| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2007 |
19-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
6,431.5 |
6,439.0 |
7.5 |
0.1% |
6,376.5 |
| High |
6,447.0 |
6,458.5 |
11.5 |
0.2% |
6,447.0 |
| Low |
6,414.5 |
6,434.5 |
20.0 |
0.3% |
6,353.0 |
| Close |
6,428.0 |
6,446.5 |
18.5 |
0.3% |
6,428.0 |
| Range |
32.5 |
24.0 |
-8.5 |
-26.2% |
94.0 |
| ATR |
44.5 |
43.5 |
-1.0 |
-2.2% |
0.0 |
| Volume |
100 |
83 |
-17 |
-17.0% |
772 |
|
| Daily Pivots for day following 19-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,518.5 |
6,506.5 |
6,459.5 |
|
| R3 |
6,494.5 |
6,482.5 |
6,453.0 |
|
| R2 |
6,470.5 |
6,470.5 |
6,451.0 |
|
| R1 |
6,458.5 |
6,458.5 |
6,448.5 |
6,464.5 |
| PP |
6,446.5 |
6,446.5 |
6,446.5 |
6,449.5 |
| S1 |
6,434.5 |
6,434.5 |
6,444.5 |
6,440.5 |
| S2 |
6,422.5 |
6,422.5 |
6,442.0 |
|
| S3 |
6,398.5 |
6,410.5 |
6,440.0 |
|
| S4 |
6,374.5 |
6,386.5 |
6,433.5 |
|
|
| 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 |
6,458.5 |
6,365.5 |
93.0 |
1.4% |
33.5 |
0.5% |
87% |
True |
False |
100 |
| 10 |
6,458.5 |
6,335.0 |
123.5 |
1.9% |
30.5 |
0.5% |
90% |
True |
False |
120 |
| 20 |
6,458.5 |
6,207.0 |
251.5 |
3.9% |
37.5 |
0.6% |
95% |
True |
False |
169 |
| 40 |
6,458.5 |
6,153.5 |
305.0 |
4.7% |
37.0 |
0.6% |
96% |
True |
False |
505 |
| 60 |
6,458.5 |
6,077.0 |
381.5 |
5.9% |
27.5 |
0.4% |
97% |
True |
False |
380 |
| 80 |
6,458.5 |
6,077.0 |
381.5 |
5.9% |
21.0 |
0.3% |
97% |
True |
False |
331 |
| 100 |
6,458.5 |
5,996.5 |
462.0 |
7.2% |
17.0 |
0.3% |
97% |
True |
False |
270 |
| 120 |
6,458.5 |
5,868.0 |
590.5 |
9.2% |
14.0 |
0.2% |
98% |
True |
False |
225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,560.5 |
|
2.618 |
6,521.5 |
|
1.618 |
6,497.5 |
|
1.000 |
6,482.5 |
|
0.618 |
6,473.5 |
|
HIGH |
6,458.5 |
|
0.618 |
6,449.5 |
|
0.500 |
6,446.5 |
|
0.382 |
6,443.5 |
|
LOW |
6,434.5 |
|
0.618 |
6,419.5 |
|
1.000 |
6,410.5 |
|
1.618 |
6,395.5 |
|
2.618 |
6,371.5 |
|
4.250 |
6,332.5 |
|
|