| Trading Metrics calculated at close of trading on 27-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2007 |
27-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
6,428.0 |
6,420.0 |
-8.0 |
-0.1% |
6,439.0 |
| High |
6,448.0 |
6,420.0 |
-28.0 |
-0.4% |
6,458.5 |
| Low |
6,423.0 |
6,269.5 |
-153.5 |
-2.4% |
6,362.5 |
| Close |
6,441.0 |
6,298.0 |
-143.0 |
-2.2% |
6,400.5 |
| Range |
25.0 |
150.5 |
125.5 |
502.0% |
96.0 |
| ATR |
46.4 |
55.4 |
8.9 |
19.2% |
0.0 |
| Volume |
924 |
13,704 |
12,780 |
1,383.1% |
2,144 |
|
| Daily Pivots for day following 27-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,780.5 |
6,690.0 |
6,381.0 |
|
| R3 |
6,630.0 |
6,539.5 |
6,339.5 |
|
| R2 |
6,479.5 |
6,479.5 |
6,325.5 |
|
| R1 |
6,389.0 |
6,389.0 |
6,312.0 |
6,359.0 |
| PP |
6,329.0 |
6,329.0 |
6,329.0 |
6,314.0 |
| S1 |
6,238.5 |
6,238.5 |
6,284.0 |
6,208.5 |
| S2 |
6,178.5 |
6,178.5 |
6,270.5 |
|
| S3 |
6,028.0 |
6,088.0 |
6,256.5 |
|
| S4 |
5,877.5 |
5,937.5 |
6,215.0 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,695.0 |
6,644.0 |
6,453.5 |
|
| R3 |
6,599.0 |
6,548.0 |
6,427.0 |
|
| R2 |
6,503.0 |
6,503.0 |
6,418.0 |
|
| R1 |
6,452.0 |
6,452.0 |
6,409.5 |
6,429.5 |
| PP |
6,407.0 |
6,407.0 |
6,407.0 |
6,396.0 |
| S1 |
6,356.0 |
6,356.0 |
6,391.5 |
6,333.5 |
| S2 |
6,311.0 |
6,311.0 |
6,383.0 |
|
| S3 |
6,215.0 |
6,260.0 |
6,374.0 |
|
| S4 |
6,119.0 |
6,164.0 |
6,347.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,448.0 |
6,269.5 |
178.5 |
2.8% |
66.0 |
1.0% |
16% |
False |
True |
3,313 |
| 10 |
6,458.5 |
6,269.5 |
189.0 |
3.0% |
52.0 |
0.8% |
15% |
False |
True |
1,714 |
| 20 |
6,458.5 |
6,207.0 |
251.5 |
4.0% |
43.0 |
0.7% |
36% |
False |
False |
923 |
| 40 |
6,458.5 |
6,153.5 |
305.0 |
4.8% |
45.0 |
0.7% |
47% |
False |
False |
920 |
| 60 |
6,458.5 |
6,081.0 |
377.5 |
6.0% |
32.5 |
0.5% |
57% |
False |
False |
652 |
| 80 |
6,458.5 |
6,077.0 |
381.5 |
6.1% |
25.5 |
0.4% |
58% |
False |
False |
538 |
| 100 |
6,458.5 |
6,067.5 |
391.0 |
6.2% |
21.0 |
0.3% |
59% |
False |
False |
437 |
| 120 |
6,458.5 |
5,868.0 |
590.5 |
9.4% |
17.5 |
0.3% |
73% |
False |
False |
364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,059.5 |
|
2.618 |
6,814.0 |
|
1.618 |
6,663.5 |
|
1.000 |
6,570.5 |
|
0.618 |
6,513.0 |
|
HIGH |
6,420.0 |
|
0.618 |
6,362.5 |
|
0.500 |
6,345.0 |
|
0.382 |
6,327.0 |
|
LOW |
6,269.5 |
|
0.618 |
6,176.5 |
|
1.000 |
6,119.0 |
|
1.618 |
6,026.0 |
|
2.618 |
5,875.5 |
|
4.250 |
5,630.0 |
|
|
| Fisher Pivots for day following 27-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,345.0 |
6,359.0 |
| PP |
6,329.0 |
6,338.5 |
| S1 |
6,313.5 |
6,318.0 |
|