| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2007 |
23-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
6,405.5 |
6,410.5 |
5.0 |
0.1% |
6,439.0 |
| High |
6,418.0 |
6,412.5 |
-5.5 |
-0.1% |
6,458.5 |
| Low |
6,382.5 |
6,362.5 |
-20.0 |
-0.3% |
6,362.5 |
| Close |
6,389.0 |
6,400.5 |
11.5 |
0.2% |
6,400.5 |
| Range |
35.5 |
50.0 |
14.5 |
40.8% |
96.0 |
| ATR |
46.1 |
46.3 |
0.3 |
0.6% |
0.0 |
| Volume |
229 |
159 |
-70 |
-30.6% |
2,144 |
|
| Daily Pivots for day following 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,542.0 |
6,521.0 |
6,428.0 |
|
| R3 |
6,492.0 |
6,471.0 |
6,414.0 |
|
| R2 |
6,442.0 |
6,442.0 |
6,409.5 |
|
| R1 |
6,421.0 |
6,421.0 |
6,405.0 |
6,406.5 |
| PP |
6,392.0 |
6,392.0 |
6,392.0 |
6,384.5 |
| S1 |
6,371.0 |
6,371.0 |
6,396.0 |
6,356.5 |
| S2 |
6,342.0 |
6,342.0 |
6,391.5 |
|
| S3 |
6,292.0 |
6,321.0 |
6,387.0 |
|
| S4 |
6,242.0 |
6,271.0 |
6,373.0 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,695.0 |
6,644.0 |
6,453.5 |
|
| R3 |
6,599.0 |
6,548.0 |
6,427.0 |
|
| R2 |
6,503.0 |
6,503.0 |
6,418.0 |
|
| R1 |
6,452.0 |
6,452.0 |
6,409.5 |
6,429.5 |
| PP |
6,407.0 |
6,407.0 |
6,407.0 |
6,396.0 |
| S1 |
6,356.0 |
6,356.0 |
6,391.5 |
6,333.5 |
| S2 |
6,311.0 |
6,311.0 |
6,383.0 |
|
| S3 |
6,215.0 |
6,260.0 |
6,374.0 |
|
| S4 |
6,119.0 |
6,164.0 |
6,347.5 |
|
|
| 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 |
6,362.5 |
96.0 |
1.5% |
46.5 |
0.7% |
40% |
False |
True |
428 |
| 10 |
6,458.5 |
6,353.0 |
105.5 |
1.6% |
40.0 |
0.6% |
45% |
False |
False |
291 |
| 20 |
6,458.5 |
6,207.0 |
251.5 |
3.9% |
37.0 |
0.6% |
77% |
False |
False |
207 |
| 40 |
6,458.5 |
6,153.5 |
305.0 |
4.8% |
41.0 |
0.6% |
81% |
False |
False |
555 |
| 60 |
6,458.5 |
6,081.0 |
377.5 |
5.9% |
30.0 |
0.5% |
85% |
False |
False |
414 |
| 80 |
6,458.5 |
6,077.0 |
381.5 |
6.0% |
23.5 |
0.4% |
85% |
False |
False |
356 |
| 100 |
6,458.5 |
6,028.5 |
430.0 |
6.7% |
19.0 |
0.3% |
87% |
False |
False |
291 |
| 120 |
6,458.5 |
5,868.0 |
590.5 |
9.2% |
16.0 |
0.2% |
90% |
False |
False |
242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,625.0 |
|
2.618 |
6,543.5 |
|
1.618 |
6,493.5 |
|
1.000 |
6,462.5 |
|
0.618 |
6,443.5 |
|
HIGH |
6,412.5 |
|
0.618 |
6,393.5 |
|
0.500 |
6,387.5 |
|
0.382 |
6,381.5 |
|
LOW |
6,362.5 |
|
0.618 |
6,331.5 |
|
1.000 |
6,312.5 |
|
1.618 |
6,281.5 |
|
2.618 |
6,231.5 |
|
4.250 |
6,150.0 |
|
|