| Trading Metrics calculated at close of trading on 26-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2007 |
26-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1,458.8 |
1,453.9 |
-4.9 |
-0.3% |
1,458.6 |
| High |
1,459.3 |
1,459.6 |
0.3 |
0.0% |
1,464.5 |
| Low |
1,450.7 |
1,447.9 |
-2.8 |
-0.2% |
1,450.7 |
| Close |
1,453.8 |
1,452.6 |
-1.2 |
-0.1% |
1,453.8 |
| Range |
8.6 |
11.7 |
3.1 |
36.0% |
13.8 |
| ATR |
10.2 |
10.3 |
0.1 |
1.1% |
0.0 |
| Volume |
36,629 |
32,644 |
-3,985 |
-10.9% |
125,246 |
|
| Daily Pivots for day following 26-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,488.5 |
1,482.2 |
1,459.0 |
|
| R3 |
1,476.8 |
1,470.5 |
1,455.8 |
|
| R2 |
1,465.1 |
1,465.1 |
1,454.7 |
|
| R1 |
1,458.8 |
1,458.8 |
1,453.7 |
1,456.1 |
| PP |
1,453.4 |
1,453.4 |
1,453.4 |
1,452.0 |
| S1 |
1,447.1 |
1,447.1 |
1,451.5 |
1,444.4 |
| S2 |
1,441.7 |
1,441.7 |
1,450.5 |
|
| S3 |
1,430.0 |
1,435.4 |
1,449.4 |
|
| S4 |
1,418.3 |
1,423.7 |
1,446.2 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,497.7 |
1,489.6 |
1,461.4 |
|
| R3 |
1,483.9 |
1,475.8 |
1,457.6 |
|
| R2 |
1,470.1 |
1,470.1 |
1,456.3 |
|
| R1 |
1,462.0 |
1,462.0 |
1,455.1 |
1,459.2 |
| PP |
1,456.3 |
1,456.3 |
1,456.3 |
1,454.9 |
| S1 |
1,448.2 |
1,448.2 |
1,452.5 |
1,445.4 |
| S2 |
1,442.5 |
1,442.5 |
1,451.3 |
|
| S3 |
1,428.7 |
1,434.4 |
1,450.0 |
|
| S4 |
1,414.9 |
1,420.6 |
1,446.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,464.5 |
1,447.9 |
16.6 |
1.1% |
10.4 |
0.7% |
28% |
False |
True |
31,578 |
| 10 |
1,464.5 |
1,435.1 |
29.4 |
2.0% |
9.7 |
0.7% |
60% |
False |
False |
30,302 |
| 20 |
1,464.5 |
1,423.3 |
41.2 |
2.8% |
9.9 |
0.7% |
71% |
False |
False |
30,341 |
| 40 |
1,464.5 |
1,412.2 |
52.3 |
3.6% |
11.0 |
0.8% |
77% |
False |
False |
29,275 |
| 60 |
1,464.5 |
1,392.0 |
72.5 |
5.0% |
10.8 |
0.7% |
84% |
False |
False |
37,803 |
| 80 |
1,464.5 |
1,377.5 |
87.0 |
6.0% |
10.2 |
0.7% |
86% |
False |
False |
29,079 |
| 100 |
1,464.5 |
1,348.0 |
116.5 |
8.0% |
9.6 |
0.7% |
90% |
False |
False |
23,378 |
| 120 |
1,464.5 |
1,316.9 |
147.6 |
10.2% |
8.7 |
0.6% |
92% |
False |
False |
19,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,509.3 |
|
2.618 |
1,490.2 |
|
1.618 |
1,478.5 |
|
1.000 |
1,471.3 |
|
0.618 |
1,466.8 |
|
HIGH |
1,459.6 |
|
0.618 |
1,455.1 |
|
0.500 |
1,453.8 |
|
0.382 |
1,452.4 |
|
LOW |
1,447.9 |
|
0.618 |
1,440.7 |
|
1.000 |
1,436.2 |
|
1.618 |
1,429.0 |
|
2.618 |
1,417.3 |
|
4.250 |
1,398.2 |
|
|
| Fisher Pivots for day following 26-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,453.8 |
1,456.2 |
| PP |
1,453.4 |
1,455.0 |
| S1 |
1,453.0 |
1,453.8 |
|