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 |
1,459.50 |
1,458.50 |
-1.00 |
-0.1% |
1,442.75 |
High |
1,459.75 |
1,464.00 |
4.25 |
0.3% |
1,461.75 |
Low |
1,454.50 |
1,452.25 |
-2.25 |
-0.2% |
1,435.00 |
Close |
1,459.00 |
1,461.75 |
2.75 |
0.2% |
1,459.00 |
Range |
5.25 |
11.75 |
6.50 |
123.8% |
26.75 |
ATR |
10.47 |
10.56 |
0.09 |
0.9% |
0.00 |
Volume |
713,126 |
670,085 |
-43,041 |
-6.0% |
5,104,986 |
|
Daily Pivots for day following 20-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,494.50 |
1,490.00 |
1,468.25 |
|
R3 |
1,482.75 |
1,478.25 |
1,465.00 |
|
R2 |
1,471.00 |
1,471.00 |
1,464.00 |
|
R1 |
1,466.50 |
1,466.50 |
1,462.75 |
1,468.75 |
PP |
1,459.25 |
1,459.25 |
1,459.25 |
1,460.50 |
S1 |
1,454.75 |
1,454.75 |
1,460.75 |
1,457.00 |
S2 |
1,447.50 |
1,447.50 |
1,459.50 |
|
S3 |
1,435.75 |
1,443.00 |
1,458.50 |
|
S4 |
1,424.00 |
1,431.25 |
1,455.25 |
|
|
Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,532.25 |
1,522.25 |
1,473.75 |
|
R3 |
1,505.50 |
1,495.50 |
1,466.25 |
|
R2 |
1,478.75 |
1,478.75 |
1,464.00 |
|
R1 |
1,468.75 |
1,468.75 |
1,461.50 |
1,473.75 |
PP |
1,452.00 |
1,452.00 |
1,452.00 |
1,454.50 |
S1 |
1,442.00 |
1,442.00 |
1,456.50 |
1,447.00 |
S2 |
1,425.25 |
1,425.25 |
1,454.00 |
|
S3 |
1,398.50 |
1,415.25 |
1,451.75 |
|
S4 |
1,371.75 |
1,388.50 |
1,444.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,464.00 |
1,437.50 |
26.50 |
1.8% |
9.50 |
0.6% |
92% |
True |
False |
872,856 |
10 |
1,464.00 |
1,435.00 |
29.00 |
2.0% |
10.25 |
0.7% |
92% |
True |
False |
908,873 |
20 |
1,464.00 |
1,422.00 |
42.00 |
2.9% |
10.75 |
0.7% |
95% |
True |
False |
997,699 |
40 |
1,464.00 |
1,412.25 |
51.75 |
3.5% |
11.25 |
0.8% |
96% |
True |
False |
911,227 |
60 |
1,464.00 |
1,390.25 |
73.75 |
5.0% |
11.25 |
0.8% |
97% |
True |
False |
750,306 |
80 |
1,464.00 |
1,377.50 |
86.50 |
5.9% |
11.00 |
0.8% |
97% |
True |
False |
563,397 |
100 |
1,464.00 |
1,347.50 |
116.50 |
8.0% |
10.75 |
0.7% |
98% |
True |
False |
450,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,514.00 |
2.618 |
1,494.75 |
1.618 |
1,483.00 |
1.000 |
1,475.75 |
0.618 |
1,471.25 |
HIGH |
1,464.00 |
0.618 |
1,459.50 |
0.500 |
1,458.00 |
0.382 |
1,456.75 |
LOW |
1,452.25 |
0.618 |
1,445.00 |
1.000 |
1,440.50 |
1.618 |
1,433.25 |
2.618 |
1,421.50 |
4.250 |
1,402.25 |
|
|
Fisher Pivots for day following 20-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,460.50 |
1,460.50 |
PP |
1,459.25 |
1,459.25 |
S1 |
1,458.00 |
1,458.00 |
|