| Trading Metrics calculated at close of trading on 22-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2007 |
22-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
7,084.0 |
7,068.0 |
-16.0 |
-0.2% |
6,962.0 |
| High |
7,086.0 |
7,092.0 |
6.0 |
0.1% |
7,065.0 |
| Low |
7,006.0 |
7,055.5 |
49.5 |
0.7% |
6,935.0 |
| Close |
7,024.5 |
7,062.5 |
38.0 |
0.5% |
7,041.5 |
| Range |
80.0 |
36.5 |
-43.5 |
-54.4% |
130.0 |
| ATR |
61.6 |
62.1 |
0.4 |
0.7% |
0.0 |
| Volume |
1,456 |
1,702 |
246 |
16.9% |
2,172 |
|
| Daily Pivots for day following 22-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,179.5 |
7,157.5 |
7,082.6 |
|
| R3 |
7,143.0 |
7,121.0 |
7,072.5 |
|
| R2 |
7,106.5 |
7,106.5 |
7,069.2 |
|
| R1 |
7,084.5 |
7,084.5 |
7,065.8 |
7,077.3 |
| PP |
7,070.0 |
7,070.0 |
7,070.0 |
7,066.4 |
| S1 |
7,048.0 |
7,048.0 |
7,059.2 |
7,040.8 |
| S2 |
7,033.5 |
7,033.5 |
7,055.8 |
|
| S3 |
6,997.0 |
7,011.5 |
7,052.5 |
|
| S4 |
6,960.5 |
6,975.0 |
7,042.4 |
|
|
| 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 |
7,092.0 |
7,006.0 |
86.0 |
1.2% |
47.5 |
0.7% |
66% |
True |
False |
1,532 |
| 10 |
7,092.0 |
6,935.0 |
157.0 |
2.2% |
47.3 |
0.7% |
81% |
True |
False |
1,030 |
| 20 |
7,092.0 |
6,760.0 |
332.0 |
4.7% |
50.9 |
0.7% |
91% |
True |
False |
830 |
| 40 |
7,092.0 |
6,640.0 |
452.0 |
6.4% |
59.1 |
0.8% |
93% |
True |
False |
852 |
| 60 |
7,092.0 |
6,331.0 |
761.0 |
10.8% |
62.6 |
0.9% |
96% |
True |
False |
1,496 |
| 80 |
7,092.0 |
6,331.0 |
761.0 |
10.8% |
61.3 |
0.9% |
96% |
True |
False |
1,372 |
| 100 |
7,092.0 |
6,107.5 |
984.5 |
13.9% |
58.9 |
0.8% |
97% |
True |
False |
1,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,247.1 |
|
2.618 |
7,187.6 |
|
1.618 |
7,151.1 |
|
1.000 |
7,128.5 |
|
0.618 |
7,114.6 |
|
HIGH |
7,092.0 |
|
0.618 |
7,078.1 |
|
0.500 |
7,073.8 |
|
0.382 |
7,069.4 |
|
LOW |
7,055.5 |
|
0.618 |
7,032.9 |
|
1.000 |
7,019.0 |
|
1.618 |
6,996.4 |
|
2.618 |
6,959.9 |
|
4.250 |
6,900.4 |
|
|
| Fisher Pivots for day following 22-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,073.8 |
7,058.0 |
| PP |
7,070.0 |
7,053.5 |
| S1 |
7,066.3 |
7,049.0 |
|