| Trading Metrics calculated at close of trading on 15-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2007 |
15-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
12,792 |
12,866 |
74 |
0.6% |
12,760 |
| High |
12,883 |
12,900 |
17 |
0.1% |
12,830 |
| Low |
12,792 |
12,860 |
68 |
0.5% |
12,700 |
| Close |
12,866 |
12,886 |
20 |
0.2% |
12,717 |
| Range |
91 |
40 |
-51 |
-56.0% |
130 |
| ATR |
69 |
67 |
-2 |
-3.0% |
0 |
| Volume |
101 |
34 |
-67 |
-66.3% |
139 |
|
| Daily Pivots for day following 15-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,002 |
12,984 |
12,908 |
|
| R3 |
12,962 |
12,944 |
12,897 |
|
| R2 |
12,922 |
12,922 |
12,893 |
|
| R1 |
12,904 |
12,904 |
12,890 |
12,913 |
| PP |
12,882 |
12,882 |
12,882 |
12,887 |
| S1 |
12,864 |
12,864 |
12,882 |
12,873 |
| S2 |
12,842 |
12,842 |
12,879 |
|
| S3 |
12,802 |
12,824 |
12,875 |
|
| S4 |
12,762 |
12,784 |
12,864 |
|
|
| Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,139 |
13,058 |
12,789 |
|
| R3 |
13,009 |
12,928 |
12,753 |
|
| R2 |
12,879 |
12,879 |
12,741 |
|
| R1 |
12,798 |
12,798 |
12,729 |
12,774 |
| PP |
12,749 |
12,749 |
12,749 |
12,737 |
| S1 |
12,668 |
12,668 |
12,705 |
12,644 |
| S2 |
12,619 |
12,619 |
12,693 |
|
| S3 |
12,489 |
12,538 |
12,681 |
|
| S4 |
12,359 |
12,408 |
12,646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,900 |
12,674 |
226 |
1.8% |
73 |
0.6% |
94% |
True |
False |
50 |
| 10 |
12,900 |
12,674 |
226 |
1.8% |
56 |
0.4% |
94% |
True |
False |
40 |
| 20 |
12,900 |
12,575 |
325 |
2.5% |
63 |
0.5% |
96% |
True |
False |
43 |
| 40 |
12,900 |
12,522 |
378 |
2.9% |
51 |
0.4% |
96% |
True |
False |
24 |
| 60 |
12,900 |
12,307 |
593 |
4.6% |
39 |
0.3% |
98% |
True |
False |
31 |
| 80 |
12,900 |
12,178 |
722 |
5.6% |
29 |
0.2% |
98% |
True |
False |
23 |
| 100 |
12,900 |
11,818 |
1,082 |
8.4% |
23 |
0.2% |
99% |
True |
False |
18 |
| 120 |
12,900 |
11,530 |
1,370 |
10.6% |
19 |
0.1% |
99% |
True |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,070 |
|
2.618 |
13,005 |
|
1.618 |
12,965 |
|
1.000 |
12,940 |
|
0.618 |
12,925 |
|
HIGH |
12,900 |
|
0.618 |
12,885 |
|
0.500 |
12,880 |
|
0.382 |
12,875 |
|
LOW |
12,860 |
|
0.618 |
12,835 |
|
1.000 |
12,820 |
|
1.618 |
12,795 |
|
2.618 |
12,755 |
|
4.250 |
12,690 |
|
|
| Fisher Pivots for day following 15-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,884 |
12,861 |
| PP |
12,882 |
12,835 |
| S1 |
12,880 |
12,810 |
|