| Trading Metrics calculated at close of trading on 09-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2007 |
09-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
7,002.5 |
6,997.5 |
-5.0 |
-0.1% |
6,972.0 |
| High |
7,008.0 |
7,016.0 |
8.0 |
0.1% |
7,020.0 |
| Low |
6,941.0 |
6,948.5 |
7.5 |
0.1% |
6,941.0 |
| Close |
6,971.0 |
7,004.5 |
33.5 |
0.5% |
7,004.5 |
| Range |
67.0 |
67.5 |
0.5 |
0.7% |
79.0 |
| ATR |
66.7 |
66.8 |
0.1 |
0.1% |
0.0 |
| Volume |
808 |
1,025 |
217 |
26.9% |
4,078 |
|
| Daily Pivots for day following 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,192.2 |
7,165.8 |
7,041.6 |
|
| R3 |
7,124.7 |
7,098.3 |
7,023.1 |
|
| R2 |
7,057.2 |
7,057.2 |
7,016.9 |
|
| R1 |
7,030.8 |
7,030.8 |
7,010.7 |
7,044.0 |
| PP |
6,989.7 |
6,989.7 |
6,989.7 |
6,996.3 |
| S1 |
6,963.3 |
6,963.3 |
6,998.3 |
6,976.5 |
| S2 |
6,922.2 |
6,922.2 |
6,992.1 |
|
| S3 |
6,854.7 |
6,895.8 |
6,985.9 |
|
| S4 |
6,787.2 |
6,828.3 |
6,967.4 |
|
|
| Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,225.5 |
7,194.0 |
7,048.0 |
|
| R3 |
7,146.5 |
7,115.0 |
7,026.2 |
|
| R2 |
7,067.5 |
7,067.5 |
7,019.0 |
|
| R1 |
7,036.0 |
7,036.0 |
7,011.7 |
7,051.8 |
| PP |
6,988.5 |
6,988.5 |
6,988.5 |
6,996.4 |
| S1 |
6,957.0 |
6,957.0 |
6,997.3 |
6,972.8 |
| S2 |
6,909.5 |
6,909.5 |
6,990.0 |
|
| S3 |
6,830.5 |
6,878.0 |
6,982.8 |
|
| S4 |
6,751.5 |
6,799.0 |
6,961.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,020.0 |
6,941.0 |
79.0 |
1.1% |
49.7 |
0.7% |
80% |
False |
False |
815 |
| 10 |
7,020.0 |
6,782.5 |
237.5 |
3.4% |
54.6 |
0.8% |
93% |
False |
False |
686 |
| 20 |
7,020.0 |
6,729.0 |
291.0 |
4.2% |
62.5 |
0.9% |
95% |
False |
False |
762 |
| 40 |
7,020.0 |
6,584.0 |
436.0 |
6.2% |
62.6 |
0.9% |
96% |
False |
False |
1,563 |
| 60 |
7,020.0 |
6,331.0 |
689.0 |
9.8% |
64.9 |
0.9% |
98% |
False |
False |
1,595 |
| 80 |
7,020.0 |
6,294.0 |
726.0 |
10.4% |
61.5 |
0.9% |
98% |
False |
False |
1,300 |
| 100 |
7,020.0 |
6,020.0 |
1,000.0 |
14.3% |
59.6 |
0.9% |
98% |
False |
False |
1,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,302.9 |
|
2.618 |
7,192.7 |
|
1.618 |
7,125.2 |
|
1.000 |
7,083.5 |
|
0.618 |
7,057.7 |
|
HIGH |
7,016.0 |
|
0.618 |
6,990.2 |
|
0.500 |
6,982.3 |
|
0.382 |
6,974.3 |
|
LOW |
6,948.5 |
|
0.618 |
6,906.8 |
|
1.000 |
6,881.0 |
|
1.618 |
6,839.3 |
|
2.618 |
6,771.8 |
|
4.250 |
6,661.6 |
|
|
| Fisher Pivots for day following 09-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,997.1 |
6,996.5 |
| PP |
6,989.7 |
6,988.5 |
| S1 |
6,982.3 |
6,980.5 |
|