| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2007 |
23-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1,473.50 |
1,472.25 |
-1.25 |
-0.1% |
1,473.00 |
| High |
1,477.75 |
1,472.50 |
-5.25 |
-0.4% |
1,477.75 |
| Low |
1,466.25 |
1,464.00 |
-2.25 |
-0.2% |
1,464.00 |
| Close |
1,472.50 |
1,467.00 |
-5.50 |
-0.4% |
1,467.00 |
| Range |
11.50 |
8.50 |
-3.00 |
-26.1% |
13.75 |
| ATR |
9.64 |
9.56 |
-0.08 |
-0.8% |
0.00 |
| Volume |
4,393 |
17,012 |
12,619 |
287.3% |
24,724 |
|
| Daily Pivots for day following 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,493.25 |
1,488.75 |
1,471.75 |
|
| R3 |
1,484.75 |
1,480.25 |
1,469.25 |
|
| R2 |
1,476.25 |
1,476.25 |
1,468.50 |
|
| R1 |
1,471.75 |
1,471.75 |
1,467.75 |
1,469.75 |
| PP |
1,467.75 |
1,467.75 |
1,467.75 |
1,467.00 |
| S1 |
1,463.25 |
1,463.25 |
1,466.25 |
1,461.25 |
| S2 |
1,459.25 |
1,459.25 |
1,465.50 |
|
| S3 |
1,450.75 |
1,454.75 |
1,464.75 |
|
| S4 |
1,442.25 |
1,446.25 |
1,462.25 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,510.75 |
1,502.75 |
1,474.50 |
|
| R3 |
1,497.00 |
1,489.00 |
1,470.75 |
|
| R2 |
1,483.25 |
1,483.25 |
1,469.50 |
|
| R1 |
1,475.25 |
1,475.25 |
1,468.25 |
1,472.50 |
| PP |
1,469.50 |
1,469.50 |
1,469.50 |
1,468.25 |
| S1 |
1,461.50 |
1,461.50 |
1,465.75 |
1,458.50 |
| S2 |
1,455.75 |
1,455.75 |
1,464.50 |
|
| S3 |
1,442.00 |
1,447.75 |
1,463.25 |
|
| S4 |
1,428.25 |
1,434.00 |
1,459.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,477.75 |
1,464.00 |
13.75 |
0.9% |
8.50 |
0.6% |
22% |
False |
True |
4,944 |
| 10 |
1,477.75 |
1,448.50 |
29.25 |
2.0% |
8.50 |
0.6% |
63% |
False |
False |
3,735 |
| 20 |
1,477.75 |
1,436.75 |
41.00 |
2.8% |
9.25 |
0.6% |
74% |
False |
False |
2,847 |
| 40 |
1,477.75 |
1,425.25 |
52.50 |
3.6% |
10.50 |
0.7% |
80% |
False |
False |
2,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,508.50 |
|
2.618 |
1,494.75 |
|
1.618 |
1,486.25 |
|
1.000 |
1,481.00 |
|
0.618 |
1,477.75 |
|
HIGH |
1,472.50 |
|
0.618 |
1,469.25 |
|
0.500 |
1,468.25 |
|
0.382 |
1,467.25 |
|
LOW |
1,464.00 |
|
0.618 |
1,458.75 |
|
1.000 |
1,455.50 |
|
1.618 |
1,450.25 |
|
2.618 |
1,441.75 |
|
4.250 |
1,428.00 |
|
|