Trading Metrics calculated at close of trading on 27-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2007 |
27-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,454.00 |
1,452.75 |
-1.25 |
-0.1% |
1,458.50 |
High |
1,459.75 |
1,452.75 |
-7.00 |
-0.5% |
1,464.75 |
Low |
1,447.75 |
1,389.00 |
-58.75 |
-4.1% |
1,450.50 |
Close |
1,452.50 |
1,395.25 |
-57.25 |
-3.9% |
1,453.75 |
Range |
12.00 |
63.75 |
51.75 |
431.3% |
14.25 |
ATR |
10.53 |
14.33 |
3.80 |
36.1% |
0.00 |
Volume |
1,060,452 |
1,197,313 |
136,861 |
12.9% |
3,723,766 |
|
Daily Pivots for day following 27-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,603.50 |
1,563.25 |
1,430.25 |
|
R3 |
1,539.75 |
1,499.50 |
1,412.75 |
|
R2 |
1,476.00 |
1,476.00 |
1,407.00 |
|
R1 |
1,435.75 |
1,435.75 |
1,401.00 |
1,424.00 |
PP |
1,412.25 |
1,412.25 |
1,412.25 |
1,406.50 |
S1 |
1,372.00 |
1,372.00 |
1,389.50 |
1,360.25 |
S2 |
1,348.50 |
1,348.50 |
1,383.50 |
|
S3 |
1,284.75 |
1,308.25 |
1,377.75 |
|
S4 |
1,221.00 |
1,244.50 |
1,360.25 |
|
|
Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,499.00 |
1,490.75 |
1,461.50 |
|
R3 |
1,484.75 |
1,476.50 |
1,457.75 |
|
R2 |
1,470.50 |
1,470.50 |
1,456.25 |
|
R1 |
1,462.25 |
1,462.25 |
1,455.00 |
1,459.25 |
PP |
1,456.25 |
1,456.25 |
1,456.25 |
1,455.00 |
S1 |
1,448.00 |
1,448.00 |
1,452.50 |
1,445.00 |
S2 |
1,442.00 |
1,442.00 |
1,451.25 |
|
S3 |
1,427.75 |
1,433.75 |
1,449.75 |
|
S4 |
1,413.50 |
1,419.50 |
1,446.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,464.75 |
1,389.00 |
75.75 |
5.4% |
21.00 |
1.5% |
8% |
False |
True |
1,062,289 |
10 |
1,464.75 |
1,389.00 |
75.75 |
5.4% |
15.25 |
1.1% |
8% |
False |
True |
967,572 |
20 |
1,464.75 |
1,389.00 |
75.75 |
5.4% |
12.75 |
0.9% |
8% |
False |
True |
972,949 |
40 |
1,464.75 |
1,389.00 |
75.75 |
5.4% |
12.50 |
0.9% |
8% |
False |
True |
969,529 |
60 |
1,464.75 |
1,389.00 |
75.75 |
5.4% |
12.00 |
0.9% |
8% |
False |
True |
838,196 |
80 |
1,464.75 |
1,377.50 |
87.25 |
6.3% |
11.75 |
0.8% |
20% |
False |
False |
629,725 |
100 |
1,464.75 |
1,351.00 |
113.75 |
8.2% |
11.50 |
0.8% |
39% |
False |
False |
503,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,723.75 |
2.618 |
1,619.75 |
1.618 |
1,556.00 |
1.000 |
1,516.50 |
0.618 |
1,492.25 |
HIGH |
1,452.75 |
0.618 |
1,428.50 |
0.500 |
1,421.00 |
0.382 |
1,413.25 |
LOW |
1,389.00 |
0.618 |
1,349.50 |
1.000 |
1,325.25 |
1.618 |
1,285.75 |
2.618 |
1,222.00 |
4.250 |
1,118.00 |
|
|
Fisher Pivots for day following 27-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,421.00 |
1,424.50 |
PP |
1,412.25 |
1,414.75 |
S1 |
1,403.75 |
1,405.00 |
|