| Trading Metrics calculated at close of trading on 07-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2007 |
07-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1,805.50 |
1,802.50 |
-3.00 |
-0.2% |
1,781.00 |
| High |
1,810.25 |
1,825.75 |
15.50 |
0.9% |
1,817.00 |
| Low |
1,784.75 |
1,802.50 |
17.75 |
1.0% |
1,773.50 |
| Close |
1,803.50 |
1,823.00 |
19.50 |
1.1% |
1,807.25 |
| Range |
25.50 |
23.25 |
-2.25 |
-8.8% |
43.50 |
| ATR |
24.52 |
24.43 |
-0.09 |
-0.4% |
0.00 |
| Volume |
229,724 |
401,952 |
172,228 |
75.0% |
1,638,431 |
|
| Daily Pivots for day following 07-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,886.75 |
1,878.25 |
1,835.75 |
|
| R3 |
1,863.50 |
1,855.00 |
1,829.50 |
|
| R2 |
1,840.25 |
1,840.25 |
1,827.25 |
|
| R1 |
1,831.75 |
1,831.75 |
1,825.25 |
1,836.00 |
| PP |
1,817.00 |
1,817.00 |
1,817.00 |
1,819.25 |
| S1 |
1,808.50 |
1,808.50 |
1,820.75 |
1,812.75 |
| S2 |
1,793.75 |
1,793.75 |
1,818.75 |
|
| S3 |
1,770.50 |
1,785.25 |
1,816.50 |
|
| S4 |
1,747.25 |
1,762.00 |
1,810.25 |
|
|
| Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,929.75 |
1,912.00 |
1,831.25 |
|
| R3 |
1,886.25 |
1,868.50 |
1,819.25 |
|
| R2 |
1,842.75 |
1,842.75 |
1,815.25 |
|
| R1 |
1,825.00 |
1,825.00 |
1,811.25 |
1,834.00 |
| PP |
1,799.25 |
1,799.25 |
1,799.25 |
1,803.75 |
| S1 |
1,781.50 |
1,781.50 |
1,803.25 |
1,790.50 |
| S2 |
1,755.75 |
1,755.75 |
1,799.25 |
|
| S3 |
1,712.25 |
1,738.00 |
1,795.25 |
|
| S4 |
1,668.75 |
1,694.50 |
1,783.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,825.75 |
1,784.75 |
41.00 |
2.2% |
20.25 |
1.1% |
93% |
True |
False |
318,904 |
| 10 |
1,825.75 |
1,773.00 |
52.75 |
2.9% |
23.25 |
1.3% |
95% |
True |
False |
323,452 |
| 20 |
1,867.75 |
1,773.00 |
94.75 |
5.2% |
24.50 |
1.3% |
53% |
False |
False |
341,828 |
| 40 |
1,867.75 |
1,747.00 |
120.75 |
6.6% |
26.00 |
1.4% |
63% |
False |
False |
302,072 |
| 60 |
1,867.75 |
1,747.00 |
120.75 |
6.6% |
24.25 |
1.3% |
63% |
False |
False |
202,284 |
| 80 |
1,867.75 |
1,722.75 |
145.00 |
8.0% |
24.25 |
1.3% |
69% |
False |
False |
151,748 |
| 100 |
1,867.75 |
1,648.00 |
219.75 |
12.1% |
23.75 |
1.3% |
80% |
False |
False |
121,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,924.50 |
|
2.618 |
1,886.50 |
|
1.618 |
1,863.25 |
|
1.000 |
1,849.00 |
|
0.618 |
1,840.00 |
|
HIGH |
1,825.75 |
|
0.618 |
1,816.75 |
|
0.500 |
1,814.00 |
|
0.382 |
1,811.50 |
|
LOW |
1,802.50 |
|
0.618 |
1,788.25 |
|
1.000 |
1,779.25 |
|
1.618 |
1,765.00 |
|
2.618 |
1,741.75 |
|
4.250 |
1,703.75 |
|
|
| Fisher Pivots for day following 07-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,820.00 |
1,817.00 |
| PP |
1,817.00 |
1,811.25 |
| S1 |
1,814.00 |
1,805.25 |
|