| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2007 |
13-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
6,376.5 |
6,365.5 |
-11.0 |
-0.2% |
6,300.0 |
| High |
6,376.5 |
6,396.0 |
19.5 |
0.3% |
6,405.5 |
| Low |
6,353.0 |
6,365.5 |
12.5 |
0.2% |
6,300.0 |
| Close |
6,362.5 |
6,384.0 |
21.5 |
0.3% |
6,392.5 |
| Range |
23.5 |
30.5 |
7.0 |
29.8% |
105.5 |
| ATR |
46.7 |
45.8 |
-0.9 |
-2.0% |
0.0 |
| Volume |
353 |
49 |
-304 |
-86.1% |
383 |
|
| Daily Pivots for day following 13-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,473.5 |
6,459.0 |
6,401.0 |
|
| R3 |
6,443.0 |
6,428.5 |
6,392.5 |
|
| R2 |
6,412.5 |
6,412.5 |
6,389.5 |
|
| R1 |
6,398.0 |
6,398.0 |
6,387.0 |
6,405.0 |
| PP |
6,382.0 |
6,382.0 |
6,382.0 |
6,385.5 |
| S1 |
6,367.5 |
6,367.5 |
6,381.0 |
6,375.0 |
| S2 |
6,351.5 |
6,351.5 |
6,378.5 |
|
| S3 |
6,321.0 |
6,337.0 |
6,375.5 |
|
| S4 |
6,290.5 |
6,306.5 |
6,367.0 |
|
|
| Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,682.5 |
6,643.0 |
6,450.5 |
|
| R3 |
6,577.0 |
6,537.5 |
6,421.5 |
|
| R2 |
6,471.5 |
6,471.5 |
6,412.0 |
|
| R1 |
6,432.0 |
6,432.0 |
6,402.0 |
6,452.0 |
| PP |
6,366.0 |
6,366.0 |
6,366.0 |
6,376.0 |
| S1 |
6,326.5 |
6,326.5 |
6,383.0 |
6,346.0 |
| S2 |
6,260.5 |
6,260.5 |
6,373.0 |
|
| S3 |
6,155.0 |
6,221.0 |
6,363.5 |
|
| S4 |
6,049.5 |
6,115.5 |
6,334.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,405.5 |
6,347.5 |
58.0 |
0.9% |
27.0 |
0.4% |
63% |
False |
False |
123 |
| 10 |
6,405.5 |
6,207.0 |
198.5 |
3.1% |
34.0 |
0.5% |
89% |
False |
False |
132 |
| 20 |
6,405.5 |
6,197.5 |
208.0 |
3.3% |
39.5 |
0.6% |
90% |
False |
False |
188 |
| 40 |
6,405.5 |
6,153.5 |
252.0 |
3.9% |
34.0 |
0.5% |
91% |
False |
False |
494 |
| 60 |
6,405.5 |
6,077.0 |
328.5 |
5.1% |
25.5 |
0.4% |
93% |
False |
False |
423 |
| 80 |
6,405.5 |
6,077.0 |
328.5 |
5.1% |
19.5 |
0.3% |
93% |
False |
False |
326 |
| 100 |
6,405.5 |
5,868.0 |
537.5 |
8.4% |
15.5 |
0.2% |
96% |
False |
False |
266 |
| 120 |
6,405.5 |
5,868.0 |
537.5 |
8.4% |
13.0 |
0.2% |
96% |
False |
False |
221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,525.5 |
|
2.618 |
6,476.0 |
|
1.618 |
6,445.5 |
|
1.000 |
6,426.5 |
|
0.618 |
6,415.0 |
|
HIGH |
6,396.0 |
|
0.618 |
6,384.5 |
|
0.500 |
6,381.0 |
|
0.382 |
6,377.0 |
|
LOW |
6,365.5 |
|
0.618 |
6,346.5 |
|
1.000 |
6,335.0 |
|
1.618 |
6,316.0 |
|
2.618 |
6,285.5 |
|
4.250 |
6,236.0 |
|
|