| Trading Metrics calculated at close of trading on 22-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2007 |
22-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
6,431.5 |
6,405.5 |
-26.0 |
-0.4% |
6,376.5 |
| High |
6,432.5 |
6,418.0 |
-14.5 |
-0.2% |
6,447.0 |
| Low |
6,363.5 |
6,382.5 |
19.0 |
0.3% |
6,353.0 |
| Close |
6,371.0 |
6,389.0 |
18.0 |
0.3% |
6,428.0 |
| Range |
69.0 |
35.5 |
-33.5 |
-48.6% |
94.0 |
| ATR |
46.0 |
46.1 |
0.1 |
0.2% |
0.0 |
| Volume |
1,551 |
229 |
-1,322 |
-85.2% |
772 |
|
| Daily Pivots for day following 22-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,503.0 |
6,481.5 |
6,408.5 |
|
| R3 |
6,467.5 |
6,446.0 |
6,399.0 |
|
| R2 |
6,432.0 |
6,432.0 |
6,395.5 |
|
| R1 |
6,410.5 |
6,410.5 |
6,392.5 |
6,403.5 |
| PP |
6,396.5 |
6,396.5 |
6,396.5 |
6,393.0 |
| S1 |
6,375.0 |
6,375.0 |
6,385.5 |
6,368.0 |
| S2 |
6,361.0 |
6,361.0 |
6,382.5 |
|
| S3 |
6,325.5 |
6,339.5 |
6,379.0 |
|
| S4 |
6,290.0 |
6,304.0 |
6,369.5 |
|
|
| 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 |
6,363.5 |
95.0 |
1.5% |
43.0 |
0.7% |
27% |
False |
False |
417 |
| 10 |
6,458.5 |
6,353.0 |
105.5 |
1.7% |
37.0 |
0.6% |
34% |
False |
False |
287 |
| 20 |
6,458.5 |
6,207.0 |
251.5 |
3.9% |
37.5 |
0.6% |
72% |
False |
False |
204 |
| 40 |
6,458.5 |
6,153.5 |
305.0 |
4.8% |
40.0 |
0.6% |
77% |
False |
False |
552 |
| 60 |
6,458.5 |
6,077.0 |
381.5 |
6.0% |
29.5 |
0.5% |
82% |
False |
False |
411 |
| 80 |
6,458.5 |
6,077.0 |
381.5 |
6.0% |
23.0 |
0.4% |
82% |
False |
False |
354 |
| 100 |
6,458.5 |
5,996.5 |
462.0 |
7.2% |
18.5 |
0.3% |
85% |
False |
False |
289 |
| 120 |
6,458.5 |
5,868.0 |
590.5 |
9.2% |
15.5 |
0.2% |
88% |
False |
False |
241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,569.0 |
|
2.618 |
6,511.0 |
|
1.618 |
6,475.5 |
|
1.000 |
6,453.5 |
|
0.618 |
6,440.0 |
|
HIGH |
6,418.0 |
|
0.618 |
6,404.5 |
|
0.500 |
6,400.0 |
|
0.382 |
6,396.0 |
|
LOW |
6,382.5 |
|
0.618 |
6,360.5 |
|
1.000 |
6,347.0 |
|
1.618 |
6,325.0 |
|
2.618 |
6,289.5 |
|
4.250 |
6,231.5 |
|
|
| Fisher Pivots for day following 22-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,400.0 |
6,407.0 |
| PP |
6,396.5 |
6,401.0 |
| S1 |
6,393.0 |
6,395.0 |
|