| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2007 |
14-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
6,365.5 |
6,406.0 |
40.5 |
0.6% |
6,300.0 |
| High |
6,396.0 |
6,430.5 |
34.5 |
0.5% |
6,405.5 |
| Low |
6,365.5 |
6,391.5 |
26.0 |
0.4% |
6,300.0 |
| Close |
6,384.0 |
6,425.0 |
41.0 |
0.6% |
6,392.5 |
| Range |
30.5 |
39.0 |
8.5 |
27.9% |
105.5 |
| ATR |
45.8 |
45.8 |
0.1 |
0.1% |
0.0 |
| Volume |
49 |
127 |
78 |
159.2% |
383 |
|
| Daily Pivots for day following 14-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,532.5 |
6,518.0 |
6,446.5 |
|
| R3 |
6,493.5 |
6,479.0 |
6,435.5 |
|
| R2 |
6,454.5 |
6,454.5 |
6,432.0 |
|
| R1 |
6,440.0 |
6,440.0 |
6,428.5 |
6,447.0 |
| PP |
6,415.5 |
6,415.5 |
6,415.5 |
6,419.5 |
| S1 |
6,401.0 |
6,401.0 |
6,421.5 |
6,408.0 |
| S2 |
6,376.5 |
6,376.5 |
6,418.0 |
|
| S3 |
6,337.5 |
6,362.0 |
6,414.5 |
|
| S4 |
6,298.5 |
6,323.0 |
6,403.5 |
|
|
| 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 |
6,430.5 |
6,347.5 |
83.0 |
1.3% |
28.5 |
0.4% |
93% |
True |
False |
145 |
| 10 |
6,430.5 |
6,255.0 |
175.5 |
2.7% |
32.5 |
0.5% |
97% |
True |
False |
140 |
| 20 |
6,430.5 |
6,201.0 |
229.5 |
3.6% |
39.5 |
0.6% |
98% |
True |
False |
191 |
| 40 |
6,430.5 |
6,153.5 |
277.0 |
4.3% |
35.0 |
0.5% |
98% |
True |
False |
498 |
| 60 |
6,430.5 |
6,077.0 |
353.5 |
5.5% |
26.0 |
0.4% |
98% |
True |
False |
425 |
| 80 |
6,430.5 |
6,077.0 |
353.5 |
5.5% |
20.0 |
0.3% |
98% |
True |
False |
327 |
| 100 |
6,430.5 |
5,868.0 |
562.5 |
8.8% |
16.0 |
0.2% |
99% |
True |
False |
267 |
| 120 |
6,430.5 |
5,868.0 |
562.5 |
8.8% |
13.5 |
0.2% |
99% |
True |
False |
222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,596.0 |
|
2.618 |
6,532.5 |
|
1.618 |
6,493.5 |
|
1.000 |
6,469.5 |
|
0.618 |
6,454.5 |
|
HIGH |
6,430.5 |
|
0.618 |
6,415.5 |
|
0.500 |
6,411.0 |
|
0.382 |
6,406.5 |
|
LOW |
6,391.5 |
|
0.618 |
6,367.5 |
|
1.000 |
6,352.5 |
|
1.618 |
6,328.5 |
|
2.618 |
6,289.5 |
|
4.250 |
6,226.0 |
|
|