| 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 |
1,461.75 |
1,460.25 |
-1.50 |
-0.1% |
1,442.75 |
| High |
1,463.00 |
1,464.75 |
1.75 |
0.1% |
1,461.75 |
| Low |
1,454.25 |
1,452.75 |
-1.50 |
-0.1% |
1,435.00 |
| Close |
1,460.50 |
1,459.25 |
-1.25 |
-0.1% |
1,459.00 |
| Range |
8.75 |
12.00 |
3.25 |
37.1% |
26.75 |
| ATR |
10.43 |
10.54 |
0.11 |
1.1% |
0.00 |
| Volume |
927,780 |
987,778 |
59,998 |
6.5% |
5,104,986 |
|
| Daily Pivots for day following 22-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,495.00 |
1,489.00 |
1,465.75 |
|
| R3 |
1,483.00 |
1,477.00 |
1,462.50 |
|
| R2 |
1,471.00 |
1,471.00 |
1,461.50 |
|
| R1 |
1,465.00 |
1,465.00 |
1,460.25 |
1,462.00 |
| PP |
1,459.00 |
1,459.00 |
1,459.00 |
1,457.50 |
| S1 |
1,453.00 |
1,453.00 |
1,458.25 |
1,450.00 |
| S2 |
1,447.00 |
1,447.00 |
1,457.00 |
|
| S3 |
1,435.00 |
1,441.00 |
1,456.00 |
|
| S4 |
1,423.00 |
1,429.00 |
1,452.75 |
|
|
| Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,532.25 |
1,522.25 |
1,473.75 |
|
| R3 |
1,505.50 |
1,495.50 |
1,466.25 |
|
| R2 |
1,478.75 |
1,478.75 |
1,464.00 |
|
| R1 |
1,468.75 |
1,468.75 |
1,461.50 |
1,473.75 |
| PP |
1,452.00 |
1,452.00 |
1,452.00 |
1,454.50 |
| S1 |
1,442.00 |
1,442.00 |
1,456.50 |
1,447.00 |
| S2 |
1,425.25 |
1,425.25 |
1,454.00 |
|
| S3 |
1,398.50 |
1,415.25 |
1,451.75 |
|
| S4 |
1,371.75 |
1,388.50 |
1,444.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,464.75 |
1,452.25 |
12.50 |
0.9% |
8.75 |
0.6% |
56% |
True |
False |
873,088 |
| 10 |
1,464.75 |
1,435.00 |
29.75 |
2.0% |
10.75 |
0.7% |
82% |
True |
False |
955,549 |
| 20 |
1,464.75 |
1,422.00 |
42.75 |
2.9% |
10.50 |
0.7% |
87% |
True |
False |
989,101 |
| 40 |
1,464.75 |
1,412.25 |
52.50 |
3.6% |
11.25 |
0.8% |
90% |
True |
False |
921,977 |
| 60 |
1,464.75 |
1,390.25 |
74.50 |
5.1% |
11.50 |
0.8% |
93% |
True |
False |
782,176 |
| 80 |
1,464.75 |
1,377.50 |
87.25 |
6.0% |
11.00 |
0.8% |
94% |
True |
False |
587,305 |
| 100 |
1,464.75 |
1,347.50 |
117.25 |
8.0% |
10.75 |
0.7% |
95% |
True |
False |
470,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,515.75 |
|
2.618 |
1,496.25 |
|
1.618 |
1,484.25 |
|
1.000 |
1,476.75 |
|
0.618 |
1,472.25 |
|
HIGH |
1,464.75 |
|
0.618 |
1,460.25 |
|
0.500 |
1,458.75 |
|
0.382 |
1,457.25 |
|
LOW |
1,452.75 |
|
0.618 |
1,445.25 |
|
1.000 |
1,440.75 |
|
1.618 |
1,433.25 |
|
2.618 |
1,421.25 |
|
4.250 |
1,401.75 |
|
|
| Fisher Pivots for day following 22-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,459.00 |
1,459.00 |
| PP |
1,459.00 |
1,458.75 |
| S1 |
1,458.75 |
1,458.50 |
|