Trading Metrics calculated at close of trading on 14-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2007 |
14-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,720 |
12,792 |
72 |
0.6% |
12,760 |
High |
12,790 |
12,883 |
93 |
0.7% |
12,830 |
Low |
12,720 |
12,792 |
72 |
0.6% |
12,700 |
Close |
12,789 |
12,866 |
77 |
0.6% |
12,717 |
Range |
70 |
91 |
21 |
30.0% |
130 |
ATR |
67 |
69 |
2 |
2.8% |
0 |
Volume |
47 |
101 |
54 |
114.9% |
139 |
|
Daily Pivots for day following 14-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,120 |
13,084 |
12,916 |
|
R3 |
13,029 |
12,993 |
12,891 |
|
R2 |
12,938 |
12,938 |
12,883 |
|
R1 |
12,902 |
12,902 |
12,874 |
12,920 |
PP |
12,847 |
12,847 |
12,847 |
12,856 |
S1 |
12,811 |
12,811 |
12,858 |
12,829 |
S2 |
12,756 |
12,756 |
12,849 |
|
S3 |
12,665 |
12,720 |
12,841 |
|
S4 |
12,574 |
12,629 |
12,816 |
|
|
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 |
12,883 |
12,674 |
209 |
1.6% |
77 |
0.6% |
92% |
True |
False |
54 |
10 |
12,883 |
12,674 |
209 |
1.6% |
56 |
0.4% |
92% |
True |
False |
38 |
20 |
12,883 |
12,575 |
308 |
2.4% |
65 |
0.5% |
94% |
True |
False |
42 |
40 |
12,883 |
12,522 |
361 |
2.8% |
50 |
0.4% |
95% |
True |
False |
24 |
60 |
12,883 |
12,307 |
576 |
4.5% |
38 |
0.3% |
97% |
True |
False |
30 |
80 |
12,883 |
12,178 |
705 |
5.5% |
28 |
0.2% |
98% |
True |
False |
23 |
100 |
12,883 |
11,763 |
1,120 |
8.7% |
23 |
0.2% |
98% |
True |
False |
18 |
120 |
12,883 |
11,523 |
1,360 |
10.6% |
19 |
0.1% |
99% |
True |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,270 |
2.618 |
13,121 |
1.618 |
13,030 |
1.000 |
12,974 |
0.618 |
12,939 |
HIGH |
12,883 |
0.618 |
12,848 |
0.500 |
12,838 |
0.382 |
12,827 |
LOW |
12,792 |
0.618 |
12,736 |
1.000 |
12,701 |
1.618 |
12,645 |
2.618 |
12,554 |
4.250 |
12,405 |
|
|
Fisher Pivots for day following 14-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,857 |
12,837 |
PP |
12,847 |
12,808 |
S1 |
12,838 |
12,779 |
|