| Trading Metrics calculated at close of trading on 20-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2007 |
20-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1,459.4 |
1,458.6 |
-0.8 |
-0.1% |
1,442.7 |
| High |
1,459.7 |
1,463.7 |
4.0 |
0.3% |
1,461.7 |
| Low |
1,454.5 |
1,452.2 |
-2.3 |
-0.2% |
1,435.1 |
| Close |
1,458.9 |
1,461.8 |
2.9 |
0.2% |
1,458.9 |
| Range |
5.2 |
11.5 |
6.3 |
121.2% |
26.6 |
| ATR |
10.2 |
10.3 |
0.1 |
0.9% |
0.0 |
| Volume |
21,964 |
24,728 |
2,764 |
12.6% |
145,135 |
|
| Daily Pivots for day following 20-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,493.7 |
1,489.3 |
1,468.1 |
|
| R3 |
1,482.2 |
1,477.8 |
1,465.0 |
|
| R2 |
1,470.7 |
1,470.7 |
1,463.9 |
|
| R1 |
1,466.3 |
1,466.3 |
1,462.9 |
1,468.5 |
| PP |
1,459.2 |
1,459.2 |
1,459.2 |
1,460.4 |
| S1 |
1,454.8 |
1,454.8 |
1,460.7 |
1,457.0 |
| S2 |
1,447.7 |
1,447.7 |
1,459.7 |
|
| S3 |
1,436.2 |
1,443.3 |
1,458.6 |
|
| S4 |
1,424.7 |
1,431.8 |
1,455.5 |
|
|
| 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 |
1,463.7 |
1,437.6 |
26.1 |
1.8% |
9.3 |
0.6% |
93% |
True |
False |
25,897 |
| 10 |
1,463.7 |
1,435.1 |
28.6 |
2.0% |
10.0 |
0.7% |
93% |
True |
False |
25,916 |
| 20 |
1,463.7 |
1,421.8 |
41.9 |
2.9% |
10.5 |
0.7% |
95% |
True |
False |
29,951 |
| 40 |
1,463.7 |
1,412.2 |
51.5 |
3.5% |
11.0 |
0.8% |
96% |
True |
False |
28,518 |
| 60 |
1,463.7 |
1,392.0 |
71.7 |
4.9% |
10.7 |
0.7% |
97% |
True |
False |
35,931 |
| 80 |
1,463.7 |
1,377.5 |
86.2 |
5.9% |
10.1 |
0.7% |
98% |
True |
False |
27,459 |
| 100 |
1,463.7 |
1,348.0 |
115.7 |
7.9% |
9.4 |
0.6% |
98% |
True |
False |
22,048 |
| 120 |
1,463.7 |
1,316.9 |
146.8 |
10.0% |
8.4 |
0.6% |
99% |
True |
False |
18,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,512.6 |
|
2.618 |
1,493.8 |
|
1.618 |
1,482.3 |
|
1.000 |
1,475.2 |
|
0.618 |
1,470.8 |
|
HIGH |
1,463.7 |
|
0.618 |
1,459.3 |
|
0.500 |
1,458.0 |
|
0.382 |
1,456.6 |
|
LOW |
1,452.2 |
|
0.618 |
1,445.1 |
|
1.000 |
1,440.7 |
|
1.618 |
1,433.6 |
|
2.618 |
1,422.1 |
|
4.250 |
1,403.3 |
|
|
| Fisher Pivots for day following 20-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,460.5 |
1,460.5 |
| PP |
1,459.2 |
1,459.2 |
| S1 |
1,458.0 |
1,458.0 |
|