| Trading Metrics calculated at close of trading on 14-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2007 |
14-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
6,966.0 |
7,013.5 |
47.5 |
0.7% |
6,972.0 |
| High |
7,001.0 |
7,057.0 |
56.0 |
0.8% |
7,020.0 |
| Low |
6,956.0 |
6,995.5 |
39.5 |
0.6% |
6,941.0 |
| Close |
6,974.5 |
7,050.0 |
75.5 |
1.1% |
7,004.5 |
| Range |
45.0 |
61.5 |
16.5 |
36.7% |
79.0 |
| ATR |
65.7 |
66.9 |
1.2 |
1.8% |
0.0 |
| Volume |
305 |
723 |
418 |
137.0% |
4,078 |
|
| Daily Pivots for day following 14-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,218.7 |
7,195.8 |
7,083.8 |
|
| R3 |
7,157.2 |
7,134.3 |
7,066.9 |
|
| R2 |
7,095.7 |
7,095.7 |
7,061.3 |
|
| R1 |
7,072.8 |
7,072.8 |
7,055.6 |
7,084.3 |
| PP |
7,034.2 |
7,034.2 |
7,034.2 |
7,039.9 |
| S1 |
7,011.3 |
7,011.3 |
7,044.4 |
7,022.8 |
| S2 |
6,972.7 |
6,972.7 |
7,038.7 |
|
| S3 |
6,911.2 |
6,949.8 |
7,033.1 |
|
| S4 |
6,849.7 |
6,888.3 |
7,016.2 |
|
|
| 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 |
7,057.0 |
6,935.0 |
122.0 |
1.7% |
56.4 |
0.8% |
94% |
True |
False |
635 |
| 10 |
7,057.0 |
6,922.0 |
135.0 |
1.9% |
48.8 |
0.7% |
95% |
True |
False |
668 |
| 20 |
7,057.0 |
6,729.0 |
328.0 |
4.7% |
64.0 |
0.9% |
98% |
True |
False |
662 |
| 40 |
7,057.0 |
6,609.0 |
448.0 |
6.4% |
62.0 |
0.9% |
98% |
True |
False |
983 |
| 60 |
7,057.0 |
6,331.0 |
726.0 |
10.3% |
65.4 |
0.9% |
99% |
True |
False |
1,546 |
| 80 |
7,057.0 |
6,331.0 |
726.0 |
10.3% |
61.6 |
0.9% |
99% |
True |
False |
1,304 |
| 100 |
7,057.0 |
6,026.0 |
1,031.0 |
14.6% |
58.9 |
0.8% |
99% |
True |
False |
1,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,318.4 |
|
2.618 |
7,218.0 |
|
1.618 |
7,156.5 |
|
1.000 |
7,118.5 |
|
0.618 |
7,095.0 |
|
HIGH |
7,057.0 |
|
0.618 |
7,033.5 |
|
0.500 |
7,026.3 |
|
0.382 |
7,019.0 |
|
LOW |
6,995.5 |
|
0.618 |
6,957.5 |
|
1.000 |
6,934.0 |
|
1.618 |
6,896.0 |
|
2.618 |
6,834.5 |
|
4.250 |
6,734.1 |
|
|
| Fisher Pivots for day following 14-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,042.1 |
7,032.0 |
| PP |
7,034.2 |
7,014.0 |
| S1 |
7,026.3 |
6,996.0 |
|