| Trading Metrics calculated at close of trading on 26-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2007 |
26-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
7,072.5 |
7,081.0 |
8.5 |
0.1% |
7,061.0 |
| High |
7,081.0 |
7,120.0 |
39.0 |
0.6% |
7,092.0 |
| Low |
7,046.5 |
7,080.5 |
34.0 |
0.5% |
7,006.0 |
| Close |
7,067.0 |
7,107.5 |
40.5 |
0.6% |
7,067.0 |
| Range |
34.5 |
39.5 |
5.0 |
14.5% |
86.0 |
| ATR |
60.1 |
59.6 |
-0.5 |
-0.8% |
0.0 |
| Volume |
1,410 |
1,493 |
83 |
5.9% |
8,522 |
|
| Daily Pivots for day following 26-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,221.2 |
7,203.8 |
7,129.2 |
|
| R3 |
7,181.7 |
7,164.3 |
7,118.4 |
|
| R2 |
7,142.2 |
7,142.2 |
7,114.7 |
|
| R1 |
7,124.8 |
7,124.8 |
7,111.1 |
7,133.5 |
| PP |
7,102.7 |
7,102.7 |
7,102.7 |
7,107.0 |
| S1 |
7,085.3 |
7,085.3 |
7,103.9 |
7,094.0 |
| S2 |
7,063.2 |
7,063.2 |
7,100.3 |
|
| S3 |
7,023.7 |
7,045.8 |
7,096.6 |
|
| S4 |
6,984.2 |
7,006.3 |
7,085.8 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,313.0 |
7,276.0 |
7,114.3 |
|
| R3 |
7,227.0 |
7,190.0 |
7,090.7 |
|
| R2 |
7,141.0 |
7,141.0 |
7,082.8 |
|
| R1 |
7,104.0 |
7,104.0 |
7,074.9 |
7,122.5 |
| PP |
7,055.0 |
7,055.0 |
7,055.0 |
7,064.3 |
| S1 |
7,018.0 |
7,018.0 |
7,059.1 |
7,036.5 |
| S2 |
6,969.0 |
6,969.0 |
7,051.2 |
|
| S3 |
6,883.0 |
6,932.0 |
7,043.4 |
|
| S4 |
6,797.0 |
6,846.0 |
7,019.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,120.0 |
7,006.0 |
114.0 |
1.6% |
50.9 |
0.7% |
89% |
True |
False |
1,327 |
| 10 |
7,120.0 |
6,956.0 |
164.0 |
2.3% |
43.8 |
0.6% |
92% |
True |
False |
1,187 |
| 20 |
7,120.0 |
6,810.0 |
310.0 |
4.4% |
48.8 |
0.7% |
96% |
True |
False |
924 |
| 40 |
7,120.0 |
6,640.0 |
480.0 |
6.8% |
59.7 |
0.8% |
97% |
True |
False |
907 |
| 60 |
7,120.0 |
6,331.0 |
789.0 |
11.1% |
61.9 |
0.9% |
98% |
True |
False |
1,505 |
| 80 |
7,120.0 |
6,331.0 |
789.0 |
11.1% |
60.9 |
0.9% |
98% |
True |
False |
1,394 |
| 100 |
7,120.0 |
6,209.5 |
910.5 |
12.8% |
58.0 |
0.8% |
99% |
True |
False |
1,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,287.9 |
|
2.618 |
7,223.4 |
|
1.618 |
7,183.9 |
|
1.000 |
7,159.5 |
|
0.618 |
7,144.4 |
|
HIGH |
7,120.0 |
|
0.618 |
7,104.9 |
|
0.500 |
7,100.3 |
|
0.382 |
7,095.6 |
|
LOW |
7,080.5 |
|
0.618 |
7,056.1 |
|
1.000 |
7,041.0 |
|
1.618 |
7,016.6 |
|
2.618 |
6,977.1 |
|
4.250 |
6,912.6 |
|
|
| Fisher Pivots for day following 26-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,105.1 |
7,099.4 |
| PP |
7,102.7 |
7,091.3 |
| S1 |
7,100.3 |
7,083.3 |
|