| Trading Metrics calculated at close of trading on 21-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2007 |
21-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
12,790 |
12,795 |
5 |
0.0% |
12,604 |
| High |
12,816 |
12,802 |
-14 |
-0.1% |
12,803 |
| Low |
12,722 |
12,723 |
1 |
0.0% |
12,561 |
| Close |
12,796 |
12,758 |
-38 |
-0.3% |
12,787 |
| Range |
94 |
79 |
-15 |
-16.0% |
242 |
| ATR |
86 |
85 |
0 |
-0.6% |
0 |
| Volume |
55,326 |
91,004 |
35,678 |
64.5% |
436,220 |
|
| Daily Pivots for day following 21-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,998 |
12,957 |
12,802 |
|
| R3 |
12,919 |
12,878 |
12,780 |
|
| R2 |
12,840 |
12,840 |
12,773 |
|
| R1 |
12,799 |
12,799 |
12,765 |
12,780 |
| PP |
12,761 |
12,761 |
12,761 |
12,752 |
| S1 |
12,720 |
12,720 |
12,751 |
12,701 |
| S2 |
12,682 |
12,682 |
12,744 |
|
| S3 |
12,603 |
12,641 |
12,736 |
|
| S4 |
12,524 |
12,562 |
12,715 |
|
|
| Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,443 |
13,357 |
12,920 |
|
| R3 |
13,201 |
13,115 |
12,854 |
|
| R2 |
12,959 |
12,959 |
12,831 |
|
| R1 |
12,873 |
12,873 |
12,809 |
12,916 |
| PP |
12,717 |
12,717 |
12,717 |
12,739 |
| S1 |
12,631 |
12,631 |
12,765 |
12,674 |
| S2 |
12,475 |
12,475 |
12,743 |
|
| S3 |
12,233 |
12,389 |
12,721 |
|
| S4 |
11,991 |
12,147 |
12,654 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,816 |
12,682 |
134 |
1.1% |
70 |
0.5% |
57% |
False |
False |
80,831 |
| 10 |
12,816 |
12,561 |
255 |
2.0% |
84 |
0.7% |
77% |
False |
False |
91,422 |
| 20 |
12,816 |
12,464 |
352 |
2.8% |
87 |
0.7% |
84% |
False |
False |
95,640 |
| 40 |
12,816 |
12,405 |
411 |
3.2% |
93 |
0.7% |
86% |
False |
False |
92,367 |
| 60 |
12,816 |
12,176 |
640 |
5.0% |
91 |
0.7% |
91% |
False |
False |
78,639 |
| 80 |
12,816 |
12,059 |
757 |
5.9% |
86 |
0.7% |
92% |
False |
False |
58,988 |
| 100 |
12,816 |
11,820 |
996 |
7.8% |
77 |
0.6% |
94% |
False |
False |
47,194 |
| 120 |
12,816 |
11,490 |
1,326 |
10.4% |
68 |
0.5% |
96% |
False |
False |
39,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,138 |
|
2.618 |
13,009 |
|
1.618 |
12,930 |
|
1.000 |
12,881 |
|
0.618 |
12,851 |
|
HIGH |
12,802 |
|
0.618 |
12,772 |
|
0.500 |
12,763 |
|
0.382 |
12,753 |
|
LOW |
12,723 |
|
0.618 |
12,674 |
|
1.000 |
12,644 |
|
1.618 |
12,595 |
|
2.618 |
12,516 |
|
4.250 |
12,387 |
|
|
| Fisher Pivots for day following 21-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,763 |
12,769 |
| PP |
12,761 |
12,765 |
| S1 |
12,760 |
12,762 |
|