| Trading Metrics calculated at close of trading on 21-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2007 |
21-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1,467.0 |
1,470.0 |
3.0 |
0.2% |
1,455.0 |
| High |
1,476.8 |
1,474.0 |
-2.8 |
-0.2% |
1,474.0 |
| Low |
1,465.5 |
1,468.0 |
2.5 |
0.2% |
1,448.0 |
| Close |
1,475.1 |
1,473.7 |
-1.4 |
-0.1% |
1,472.2 |
| Range |
11.3 |
6.0 |
-5.3 |
-46.9% |
26.0 |
| ATR |
8.6 |
8.5 |
-0.1 |
-1.3% |
0.0 |
| Volume |
458 |
1,227 |
769 |
167.9% |
10,000 |
|
| Daily Pivots for day following 21-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,489.9 |
1,487.8 |
1,477.0 |
|
| R3 |
1,483.9 |
1,481.8 |
1,475.4 |
|
| R2 |
1,477.9 |
1,477.9 |
1,474.8 |
|
| R1 |
1,475.8 |
1,475.8 |
1,474.3 |
1,476.9 |
| PP |
1,471.9 |
1,471.9 |
1,471.9 |
1,472.4 |
| S1 |
1,469.8 |
1,469.8 |
1,473.2 |
1,470.9 |
| S2 |
1,465.9 |
1,465.9 |
1,472.6 |
|
| S3 |
1,459.9 |
1,463.8 |
1,472.1 |
|
| S4 |
1,453.9 |
1,457.8 |
1,470.4 |
|
|
| 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 |
1,465.5 |
11.3 |
0.8% |
5.8 |
0.4% |
73% |
False |
False |
1,113 |
| 10 |
1,476.8 |
1,448.0 |
28.8 |
2.0% |
7.6 |
0.5% |
89% |
False |
False |
1,394 |
| 20 |
1,476.8 |
1,435.4 |
41.4 |
2.8% |
7.4 |
0.5% |
93% |
False |
False |
1,890 |
| 40 |
1,476.8 |
1,426.0 |
50.8 |
3.4% |
7.7 |
0.5% |
94% |
False |
False |
1,384 |
| 60 |
1,476.8 |
1,407.3 |
69.5 |
4.7% |
6.0 |
0.4% |
96% |
False |
False |
1,373 |
| 80 |
1,476.8 |
1,391.9 |
84.9 |
5.8% |
4.9 |
0.3% |
96% |
False |
False |
1,050 |
| 100 |
1,476.8 |
1,362.9 |
113.9 |
7.7% |
4.0 |
0.3% |
97% |
False |
False |
846 |
| 120 |
1,476.8 |
1,329.0 |
147.8 |
10.0% |
3.4 |
0.2% |
98% |
False |
False |
716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,499.5 |
|
2.618 |
1,489.7 |
|
1.618 |
1,483.7 |
|
1.000 |
1,480.0 |
|
0.618 |
1,477.7 |
|
HIGH |
1,474.0 |
|
0.618 |
1,471.7 |
|
0.500 |
1,471.0 |
|
0.382 |
1,470.3 |
|
LOW |
1,468.0 |
|
0.618 |
1,464.3 |
|
1.000 |
1,462.0 |
|
1.618 |
1,458.3 |
|
2.618 |
1,452.3 |
|
4.250 |
1,442.5 |
|
|
| Fisher Pivots for day following 21-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,472.8 |
1,472.9 |
| PP |
1,471.9 |
1,472.0 |
| S1 |
1,471.0 |
1,471.2 |
|