| Trading Metrics calculated at close of trading on 28-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2007 |
28-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1,452.75 |
1,395.75 |
-57.00 |
-3.9% |
1,458.50 |
| High |
1,452.75 |
1,418.75 |
-34.00 |
-2.3% |
1,464.75 |
| Low |
1,389.00 |
1,390.50 |
1.50 |
0.1% |
1,450.50 |
| Close |
1,395.25 |
1,409.00 |
13.75 |
1.0% |
1,453.75 |
| Range |
63.75 |
28.25 |
-35.50 |
-55.7% |
14.25 |
| ATR |
14.33 |
15.32 |
0.99 |
6.9% |
0.00 |
| Volume |
1,197,313 |
3,533,951 |
2,336,638 |
195.2% |
3,723,766 |
|
| Daily Pivots for day following 28-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,490.75 |
1,478.25 |
1,424.50 |
|
| R3 |
1,462.50 |
1,450.00 |
1,416.75 |
|
| R2 |
1,434.25 |
1,434.25 |
1,414.25 |
|
| R1 |
1,421.75 |
1,421.75 |
1,411.50 |
1,428.00 |
| PP |
1,406.00 |
1,406.00 |
1,406.00 |
1,409.25 |
| S1 |
1,393.50 |
1,393.50 |
1,406.50 |
1,399.75 |
| S2 |
1,377.75 |
1,377.75 |
1,403.75 |
|
| S3 |
1,349.50 |
1,365.25 |
1,401.25 |
|
| S4 |
1,321.25 |
1,337.00 |
1,393.50 |
|
|
| 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 |
1,389.00 |
75.75 |
5.4% |
25.00 |
1.8% |
26% |
False |
False |
1,583,523 |
| 10 |
1,464.75 |
1,389.00 |
75.75 |
5.4% |
17.00 |
1.2% |
26% |
False |
False |
1,226,240 |
| 20 |
1,464.75 |
1,389.00 |
75.75 |
5.4% |
13.75 |
1.0% |
26% |
False |
False |
1,102,472 |
| 40 |
1,464.75 |
1,389.00 |
75.75 |
5.4% |
13.00 |
0.9% |
26% |
False |
False |
1,047,142 |
| 60 |
1,464.75 |
1,389.00 |
75.75 |
5.4% |
12.25 |
0.9% |
26% |
False |
False |
896,821 |
| 80 |
1,464.75 |
1,377.50 |
87.25 |
6.2% |
11.75 |
0.8% |
36% |
False |
False |
673,874 |
| 100 |
1,464.75 |
1,362.75 |
102.00 |
7.2% |
11.50 |
0.8% |
45% |
False |
False |
539,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,538.75 |
|
2.618 |
1,492.75 |
|
1.618 |
1,464.50 |
|
1.000 |
1,447.00 |
|
0.618 |
1,436.25 |
|
HIGH |
1,418.75 |
|
0.618 |
1,408.00 |
|
0.500 |
1,404.50 |
|
0.382 |
1,401.25 |
|
LOW |
1,390.50 |
|
0.618 |
1,373.00 |
|
1.000 |
1,362.25 |
|
1.618 |
1,344.75 |
|
2.618 |
1,316.50 |
|
4.250 |
1,270.50 |
|
|
| Fisher Pivots for day following 28-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,407.50 |
1,424.50 |
| PP |
1,406.00 |
1,419.25 |
| S1 |
1,404.50 |
1,414.00 |
|