| Trading Metrics calculated at close of trading on 08-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2007 |
08-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1,453.2 |
1,455.4 |
2.2 |
0.2% |
1,427.8 |
| High |
1,457.7 |
1,455.7 |
-2.0 |
-0.1% |
1,454.7 |
| Low |
1,450.6 |
1,446.8 |
-3.8 |
-0.3% |
1,423.3 |
| Close |
1,455.7 |
1,453.9 |
-1.8 |
-0.1% |
1,453.1 |
| Range |
7.1 |
8.9 |
1.8 |
25.4% |
31.4 |
| ATR |
10.4 |
10.3 |
-0.1 |
-1.0% |
0.0 |
| Volume |
21,953 |
24,730 |
2,777 |
12.6% |
187,605 |
|
| Daily Pivots for day following 08-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,478.8 |
1,475.3 |
1,458.8 |
|
| R3 |
1,469.9 |
1,466.4 |
1,456.3 |
|
| R2 |
1,461.0 |
1,461.0 |
1,455.5 |
|
| R1 |
1,457.5 |
1,457.5 |
1,454.7 |
1,454.8 |
| PP |
1,452.1 |
1,452.1 |
1,452.1 |
1,450.8 |
| S1 |
1,448.6 |
1,448.6 |
1,453.1 |
1,445.9 |
| S2 |
1,443.2 |
1,443.2 |
1,452.3 |
|
| S3 |
1,434.3 |
1,439.7 |
1,451.5 |
|
| S4 |
1,425.4 |
1,430.8 |
1,449.0 |
|
|
| Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,537.9 |
1,526.9 |
1,470.4 |
|
| R3 |
1,506.5 |
1,495.5 |
1,461.7 |
|
| R2 |
1,475.1 |
1,475.1 |
1,458.9 |
|
| R1 |
1,464.1 |
1,464.1 |
1,456.0 |
1,469.6 |
| PP |
1,443.7 |
1,443.7 |
1,443.7 |
1,446.5 |
| S1 |
1,432.7 |
1,432.7 |
1,450.2 |
1,438.2 |
| S2 |
1,412.3 |
1,412.3 |
1,447.3 |
|
| S3 |
1,380.9 |
1,401.3 |
1,444.5 |
|
| S4 |
1,349.5 |
1,369.9 |
1,435.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,457.7 |
1,446.8 |
10.9 |
0.7% |
7.1 |
0.5% |
65% |
False |
True |
26,864 |
| 10 |
1,457.7 |
1,421.8 |
35.9 |
2.5% |
9.3 |
0.6% |
89% |
False |
False |
31,673 |
| 20 |
1,457.7 |
1,420.8 |
36.9 |
2.5% |
10.4 |
0.7% |
90% |
False |
False |
31,163 |
| 40 |
1,457.7 |
1,412.2 |
45.5 |
3.1% |
10.9 |
0.7% |
92% |
False |
False |
37,525 |
| 60 |
1,457.7 |
1,392.0 |
65.7 |
4.5% |
10.3 |
0.7% |
94% |
False |
False |
33,047 |
| 80 |
1,457.7 |
1,377.5 |
80.2 |
5.5% |
9.8 |
0.7% |
95% |
False |
False |
25,146 |
| 100 |
1,457.7 |
1,332.0 |
125.7 |
8.6% |
9.2 |
0.6% |
97% |
False |
False |
20,123 |
| 120 |
1,457.7 |
1,316.9 |
140.8 |
9.7% |
7.8 |
0.5% |
97% |
False |
False |
16,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,493.5 |
|
2.618 |
1,479.0 |
|
1.618 |
1,470.1 |
|
1.000 |
1,464.6 |
|
0.618 |
1,461.2 |
|
HIGH |
1,455.7 |
|
0.618 |
1,452.3 |
|
0.500 |
1,451.3 |
|
0.382 |
1,450.2 |
|
LOW |
1,446.8 |
|
0.618 |
1,441.3 |
|
1.000 |
1,437.9 |
|
1.618 |
1,432.4 |
|
2.618 |
1,423.5 |
|
4.250 |
1,409.0 |
|
|
| Fisher Pivots for day following 08-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,453.0 |
1,453.4 |
| PP |
1,452.1 |
1,452.8 |
| S1 |
1,451.3 |
1,452.3 |
|