| Trading Metrics calculated at close of trading on 14-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2007 |
14-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
12,549.19 |
12,651.29 |
102.10 |
0.8% |
12,653.41 |
| High |
12,658.22 |
12,759.40 |
101.18 |
0.8% |
12,700.28 |
| Low |
12,549.19 |
12,651.21 |
102.02 |
0.8% |
12,545.10 |
| Close |
12,654.85 |
12,741.86 |
87.01 |
0.7% |
12,580.83 |
| Range |
109.03 |
108.19 |
-0.84 |
-0.8% |
155.18 |
| ATR |
86.56 |
88.10 |
1.55 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,042.06 |
13,000.15 |
12,801.36 |
|
| R3 |
12,933.87 |
12,891.96 |
12,771.61 |
|
| R2 |
12,825.68 |
12,825.68 |
12,761.69 |
|
| R1 |
12,783.77 |
12,783.77 |
12,751.78 |
12,804.73 |
| PP |
12,717.49 |
12,717.49 |
12,717.49 |
12,727.97 |
| S1 |
12,675.58 |
12,675.58 |
12,731.94 |
12,696.54 |
| S2 |
12,609.30 |
12,609.30 |
12,722.03 |
|
| S3 |
12,501.11 |
12,567.39 |
12,712.11 |
|
| S4 |
12,392.92 |
12,459.20 |
12,682.36 |
|
|
| Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,074.28 |
12,982.73 |
12,666.18 |
|
| R3 |
12,919.10 |
12,827.55 |
12,623.50 |
|
| R2 |
12,763.92 |
12,763.92 |
12,609.28 |
|
| R1 |
12,672.37 |
12,672.37 |
12,595.05 |
12,640.56 |
| PP |
12,608.74 |
12,608.74 |
12,608.74 |
12,592.83 |
| S1 |
12,517.19 |
12,517.19 |
12,566.61 |
12,485.38 |
| S2 |
12,453.56 |
12,453.56 |
12,552.38 |
|
| S3 |
12,298.38 |
12,362.01 |
12,538.16 |
|
| S4 |
12,143.20 |
12,206.83 |
12,495.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,759.40 |
12,536.21 |
223.19 |
1.8% |
101.81 |
0.8% |
92% |
True |
False |
|
| 10 |
12,759.40 |
12,536.21 |
223.19 |
1.8% |
78.89 |
0.6% |
92% |
True |
False |
|
| 20 |
12,759.40 |
12,431.34 |
328.06 |
2.6% |
87.59 |
0.7% |
95% |
True |
False |
|
| 40 |
12,759.40 |
12,337.05 |
422.35 |
3.3% |
87.12 |
0.7% |
96% |
True |
False |
|
| 60 |
12,759.40 |
12,072.60 |
686.80 |
5.4% |
86.64 |
0.7% |
97% |
True |
False |
|
| 80 |
12,759.40 |
11,941.94 |
817.46 |
6.4% |
87.53 |
0.7% |
98% |
True |
False |
|
| 100 |
12,759.40 |
11,474.56 |
1,284.84 |
10.1% |
86.41 |
0.7% |
99% |
True |
False |
|
| 120 |
12,759.40 |
11,260.28 |
1,499.12 |
11.8% |
84.74 |
0.7% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,219.21 |
|
2.618 |
13,042.64 |
|
1.618 |
12,934.45 |
|
1.000 |
12,867.59 |
|
0.618 |
12,826.26 |
|
HIGH |
12,759.40 |
|
0.618 |
12,718.07 |
|
0.500 |
12,705.31 |
|
0.382 |
12,692.54 |
|
LOW |
12,651.21 |
|
0.618 |
12,584.35 |
|
1.000 |
12,543.02 |
|
1.618 |
12,476.16 |
|
2.618 |
12,367.97 |
|
4.250 |
12,191.40 |
|
|
| Fisher Pivots for day following 14-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,729.68 |
12,710.51 |
| PP |
12,717.49 |
12,679.16 |
| S1 |
12,705.31 |
12,647.81 |
|