| Trading Metrics calculated at close of trading on 22-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2007 |
22-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
12,782.87 |
12,735.77 |
-47.10 |
-0.4% |
12,580.11 |
| High |
12,782.87 |
12,763.73 |
-19.14 |
-0.1% |
12,779.03 |
| Low |
12,707.17 |
12,650.61 |
-56.56 |
-0.4% |
12,536.21 |
| Close |
12,738.41 |
12,686.02 |
-52.39 |
-0.4% |
12,767.57 |
| Range |
75.70 |
113.12 |
37.42 |
49.4% |
242.82 |
| ATR |
81.66 |
83.90 |
2.25 |
2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,039.48 |
12,975.87 |
12,748.24 |
|
| R3 |
12,926.36 |
12,862.75 |
12,717.13 |
|
| R2 |
12,813.24 |
12,813.24 |
12,706.76 |
|
| R1 |
12,749.63 |
12,749.63 |
12,696.39 |
12,724.88 |
| PP |
12,700.12 |
12,700.12 |
12,700.12 |
12,687.74 |
| S1 |
12,636.51 |
12,636.51 |
12,675.65 |
12,611.76 |
| S2 |
12,587.00 |
12,587.00 |
12,665.28 |
|
| S3 |
12,473.88 |
12,523.39 |
12,654.91 |
|
| S4 |
12,360.76 |
12,410.27 |
12,623.80 |
|
|
| Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,422.73 |
13,337.97 |
12,901.12 |
|
| R3 |
13,179.91 |
13,095.15 |
12,834.35 |
|
| R2 |
12,937.09 |
12,937.09 |
12,812.09 |
|
| R1 |
12,852.33 |
12,852.33 |
12,789.83 |
12,894.71 |
| PP |
12,694.27 |
12,694.27 |
12,694.27 |
12,715.46 |
| S1 |
12,609.51 |
12,609.51 |
12,745.31 |
12,651.89 |
| S2 |
12,451.45 |
12,451.45 |
12,723.05 |
|
| S3 |
12,208.63 |
12,366.69 |
12,700.79 |
|
| S4 |
11,965.81 |
12,123.87 |
12,634.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,795.93 |
12,650.61 |
145.32 |
1.1% |
71.11 |
0.6% |
24% |
False |
True |
|
| 10 |
12,795.93 |
12,536.21 |
259.72 |
2.0% |
86.46 |
0.7% |
58% |
False |
False |
|
| 20 |
12,795.93 |
12,431.34 |
364.59 |
2.9% |
83.98 |
0.7% |
70% |
False |
False |
|
| 40 |
12,795.93 |
12,337.05 |
458.88 |
3.6% |
87.15 |
0.7% |
76% |
False |
False |
|
| 60 |
12,795.93 |
12,072.60 |
723.33 |
5.7% |
87.64 |
0.7% |
85% |
False |
False |
|
| 80 |
12,795.93 |
11,965.31 |
830.62 |
6.5% |
86.45 |
0.7% |
87% |
False |
False |
|
| 100 |
12,795.93 |
11,653.06 |
1,142.87 |
9.0% |
85.15 |
0.7% |
90% |
False |
False |
|
| 120 |
12,795.93 |
11,323.84 |
1,472.09 |
11.6% |
84.21 |
0.7% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,244.49 |
|
2.618 |
13,059.88 |
|
1.618 |
12,946.76 |
|
1.000 |
12,876.85 |
|
0.618 |
12,833.64 |
|
HIGH |
12,763.73 |
|
0.618 |
12,720.52 |
|
0.500 |
12,707.17 |
|
0.382 |
12,693.82 |
|
LOW |
12,650.61 |
|
0.618 |
12,580.70 |
|
1.000 |
12,537.49 |
|
1.618 |
12,467.58 |
|
2.618 |
12,354.46 |
|
4.250 |
12,169.85 |
|
|
| Fisher Pivots for day following 22-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,707.17 |
12,723.27 |
| PP |
12,700.12 |
12,710.85 |
| S1 |
12,693.07 |
12,698.44 |
|