| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2007 |
23-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1,845.47 |
1,845.41 |
-0.06 |
0.0% |
1,817.84 |
| High |
1,851.47 |
1,846.77 |
-4.70 |
-0.3% |
1,851.47 |
| Low |
1,832.60 |
1,832.40 |
-0.20 |
0.0% |
1,808.11 |
| Close |
1,846.34 |
1,839.77 |
-6.57 |
-0.4% |
1,839.77 |
| Range |
18.87 |
14.37 |
-4.50 |
-23.8% |
43.36 |
| ATR |
20.66 |
20.21 |
-0.45 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,882.76 |
1,875.63 |
1,847.67 |
|
| R3 |
1,868.39 |
1,861.26 |
1,843.72 |
|
| R2 |
1,854.02 |
1,854.02 |
1,842.40 |
|
| R1 |
1,846.89 |
1,846.89 |
1,841.09 |
1,843.27 |
| PP |
1,839.65 |
1,839.65 |
1,839.65 |
1,837.84 |
| S1 |
1,832.52 |
1,832.52 |
1,838.45 |
1,828.90 |
| S2 |
1,825.28 |
1,825.28 |
1,837.14 |
|
| S3 |
1,810.91 |
1,818.15 |
1,835.82 |
|
| S4 |
1,796.54 |
1,803.78 |
1,831.87 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,963.20 |
1,944.84 |
1,863.62 |
|
| R3 |
1,919.84 |
1,901.48 |
1,851.69 |
|
| R2 |
1,876.48 |
1,876.48 |
1,847.72 |
|
| R1 |
1,858.12 |
1,858.12 |
1,843.74 |
1,867.30 |
| PP |
1,833.12 |
1,833.12 |
1,833.12 |
1,837.71 |
| S1 |
1,814.76 |
1,814.76 |
1,835.80 |
1,823.94 |
| S2 |
1,789.76 |
1,789.76 |
1,831.82 |
|
| S3 |
1,746.40 |
1,771.40 |
1,827.85 |
|
| S4 |
1,703.04 |
1,728.04 |
1,815.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,851.47 |
1,808.11 |
43.36 |
2.4% |
16.90 |
0.9% |
73% |
False |
False |
|
| 10 |
1,851.47 |
1,774.25 |
77.22 |
4.2% |
18.48 |
1.0% |
85% |
False |
False |
|
| 20 |
1,851.47 |
1,763.30 |
88.17 |
4.8% |
18.78 |
1.0% |
87% |
False |
False |
|
| 40 |
1,851.47 |
1,731.71 |
119.76 |
6.5% |
21.19 |
1.2% |
90% |
False |
False |
|
| 60 |
1,851.47 |
1,731.71 |
119.76 |
6.5% |
22.01 |
1.2% |
90% |
False |
False |
|
| 80 |
1,851.47 |
1,693.19 |
158.28 |
8.6% |
21.85 |
1.2% |
93% |
False |
False |
|
| 100 |
1,851.47 |
1,623.07 |
228.40 |
12.4% |
21.63 |
1.2% |
95% |
False |
False |
|
| 120 |
1,851.47 |
1,558.17 |
293.30 |
15.9% |
21.39 |
1.2% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,907.84 |
|
2.618 |
1,884.39 |
|
1.618 |
1,870.02 |
|
1.000 |
1,861.14 |
|
0.618 |
1,855.65 |
|
HIGH |
1,846.77 |
|
0.618 |
1,841.28 |
|
0.500 |
1,839.59 |
|
0.382 |
1,837.89 |
|
LOW |
1,832.40 |
|
0.618 |
1,823.52 |
|
1.000 |
1,818.03 |
|
1.618 |
1,809.15 |
|
2.618 |
1,794.78 |
|
4.250 |
1,771.33 |
|
|