| Trading Metrics calculated at close of trading on 16-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2007 |
16-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1,458.6 |
1,459.4 |
0.8 |
0.1% |
1,442.7 |
| High |
1,461.7 |
1,459.7 |
-2.0 |
-0.1% |
1,461.7 |
| Low |
1,456.5 |
1,454.5 |
-2.0 |
-0.1% |
1,435.1 |
| Close |
1,459.6 |
1,458.9 |
-0.7 |
0.0% |
1,458.9 |
| Range |
5.2 |
5.2 |
0.0 |
0.0% |
26.6 |
| ATR |
10.6 |
10.2 |
-0.4 |
-3.6% |
0.0 |
| Volume |
33,180 |
21,964 |
-11,216 |
-33.8% |
145,135 |
|
| Daily Pivots for day following 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,473.3 |
1,471.3 |
1,461.8 |
|
| R3 |
1,468.1 |
1,466.1 |
1,460.3 |
|
| R2 |
1,462.9 |
1,462.9 |
1,459.9 |
|
| R1 |
1,460.9 |
1,460.9 |
1,459.4 |
1,459.3 |
| PP |
1,457.7 |
1,457.7 |
1,457.7 |
1,456.9 |
| S1 |
1,455.7 |
1,455.7 |
1,458.4 |
1,454.1 |
| S2 |
1,452.5 |
1,452.5 |
1,457.9 |
|
| S3 |
1,447.3 |
1,450.5 |
1,457.5 |
|
| S4 |
1,442.1 |
1,445.3 |
1,456.0 |
|
|
| Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,531.7 |
1,521.9 |
1,473.5 |
|
| R3 |
1,505.1 |
1,495.3 |
1,466.2 |
|
| R2 |
1,478.5 |
1,478.5 |
1,463.8 |
|
| R1 |
1,468.7 |
1,468.7 |
1,461.3 |
1,473.6 |
| PP |
1,451.9 |
1,451.9 |
1,451.9 |
1,454.4 |
| S1 |
1,442.1 |
1,442.1 |
1,456.5 |
1,447.0 |
| S2 |
1,425.3 |
1,425.3 |
1,454.0 |
|
| S3 |
1,398.7 |
1,415.5 |
1,451.6 |
|
| S4 |
1,372.1 |
1,388.9 |
1,444.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,461.7 |
1,435.1 |
26.6 |
1.8% |
8.9 |
0.6% |
89% |
False |
False |
29,027 |
| 10 |
1,461.7 |
1,435.1 |
26.6 |
1.8% |
9.4 |
0.6% |
89% |
False |
False |
26,134 |
| 20 |
1,461.7 |
1,421.8 |
39.9 |
2.7% |
10.5 |
0.7% |
93% |
False |
False |
30,138 |
| 40 |
1,461.7 |
1,412.2 |
49.5 |
3.4% |
11.0 |
0.8% |
94% |
False |
False |
28,586 |
| 60 |
1,461.7 |
1,392.0 |
69.7 |
4.8% |
10.6 |
0.7% |
96% |
False |
False |
35,569 |
| 80 |
1,461.7 |
1,377.5 |
84.2 |
5.8% |
10.1 |
0.7% |
97% |
False |
False |
27,163 |
| 100 |
1,461.7 |
1,332.0 |
129.7 |
8.9% |
9.5 |
0.7% |
98% |
False |
False |
21,801 |
| 120 |
1,461.7 |
1,316.9 |
144.8 |
9.9% |
8.3 |
0.6% |
98% |
False |
False |
18,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,481.8 |
|
2.618 |
1,473.3 |
|
1.618 |
1,468.1 |
|
1.000 |
1,464.9 |
|
0.618 |
1,462.9 |
|
HIGH |
1,459.7 |
|
0.618 |
1,457.7 |
|
0.500 |
1,457.1 |
|
0.382 |
1,456.5 |
|
LOW |
1,454.5 |
|
0.618 |
1,451.3 |
|
1.000 |
1,449.3 |
|
1.618 |
1,446.1 |
|
2.618 |
1,440.9 |
|
4.250 |
1,432.4 |
|
|
| Fisher Pivots for day following 16-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,458.3 |
1,457.7 |
| PP |
1,457.7 |
1,456.5 |
| S1 |
1,457.1 |
1,455.3 |
|