| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2007 |
20-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
6,439.0 |
6,450.0 |
11.0 |
0.2% |
6,376.5 |
| High |
6,458.5 |
6,450.0 |
-8.5 |
-0.1% |
6,447.0 |
| Low |
6,434.5 |
6,396.5 |
-38.0 |
-0.6% |
6,353.0 |
| Close |
6,446.5 |
6,416.5 |
-30.0 |
-0.5% |
6,428.0 |
| Range |
24.0 |
53.5 |
29.5 |
122.9% |
94.0 |
| ATR |
43.5 |
44.2 |
0.7 |
1.6% |
0.0 |
| Volume |
83 |
122 |
39 |
47.0% |
772 |
|
| Daily Pivots for day following 20-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,581.5 |
6,552.5 |
6,446.0 |
|
| R3 |
6,528.0 |
6,499.0 |
6,431.0 |
|
| R2 |
6,474.5 |
6,474.5 |
6,426.5 |
|
| R1 |
6,445.5 |
6,445.5 |
6,421.5 |
6,433.0 |
| PP |
6,421.0 |
6,421.0 |
6,421.0 |
6,415.0 |
| S1 |
6,392.0 |
6,392.0 |
6,411.5 |
6,380.0 |
| S2 |
6,367.5 |
6,367.5 |
6,406.5 |
|
| S3 |
6,314.0 |
6,338.5 |
6,402.0 |
|
| S4 |
6,260.5 |
6,285.0 |
6,387.0 |
|
|
| 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 |
6,458.5 |
6,391.5 |
67.0 |
1.0% |
38.0 |
0.6% |
37% |
False |
False |
115 |
| 10 |
6,458.5 |
6,347.5 |
111.0 |
1.7% |
32.5 |
0.5% |
62% |
False |
False |
119 |
| 20 |
6,458.5 |
6,207.0 |
251.5 |
3.9% |
39.0 |
0.6% |
83% |
False |
False |
172 |
| 40 |
6,458.5 |
6,153.5 |
305.0 |
4.8% |
38.0 |
0.6% |
86% |
False |
False |
508 |
| 60 |
6,458.5 |
6,077.0 |
381.5 |
5.9% |
27.5 |
0.4% |
89% |
False |
False |
382 |
| 80 |
6,458.5 |
6,077.0 |
381.5 |
5.9% |
21.5 |
0.3% |
89% |
False |
False |
332 |
| 100 |
6,458.5 |
5,996.5 |
462.0 |
7.2% |
17.5 |
0.3% |
91% |
False |
False |
271 |
| 120 |
6,458.5 |
5,868.0 |
590.5 |
9.2% |
14.5 |
0.2% |
93% |
False |
False |
226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,677.5 |
|
2.618 |
6,590.0 |
|
1.618 |
6,536.5 |
|
1.000 |
6,503.5 |
|
0.618 |
6,483.0 |
|
HIGH |
6,450.0 |
|
0.618 |
6,429.5 |
|
0.500 |
6,423.0 |
|
0.382 |
6,417.0 |
|
LOW |
6,396.5 |
|
0.618 |
6,363.5 |
|
1.000 |
6,343.0 |
|
1.618 |
6,310.0 |
|
2.618 |
6,256.5 |
|
4.250 |
6,169.0 |
|
|