| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2007 |
26-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
6,410.5 |
6,428.0 |
17.5 |
0.3% |
6,439.0 |
| High |
6,412.5 |
6,448.0 |
35.5 |
0.6% |
6,458.5 |
| Low |
6,362.5 |
6,423.0 |
60.5 |
1.0% |
6,362.5 |
| Close |
6,400.5 |
6,441.0 |
40.5 |
0.6% |
6,400.5 |
| Range |
50.0 |
25.0 |
-25.0 |
-50.0% |
96.0 |
| ATR |
46.3 |
46.4 |
0.1 |
0.2% |
0.0 |
| Volume |
159 |
924 |
765 |
481.1% |
2,144 |
|
| Daily Pivots for day following 26-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,512.5 |
6,501.5 |
6,455.0 |
|
| R3 |
6,487.5 |
6,476.5 |
6,448.0 |
|
| R2 |
6,462.5 |
6,462.5 |
6,445.5 |
|
| R1 |
6,451.5 |
6,451.5 |
6,443.5 |
6,457.0 |
| PP |
6,437.5 |
6,437.5 |
6,437.5 |
6,440.0 |
| S1 |
6,426.5 |
6,426.5 |
6,438.5 |
6,432.0 |
| S2 |
6,412.5 |
6,412.5 |
6,436.5 |
|
| S3 |
6,387.5 |
6,401.5 |
6,434.0 |
|
| S4 |
6,362.5 |
6,376.5 |
6,427.0 |
|
|
| 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 |
6,450.0 |
6,362.5 |
87.5 |
1.4% |
46.5 |
0.7% |
90% |
False |
False |
597 |
| 10 |
6,458.5 |
6,362.5 |
96.0 |
1.5% |
40.0 |
0.6% |
82% |
False |
False |
348 |
| 20 |
6,458.5 |
6,207.0 |
251.5 |
3.9% |
37.0 |
0.6% |
93% |
False |
False |
249 |
| 40 |
6,458.5 |
6,153.5 |
305.0 |
4.7% |
41.5 |
0.6% |
94% |
False |
False |
577 |
| 60 |
6,458.5 |
6,081.0 |
377.5 |
5.9% |
30.0 |
0.5% |
95% |
False |
False |
423 |
| 80 |
6,458.5 |
6,077.0 |
381.5 |
5.9% |
24.0 |
0.4% |
95% |
False |
False |
366 |
| 100 |
6,458.5 |
6,062.5 |
396.0 |
6.1% |
19.5 |
0.3% |
96% |
False |
False |
300 |
| 120 |
6,458.5 |
5,868.0 |
590.5 |
9.2% |
16.0 |
0.2% |
97% |
False |
False |
250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,554.0 |
|
2.618 |
6,513.5 |
|
1.618 |
6,488.5 |
|
1.000 |
6,473.0 |
|
0.618 |
6,463.5 |
|
HIGH |
6,448.0 |
|
0.618 |
6,438.5 |
|
0.500 |
6,435.5 |
|
0.382 |
6,432.5 |
|
LOW |
6,423.0 |
|
0.618 |
6,407.5 |
|
1.000 |
6,398.0 |
|
1.618 |
6,382.5 |
|
2.618 |
6,357.5 |
|
4.250 |
6,317.0 |
|
|