| Trading Metrics calculated at close of trading on 12-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2007 |
12-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
6,997.5 |
6,962.0 |
-35.5 |
-0.5% |
6,972.0 |
| High |
7,016.0 |
6,976.0 |
-40.0 |
-0.6% |
7,020.0 |
| Low |
6,948.5 |
6,935.0 |
-13.5 |
-0.2% |
6,941.0 |
| Close |
7,004.5 |
6,951.5 |
-53.0 |
-0.8% |
7,004.5 |
| Range |
67.5 |
41.0 |
-26.5 |
-39.3% |
79.0 |
| ATR |
66.8 |
67.0 |
0.2 |
0.3% |
0.0 |
| Volume |
1,025 |
317 |
-708 |
-69.1% |
4,078 |
|
| Daily Pivots for day following 12-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,077.2 |
7,055.3 |
6,974.1 |
|
| R3 |
7,036.2 |
7,014.3 |
6,962.8 |
|
| R2 |
6,995.2 |
6,995.2 |
6,959.0 |
|
| R1 |
6,973.3 |
6,973.3 |
6,955.3 |
6,963.8 |
| PP |
6,954.2 |
6,954.2 |
6,954.2 |
6,949.4 |
| S1 |
6,932.3 |
6,932.3 |
6,947.7 |
6,922.8 |
| S2 |
6,913.2 |
6,913.2 |
6,944.0 |
|
| S3 |
6,872.2 |
6,891.3 |
6,940.2 |
|
| S4 |
6,831.2 |
6,850.3 |
6,929.0 |
|
|
| 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 |
6,935.0 |
85.0 |
1.2% |
52.5 |
0.8% |
19% |
False |
True |
746 |
| 10 |
7,020.0 |
6,810.0 |
210.0 |
3.0% |
53.7 |
0.8% |
67% |
False |
False |
661 |
| 20 |
7,020.0 |
6,729.0 |
291.0 |
4.2% |
63.4 |
0.9% |
76% |
False |
False |
708 |
| 40 |
7,020.0 |
6,609.0 |
411.0 |
5.9% |
61.7 |
0.9% |
83% |
False |
False |
1,364 |
| 60 |
7,020.0 |
6,331.0 |
689.0 |
9.9% |
65.0 |
0.9% |
90% |
False |
False |
1,591 |
| 80 |
7,020.0 |
6,309.0 |
711.0 |
10.2% |
61.2 |
0.9% |
90% |
False |
False |
1,297 |
| 100 |
7,020.0 |
6,020.0 |
1,000.0 |
14.4% |
59.2 |
0.9% |
93% |
False |
False |
1,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,150.3 |
|
2.618 |
7,083.3 |
|
1.618 |
7,042.3 |
|
1.000 |
7,017.0 |
|
0.618 |
7,001.3 |
|
HIGH |
6,976.0 |
|
0.618 |
6,960.3 |
|
0.500 |
6,955.5 |
|
0.382 |
6,950.7 |
|
LOW |
6,935.0 |
|
0.618 |
6,909.7 |
|
1.000 |
6,894.0 |
|
1.618 |
6,868.7 |
|
2.618 |
6,827.7 |
|
4.250 |
6,760.8 |
|
|
| Fisher Pivots for day following 12-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,955.5 |
6,975.5 |
| PP |
6,954.2 |
6,967.5 |
| S1 |
6,952.8 |
6,959.5 |
|