| Trading Metrics calculated at close of trading on 19-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2007 |
19-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
7,035.0 |
7,061.0 |
26.0 |
0.4% |
6,962.0 |
| High |
7,065.0 |
7,078.0 |
13.0 |
0.2% |
7,065.0 |
| Low |
7,027.0 |
7,059.0 |
32.0 |
0.5% |
6,935.0 |
| Close |
7,041.5 |
7,071.5 |
30.0 |
0.4% |
7,041.5 |
| Range |
38.0 |
19.0 |
-19.0 |
-50.0% |
130.0 |
| ATR |
61.7 |
59.9 |
-1.8 |
-2.9% |
0.0 |
| Volume |
552 |
3,376 |
2,824 |
511.6% |
2,172 |
|
| Daily Pivots for day following 19-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,126.5 |
7,118.0 |
7,082.0 |
|
| R3 |
7,107.5 |
7,099.0 |
7,076.7 |
|
| R2 |
7,088.5 |
7,088.5 |
7,075.0 |
|
| R1 |
7,080.0 |
7,080.0 |
7,073.2 |
7,084.3 |
| PP |
7,069.5 |
7,069.5 |
7,069.5 |
7,071.6 |
| S1 |
7,061.0 |
7,061.0 |
7,069.8 |
7,065.3 |
| S2 |
7,050.5 |
7,050.5 |
7,068.0 |
|
| S3 |
7,031.5 |
7,042.0 |
7,066.3 |
|
| S4 |
7,012.5 |
7,023.0 |
7,061.1 |
|
|
| Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,403.8 |
7,352.7 |
7,113.0 |
|
| R3 |
7,273.8 |
7,222.7 |
7,077.3 |
|
| R2 |
7,143.8 |
7,143.8 |
7,065.3 |
|
| R1 |
7,092.7 |
7,092.7 |
7,053.4 |
7,118.3 |
| PP |
7,013.8 |
7,013.8 |
7,013.8 |
7,026.6 |
| S1 |
6,962.7 |
6,962.7 |
7,029.6 |
6,988.3 |
| S2 |
6,883.8 |
6,883.8 |
7,017.7 |
|
| S3 |
6,753.8 |
6,832.7 |
7,005.8 |
|
| S4 |
6,623.8 |
6,702.7 |
6,970.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,078.0 |
6,956.0 |
122.0 |
1.7% |
36.7 |
0.5% |
95% |
True |
False |
1,046 |
| 10 |
7,078.0 |
6,935.0 |
143.0 |
2.0% |
44.6 |
0.6% |
95% |
True |
False |
896 |
| 20 |
7,078.0 |
6,729.0 |
349.0 |
4.9% |
54.4 |
0.8% |
98% |
True |
False |
727 |
| 40 |
7,078.0 |
6,609.0 |
469.0 |
6.6% |
60.4 |
0.9% |
99% |
True |
False |
847 |
| 60 |
7,078.0 |
6,331.0 |
747.0 |
10.6% |
64.1 |
0.9% |
99% |
True |
False |
1,491 |
| 80 |
7,078.0 |
6,331.0 |
747.0 |
10.6% |
61.0 |
0.9% |
99% |
True |
False |
1,339 |
| 100 |
7,078.0 |
6,107.5 |
970.5 |
13.7% |
58.3 |
0.8% |
99% |
True |
False |
1,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,158.8 |
|
2.618 |
7,127.7 |
|
1.618 |
7,108.7 |
|
1.000 |
7,097.0 |
|
0.618 |
7,089.7 |
|
HIGH |
7,078.0 |
|
0.618 |
7,070.7 |
|
0.500 |
7,068.5 |
|
0.382 |
7,066.3 |
|
LOW |
7,059.0 |
|
0.618 |
7,047.3 |
|
1.000 |
7,040.0 |
|
1.618 |
7,028.3 |
|
2.618 |
7,009.3 |
|
4.250 |
6,978.3 |
|
|
| Fisher Pivots for day following 19-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,070.5 |
7,065.2 |
| PP |
7,069.5 |
7,058.8 |
| S1 |
7,068.5 |
7,052.5 |
|