |
285 |
458 |
173 |
60.7% |
10,000 |
|
| Daily Pivots for day following 20-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,506.4 |
1,502.0 |
1,481.3 |
|
| R3 |
1,495.1 |
1,490.7 |
1,478.2 |
|
| R2 |
1,483.8 |
1,483.8 |
1,477.2 |
|
| R1 |
1,479.4 |
1,479.4 |
1,476.1 |
1,481.6 |
| PP |
1,472.5 |
1,472.5 |
1,472.5 |
1,473.6 |
| S1 |
1,468.1 |
1,468.1 |
1,474.1 |
1,470.3 |
| S2 |
1,461.2 |
1,461.2 |
1,473.0 |
|
| S3 |
1,449.9 |
1,456.8 |
1,472.0 |
|
| S4 |
1,438.6 |
1,445.5 |
1,468.9 |
|
|
| Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,542.7 |
1,533.5 |
1,486.5 |
|
| R3 |
1,516.7 |
1,507.5 |
1,479.4 |
|
| R2 |
1,490.7 |
1,490.7 |
1,477.0 |
|
| R1 |
1,481.5 |
1,481.5 |
1,474.6 |
1,486.1 |
| PP |
1,464.7 |
1,464.7 |
1,464.7 |
1,467.1 |
| S1 |
1,455.5 |
1,455.5 |
1,469.8 |
1,460.1 |
| S2 |
1,438.7 |
1,438.7 |
1,467.4 |
|
| S3 |
1,412.7 |
1,429.5 |
1,465.1 |
|
| S4 |
1,386.7 |
1,403.5 |
1,457.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,476.8 |
1,454.5 |
22.3 |
1.5% |
6.3 |
0.4% |
92% |
True |
False |
1,138 |
| 10 |
1,476.8 |
1,448.0 |
28.8 |
2.0% |
7.7 |
0.5% |
94% |
True |
False |
1,304 |
| 20 |
1,476.8 |
1,435.4 |
41.4 |
2.8% |
7.1 |
0.5% |
96% |
True |
False |
1,837 |
| 40 |
1,476.8 |
1,426.0 |
50.8 |
3.4% |
7.8 |
0.5% |
97% |
True |
False |
1,373 |
| 60 |
1,476.8 |
1,407.3 |
69.5 |
4.7% |
5.9 |
0.4% |
98% |
True |
False |
1,356 |
| 80 |
1,476.8 |
1,391.9 |
84.9 |
5.8% |
4.8 |
0.3% |
98% |
True |
False |
1,034 |
| 100 |
1,476.8 |
1,362.9 |
113.9 |
7.7% |
3.9 |
0.3% |
99% |
True |
False |
833 |
| 120 |
1,476.8 |
1,329.0 |
147.8 |
10.0% |
3.4 |
0.2% |
99% |
True |
False |
706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,524.8 |
|
2.618 |
1,506.4 |
|
1.618 |
1,495.1 |
|
1.000 |
1,488.1 |
|
0.618 |
1,483.8 |
|
HIGH |
1,476.8 |
|
0.618 |
1,472.5 |
|
0.500 |
1,471.2 |
|
0.382 |
1,469.8 |
|
LOW |
1,465.5 |
|
0.618 |
1,458.5 |
|
1.000 |
1,454.2 |
|
1.618 |
1,447.2 |
|
2.618 |
1,435.9 |
|
4.250 |
1,417.5 |
|
|
| Fisher Pivots for day following 20-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,473.8 |
1,473.8 |
| PP |
1,472.5 |
1,472.5 |
| S1 |
1,471.2 |
1,471.2 |
|