| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2007 |
16-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
6,419.0 |
6,431.5 |
12.5 |
0.2% |
6,376.5 |
| High |
6,444.0 |
6,447.0 |
3.0 |
0.0% |
6,447.0 |
| Low |
6,403.5 |
6,414.5 |
11.0 |
0.2% |
6,353.0 |
| Close |
6,445.0 |
6,428.0 |
-17.0 |
-0.3% |
6,428.0 |
| Range |
40.5 |
32.5 |
-8.0 |
-19.8% |
94.0 |
| ATR |
45.4 |
44.5 |
-0.9 |
-2.0% |
0.0 |
| Volume |
143 |
100 |
-43 |
-30.1% |
772 |
|
| Daily Pivots for day following 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,527.5 |
6,510.0 |
6,446.0 |
|
| R3 |
6,495.0 |
6,477.5 |
6,437.0 |
|
| R2 |
6,462.5 |
6,462.5 |
6,434.0 |
|
| R1 |
6,445.0 |
6,445.0 |
6,431.0 |
6,437.5 |
| PP |
6,430.0 |
6,430.0 |
6,430.0 |
6,426.0 |
| S1 |
6,412.5 |
6,412.5 |
6,425.0 |
6,405.0 |
| S2 |
6,397.5 |
6,397.5 |
6,422.0 |
|
| S3 |
6,365.0 |
6,380.0 |
6,419.0 |
|
| S4 |
6,332.5 |
6,347.5 |
6,410.0 |
|
|
| Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,691.5 |
6,653.5 |
6,479.5 |
|
| R3 |
6,597.5 |
6,559.5 |
6,454.0 |
|
| R2 |
6,503.5 |
6,503.5 |
6,445.0 |
|
| R1 |
6,465.5 |
6,465.5 |
6,436.5 |
6,484.5 |
| PP |
6,409.5 |
6,409.5 |
6,409.5 |
6,419.0 |
| S1 |
6,371.5 |
6,371.5 |
6,419.5 |
6,390.5 |
| S2 |
6,315.5 |
6,315.5 |
6,411.0 |
|
| S3 |
6,221.5 |
6,277.5 |
6,402.0 |
|
| S4 |
6,127.5 |
6,183.5 |
6,376.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,447.0 |
6,353.0 |
94.0 |
1.5% |
33.0 |
0.5% |
80% |
True |
False |
154 |
| 10 |
6,447.0 |
6,300.0 |
147.0 |
2.3% |
31.5 |
0.5% |
87% |
True |
False |
115 |
| 20 |
6,447.0 |
6,207.0 |
240.0 |
3.7% |
38.5 |
0.6% |
92% |
True |
False |
190 |
| 40 |
6,447.0 |
6,153.5 |
293.5 |
4.6% |
36.5 |
0.6% |
94% |
True |
False |
503 |
| 60 |
6,447.0 |
6,077.0 |
370.0 |
5.8% |
27.0 |
0.4% |
95% |
True |
False |
429 |
| 80 |
6,447.0 |
6,077.0 |
370.0 |
5.8% |
21.0 |
0.3% |
95% |
True |
False |
330 |
| 100 |
6,447.0 |
5,981.5 |
465.5 |
7.2% |
16.5 |
0.3% |
96% |
True |
False |
269 |
| 120 |
6,447.0 |
5,868.0 |
579.0 |
9.0% |
14.0 |
0.2% |
97% |
True |
False |
224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,585.0 |
|
2.618 |
6,532.0 |
|
1.618 |
6,499.5 |
|
1.000 |
6,479.5 |
|
0.618 |
6,467.0 |
|
HIGH |
6,447.0 |
|
0.618 |
6,434.5 |
|
0.500 |
6,431.0 |
|
0.382 |
6,427.0 |
|
LOW |
6,414.5 |
|
0.618 |
6,394.5 |
|
1.000 |
6,382.0 |
|
1.618 |
6,362.0 |
|
2.618 |
6,329.5 |
|
4.250 |
6,276.5 |
|
|