| Trading Metrics calculated at close of trading on 13-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2007 |
13-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
6,962.0 |
6,966.0 |
4.0 |
0.1% |
6,972.0 |
| High |
6,976.0 |
7,001.0 |
25.0 |
0.4% |
7,020.0 |
| Low |
6,935.0 |
6,956.0 |
21.0 |
0.3% |
6,941.0 |
| Close |
6,951.5 |
6,974.5 |
23.0 |
0.3% |
7,004.5 |
| Range |
41.0 |
45.0 |
4.0 |
9.8% |
79.0 |
| ATR |
67.0 |
65.7 |
-1.2 |
-1.9% |
0.0 |
| Volume |
317 |
305 |
-12 |
-3.8% |
4,078 |
|
| Daily Pivots for day following 13-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,112.2 |
7,088.3 |
6,999.3 |
|
| R3 |
7,067.2 |
7,043.3 |
6,986.9 |
|
| R2 |
7,022.2 |
7,022.2 |
6,982.8 |
|
| R1 |
6,998.3 |
6,998.3 |
6,978.6 |
7,010.3 |
| PP |
6,977.2 |
6,977.2 |
6,977.2 |
6,983.1 |
| S1 |
6,953.3 |
6,953.3 |
6,970.4 |
6,965.3 |
| S2 |
6,932.2 |
6,932.2 |
6,966.3 |
|
| S3 |
6,887.2 |
6,908.3 |
6,962.1 |
|
| S4 |
6,842.2 |
6,863.3 |
6,949.8 |
|
|
| 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% |
52.2 |
0.7% |
46% |
False |
False |
695 |
| 10 |
7,020.0 |
6,855.5 |
164.5 |
2.4% |
49.7 |
0.7% |
72% |
False |
False |
653 |
| 20 |
7,020.0 |
6,729.0 |
291.0 |
4.2% |
63.8 |
0.9% |
84% |
False |
False |
700 |
| 40 |
7,020.0 |
6,609.0 |
411.0 |
5.9% |
61.6 |
0.9% |
89% |
False |
False |
1,079 |
| 60 |
7,020.0 |
6,331.0 |
689.0 |
9.9% |
65.2 |
0.9% |
93% |
False |
False |
1,579 |
| 80 |
7,020.0 |
6,331.0 |
689.0 |
9.9% |
61.2 |
0.9% |
93% |
False |
False |
1,300 |
| 100 |
7,020.0 |
6,020.0 |
1,000.0 |
14.3% |
59.0 |
0.8% |
95% |
False |
False |
1,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,192.3 |
|
2.618 |
7,118.8 |
|
1.618 |
7,073.8 |
|
1.000 |
7,046.0 |
|
0.618 |
7,028.8 |
|
HIGH |
7,001.0 |
|
0.618 |
6,983.8 |
|
0.500 |
6,978.5 |
|
0.382 |
6,973.2 |
|
LOW |
6,956.0 |
|
0.618 |
6,928.2 |
|
1.000 |
6,911.0 |
|
1.618 |
6,883.2 |
|
2.618 |
6,838.2 |
|
4.250 |
6,764.8 |
|
|
| Fisher Pivots for day following 13-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,978.5 |
6,975.5 |
| PP |
6,977.2 |
6,975.2 |
| S1 |
6,975.8 |
6,974.8 |
|