| Trading Metrics calculated at close of trading on 20-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2007 |
20-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
7,061.0 |
7,077.0 |
16.0 |
0.2% |
6,962.0 |
| High |
7,078.0 |
7,086.0 |
8.0 |
0.1% |
7,065.0 |
| Low |
7,059.0 |
7,022.0 |
-37.0 |
-0.5% |
6,935.0 |
| Close |
7,071.5 |
7,067.0 |
-4.5 |
-0.1% |
7,041.5 |
| Range |
19.0 |
64.0 |
45.0 |
236.8% |
130.0 |
| ATR |
59.9 |
60.2 |
0.3 |
0.5% |
0.0 |
| Volume |
3,376 |
578 |
-2,798 |
-82.9% |
2,172 |
|
| Daily Pivots for day following 20-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,250.3 |
7,222.7 |
7,102.2 |
|
| R3 |
7,186.3 |
7,158.7 |
7,084.6 |
|
| R2 |
7,122.3 |
7,122.3 |
7,078.7 |
|
| R1 |
7,094.7 |
7,094.7 |
7,072.9 |
7,076.5 |
| PP |
7,058.3 |
7,058.3 |
7,058.3 |
7,049.3 |
| S1 |
7,030.7 |
7,030.7 |
7,061.1 |
7,012.5 |
| S2 |
6,994.3 |
6,994.3 |
7,055.3 |
|
| S3 |
6,930.3 |
6,966.7 |
7,049.4 |
|
| S4 |
6,866.3 |
6,902.7 |
7,031.8 |
|
|
| 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 |
7,086.0 |
6,995.5 |
90.5 |
1.3% |
40.5 |
0.6% |
79% |
True |
False |
1,100 |
| 10 |
7,086.0 |
6,935.0 |
151.0 |
2.1% |
46.4 |
0.7% |
87% |
True |
False |
898 |
| 20 |
7,086.0 |
6,760.0 |
326.0 |
4.6% |
53.6 |
0.8% |
94% |
True |
False |
735 |
| 40 |
7,086.0 |
6,609.0 |
477.0 |
6.7% |
60.7 |
0.9% |
96% |
True |
False |
814 |
| 60 |
7,086.0 |
6,331.0 |
755.0 |
10.7% |
64.7 |
0.9% |
97% |
True |
False |
1,496 |
| 80 |
7,086.0 |
6,331.0 |
755.0 |
10.7% |
61.3 |
0.9% |
97% |
True |
False |
1,340 |
| 100 |
7,086.0 |
6,107.5 |
978.5 |
13.8% |
58.7 |
0.8% |
98% |
True |
False |
1,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,358.0 |
|
2.618 |
7,253.6 |
|
1.618 |
7,189.6 |
|
1.000 |
7,150.0 |
|
0.618 |
7,125.6 |
|
HIGH |
7,086.0 |
|
0.618 |
7,061.6 |
|
0.500 |
7,054.0 |
|
0.382 |
7,046.4 |
|
LOW |
7,022.0 |
|
0.618 |
6,982.4 |
|
1.000 |
6,958.0 |
|
1.618 |
6,918.4 |
|
2.618 |
6,854.4 |
|
4.250 |
6,750.0 |
|
|
| Fisher Pivots for day following 20-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,062.7 |
7,062.7 |
| PP |
7,058.3 |
7,058.3 |
| S1 |
7,054.0 |
7,054.0 |
|