| 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 |
1,461.7 |
1,460.3 |
-1.4 |
-0.1% |
1,442.7 |
| High |
1,462.8 |
1,464.5 |
1.7 |
0.1% |
1,461.7 |
| Low |
1,454.5 |
1,452.7 |
-1.8 |
-0.1% |
1,435.1 |
| Close |
1,460.4 |
1,459.2 |
-1.2 |
-0.1% |
1,458.9 |
| Range |
8.3 |
11.8 |
3.5 |
42.2% |
26.6 |
| ATR |
10.2 |
10.3 |
0.1 |
1.1% |
0.0 |
| Volume |
33,547 |
30,342 |
-3,205 |
-9.6% |
145,135 |
|
| Daily Pivots for day following 22-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,494.2 |
1,488.5 |
1,465.7 |
|
| R3 |
1,482.4 |
1,476.7 |
1,462.4 |
|
| R2 |
1,470.6 |
1,470.6 |
1,461.4 |
|
| R1 |
1,464.9 |
1,464.9 |
1,460.3 |
1,461.9 |
| PP |
1,458.8 |
1,458.8 |
1,458.8 |
1,457.3 |
| S1 |
1,453.1 |
1,453.1 |
1,458.1 |
1,450.1 |
| S2 |
1,447.0 |
1,447.0 |
1,457.0 |
|
| S3 |
1,435.2 |
1,441.3 |
1,456.0 |
|
| S4 |
1,423.4 |
1,429.5 |
1,452.7 |
|
|
| 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 |
1,464.5 |
1,452.2 |
12.3 |
0.8% |
8.4 |
0.6% |
57% |
True |
False |
28,752 |
| 10 |
1,464.5 |
1,435.1 |
29.4 |
2.0% |
10.5 |
0.7% |
82% |
True |
False |
28,140 |
| 20 |
1,464.5 |
1,421.8 |
42.7 |
2.9% |
10.4 |
0.7% |
88% |
True |
False |
30,235 |
| 40 |
1,464.5 |
1,412.2 |
52.3 |
3.6% |
11.0 |
0.8% |
90% |
True |
False |
28,677 |
| 60 |
1,464.5 |
1,392.0 |
72.5 |
5.0% |
10.9 |
0.7% |
93% |
True |
False |
36,735 |
| 80 |
1,464.5 |
1,377.5 |
87.0 |
6.0% |
10.1 |
0.7% |
94% |
True |
False |
28,234 |
| 100 |
1,464.5 |
1,348.0 |
116.5 |
8.0% |
9.5 |
0.7% |
95% |
True |
False |
22,687 |
| 120 |
1,464.5 |
1,316.9 |
147.6 |
10.1% |
8.6 |
0.6% |
96% |
True |
False |
18,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,514.7 |
|
2.618 |
1,495.4 |
|
1.618 |
1,483.6 |
|
1.000 |
1,476.3 |
|
0.618 |
1,471.8 |
|
HIGH |
1,464.5 |
|
0.618 |
1,460.0 |
|
0.500 |
1,458.6 |
|
0.382 |
1,457.2 |
|
LOW |
1,452.7 |
|
0.618 |
1,445.4 |
|
1.000 |
1,440.9 |
|
1.618 |
1,433.6 |
|
2.618 |
1,421.8 |
|
4.250 |
1,402.6 |
|
|
| Fisher Pivots for day following 22-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,459.0 |
1,458.9 |
| PP |
1,458.8 |
1,458.6 |
| S1 |
1,458.6 |
1,458.4 |
|