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 |
12,855 |
12,865 |
10 |
0.1% |
12,739 |
High |
12,899 |
12,908 |
9 |
0.1% |
12,900 |
Low |
12,855 |
12,826 |
-29 |
-0.2% |
12,674 |
Close |
12,887 |
12,897 |
10 |
0.1% |
12,887 |
Range |
44 |
82 |
38 |
86.4% |
226 |
ATR |
65 |
67 |
1 |
1.8% |
0 |
Volume |
40 |
57 |
17 |
42.5% |
264 |
|
Daily Pivots for day following 20-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,123 |
13,092 |
12,942 |
|
R3 |
13,041 |
13,010 |
12,920 |
|
R2 |
12,959 |
12,959 |
12,912 |
|
R1 |
12,928 |
12,928 |
12,905 |
12,944 |
PP |
12,877 |
12,877 |
12,877 |
12,885 |
S1 |
12,846 |
12,846 |
12,890 |
12,862 |
S2 |
12,795 |
12,795 |
12,882 |
|
S3 |
12,713 |
12,764 |
12,875 |
|
S4 |
12,631 |
12,682 |
12,852 |
|
|
Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,498 |
13,419 |
13,011 |
|
R3 |
13,272 |
13,193 |
12,949 |
|
R2 |
13,046 |
13,046 |
12,929 |
|
R1 |
12,967 |
12,967 |
12,908 |
13,007 |
PP |
12,820 |
12,820 |
12,820 |
12,840 |
S1 |
12,741 |
12,741 |
12,866 |
12,781 |
S2 |
12,594 |
12,594 |
12,846 |
|
S3 |
12,368 |
12,515 |
12,825 |
|
S4 |
12,142 |
12,289 |
12,763 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,908 |
12,720 |
188 |
1.5% |
66 |
0.5% |
94% |
True |
False |
55 |
10 |
12,908 |
12,674 |
234 |
1.8% |
62 |
0.5% |
95% |
True |
False |
44 |
20 |
12,908 |
12,575 |
333 |
2.6% |
60 |
0.5% |
97% |
True |
False |
41 |
40 |
12,908 |
12,522 |
386 |
3.0% |
53 |
0.4% |
97% |
True |
False |
26 |
60 |
12,908 |
12,307 |
601 |
4.7% |
41 |
0.3% |
98% |
True |
False |
33 |
80 |
12,908 |
12,178 |
730 |
5.7% |
31 |
0.2% |
98% |
True |
False |
24 |
100 |
12,908 |
11,905 |
1,003 |
7.8% |
24 |
0.2% |
99% |
True |
False |
19 |
120 |
12,908 |
11,573 |
1,335 |
10.4% |
20 |
0.2% |
99% |
True |
False |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,257 |
2.618 |
13,123 |
1.618 |
13,041 |
1.000 |
12,990 |
0.618 |
12,959 |
HIGH |
12,908 |
0.618 |
12,877 |
0.500 |
12,867 |
0.382 |
12,857 |
LOW |
12,826 |
0.618 |
12,775 |
1.000 |
12,744 |
1.618 |
12,693 |
2.618 |
12,611 |
4.250 |
12,478 |
|
|
Fisher Pivots for day following 20-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,887 |
12,887 |
PP |
12,877 |
12,877 |
S1 |
12,867 |
12,867 |
|