| Trading Metrics calculated at close of trading on 26-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2007 |
26-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1,853.75 |
1,845.75 |
-8.00 |
-0.4% |
1,827.00 |
| High |
1,856.75 |
1,855.50 |
-1.25 |
-0.1% |
1,857.50 |
| Low |
1,837.25 |
1,824.00 |
-13.25 |
-0.7% |
1,813.75 |
| Close |
1,845.00 |
1,837.75 |
-7.25 |
-0.4% |
1,845.00 |
| Range |
19.50 |
31.50 |
12.00 |
61.5% |
43.75 |
| ATR |
22.03 |
22.71 |
0.68 |
3.1% |
0.00 |
| Volume |
332,790 |
289,521 |
-43,269 |
-13.0% |
1,173,332 |
|
| Daily Pivots for day following 26-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,933.50 |
1,917.25 |
1,855.00 |
|
| R3 |
1,902.00 |
1,885.75 |
1,846.50 |
|
| R2 |
1,870.50 |
1,870.50 |
1,843.50 |
|
| R1 |
1,854.25 |
1,854.25 |
1,840.75 |
1,846.50 |
| PP |
1,839.00 |
1,839.00 |
1,839.00 |
1,835.25 |
| S1 |
1,822.75 |
1,822.75 |
1,834.75 |
1,815.00 |
| S2 |
1,807.50 |
1,807.50 |
1,832.00 |
|
| S3 |
1,776.00 |
1,791.25 |
1,829.00 |
|
| S4 |
1,744.50 |
1,759.75 |
1,820.50 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,970.00 |
1,951.25 |
1,869.00 |
|
| R3 |
1,926.25 |
1,907.50 |
1,857.00 |
|
| R2 |
1,882.50 |
1,882.50 |
1,853.00 |
|
| R1 |
1,863.75 |
1,863.75 |
1,849.00 |
1,873.00 |
| PP |
1,838.75 |
1,838.75 |
1,838.75 |
1,843.50 |
| S1 |
1,820.00 |
1,820.00 |
1,841.00 |
1,829.50 |
| S2 |
1,795.00 |
1,795.00 |
1,837.00 |
|
| S3 |
1,751.25 |
1,776.25 |
1,833.00 |
|
| S4 |
1,707.50 |
1,732.50 |
1,821.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,857.50 |
1,813.75 |
43.75 |
2.4% |
23.25 |
1.3% |
55% |
False |
False |
292,570 |
| 10 |
1,857.50 |
1,781.25 |
76.25 |
4.1% |
20.00 |
1.1% |
74% |
False |
False |
317,685 |
| 20 |
1,857.50 |
1,773.50 |
84.00 |
4.6% |
21.25 |
1.2% |
76% |
False |
False |
316,091 |
| 40 |
1,867.75 |
1,747.00 |
120.75 |
6.6% |
24.50 |
1.3% |
75% |
False |
False |
312,141 |
| 60 |
1,867.75 |
1,747.00 |
120.75 |
6.6% |
24.75 |
1.3% |
75% |
False |
False |
265,793 |
| 80 |
1,867.75 |
1,722.75 |
145.00 |
7.9% |
24.00 |
1.3% |
79% |
False |
False |
199,431 |
| 100 |
1,867.75 |
1,658.75 |
209.00 |
11.4% |
23.75 |
1.3% |
86% |
False |
False |
159,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,989.50 |
|
2.618 |
1,938.00 |
|
1.618 |
1,906.50 |
|
1.000 |
1,887.00 |
|
0.618 |
1,875.00 |
|
HIGH |
1,855.50 |
|
0.618 |
1,843.50 |
|
0.500 |
1,839.75 |
|
0.382 |
1,836.00 |
|
LOW |
1,824.00 |
|
0.618 |
1,804.50 |
|
1.000 |
1,792.50 |
|
1.618 |
1,773.00 |
|
2.618 |
1,741.50 |
|
4.250 |
1,690.00 |
|
|
| Fisher Pivots for day following 26-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,839.75 |
1,840.75 |
| PP |
1,839.00 |
1,839.75 |
| S1 |
1,838.50 |
1,838.75 |
|