| Trading Metrics calculated at close of trading on 23-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2007 |
23-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1,460.25 |
1,458.75 |
-1.50 |
-0.1% |
1,458.50 |
| High |
1,464.75 |
1,459.25 |
-5.50 |
-0.4% |
1,464.75 |
| Low |
1,452.75 |
1,450.50 |
-2.25 |
-0.2% |
1,450.50 |
| Close |
1,459.25 |
1,453.75 |
-5.50 |
-0.4% |
1,453.75 |
| Range |
12.00 |
8.75 |
-3.25 |
-27.1% |
14.25 |
| ATR |
10.54 |
10.41 |
-0.13 |
-1.2% |
0.00 |
| Volume |
987,778 |
1,138,123 |
150,345 |
15.2% |
3,723,766 |
|
| Daily Pivots for day following 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,480.75 |
1,476.00 |
1,458.50 |
|
| R3 |
1,472.00 |
1,467.25 |
1,456.25 |
|
| R2 |
1,463.25 |
1,463.25 |
1,455.25 |
|
| R1 |
1,458.50 |
1,458.50 |
1,454.50 |
1,456.50 |
| PP |
1,454.50 |
1,454.50 |
1,454.50 |
1,453.50 |
| S1 |
1,449.75 |
1,449.75 |
1,453.00 |
1,447.75 |
| S2 |
1,445.75 |
1,445.75 |
1,452.25 |
|
| S3 |
1,437.00 |
1,441.00 |
1,451.25 |
|
| S4 |
1,428.25 |
1,432.25 |
1,449.00 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,499.00 |
1,490.75 |
1,461.50 |
|
| R3 |
1,484.75 |
1,476.50 |
1,457.75 |
|
| R2 |
1,470.50 |
1,470.50 |
1,456.25 |
|
| R1 |
1,462.25 |
1,462.25 |
1,455.00 |
1,459.25 |
| PP |
1,456.25 |
1,456.25 |
1,456.25 |
1,455.00 |
| S1 |
1,448.00 |
1,448.00 |
1,452.50 |
1,445.00 |
| S2 |
1,442.00 |
1,442.00 |
1,451.25 |
|
| S3 |
1,427.75 |
1,433.75 |
1,449.75 |
|
| S4 |
1,413.50 |
1,419.50 |
1,446.00 |
|
|
| 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 |
1,450.50 |
14.25 |
1.0% |
9.25 |
0.6% |
23% |
False |
True |
887,378 |
| 10 |
1,464.75 |
1,435.00 |
29.75 |
2.0% |
10.75 |
0.7% |
63% |
False |
False |
979,883 |
| 20 |
1,464.75 |
1,422.00 |
42.75 |
2.9% |
10.00 |
0.7% |
74% |
False |
False |
993,857 |
| 40 |
1,464.75 |
1,412.25 |
52.50 |
3.6% |
11.25 |
0.8% |
79% |
False |
False |
934,748 |
| 60 |
1,464.75 |
1,390.25 |
74.50 |
5.1% |
11.50 |
0.8% |
85% |
False |
False |
800,944 |
| 80 |
1,464.75 |
1,377.50 |
87.25 |
6.0% |
11.00 |
0.8% |
87% |
False |
False |
601,523 |
| 100 |
1,464.75 |
1,347.50 |
117.25 |
8.1% |
10.75 |
0.7% |
91% |
False |
False |
481,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,496.50 |
|
2.618 |
1,482.25 |
|
1.618 |
1,473.50 |
|
1.000 |
1,468.00 |
|
0.618 |
1,464.75 |
|
HIGH |
1,459.25 |
|
0.618 |
1,456.00 |
|
0.500 |
1,455.00 |
|
0.382 |
1,453.75 |
|
LOW |
1,450.50 |
|
0.618 |
1,445.00 |
|
1.000 |
1,441.75 |
|
1.618 |
1,436.25 |
|
2.618 |
1,427.50 |
|
4.250 |
1,413.25 |
|
|
| Fisher Pivots for day following 23-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,455.00 |
1,457.50 |
| PP |
1,454.50 |
1,456.25 |
| S1 |
1,454.00 |
1,455.00 |
|