Trading Metrics calculated at close of trading on 21-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2007 |
21-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,865 |
12,890 |
25 |
0.2% |
12,739 |
High |
12,908 |
12,890 |
-18 |
-0.1% |
12,900 |
Low |
12,826 |
12,830 |
4 |
0.0% |
12,674 |
Close |
12,897 |
12,859 |
-38 |
-0.3% |
12,887 |
Range |
82 |
60 |
-22 |
-26.8% |
226 |
ATR |
67 |
67 |
0 |
0.0% |
0 |
Volume |
57 |
85 |
28 |
49.1% |
264 |
|
Daily Pivots for day following 21-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,040 |
13,009 |
12,892 |
|
R3 |
12,980 |
12,949 |
12,876 |
|
R2 |
12,920 |
12,920 |
12,870 |
|
R1 |
12,889 |
12,889 |
12,865 |
12,875 |
PP |
12,860 |
12,860 |
12,860 |
12,852 |
S1 |
12,829 |
12,829 |
12,854 |
12,815 |
S2 |
12,800 |
12,800 |
12,848 |
|
S3 |
12,740 |
12,769 |
12,843 |
|
S4 |
12,680 |
12,709 |
12,826 |
|
|
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 |
12,792 |
116 |
0.9% |
64 |
0.5% |
58% |
False |
False |
63 |
10 |
12,908 |
12,674 |
234 |
1.8% |
67 |
0.5% |
79% |
False |
False |
51 |
20 |
12,908 |
12,575 |
333 |
2.6% |
60 |
0.5% |
85% |
False |
False |
45 |
40 |
12,908 |
12,522 |
386 |
3.0% |
54 |
0.4% |
87% |
False |
False |
29 |
60 |
12,908 |
12,307 |
601 |
4.7% |
42 |
0.3% |
92% |
False |
False |
34 |
80 |
12,908 |
12,178 |
730 |
5.7% |
31 |
0.2% |
93% |
False |
False |
25 |
100 |
12,908 |
11,905 |
1,003 |
7.8% |
25 |
0.2% |
95% |
False |
False |
20 |
120 |
12,908 |
11,573 |
1,335 |
10.4% |
21 |
0.2% |
96% |
False |
False |
17 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,145 |
2.618 |
13,047 |
1.618 |
12,987 |
1.000 |
12,950 |
0.618 |
12,927 |
HIGH |
12,890 |
0.618 |
12,867 |
0.500 |
12,860 |
0.382 |
12,853 |
LOW |
12,830 |
0.618 |
12,793 |
1.000 |
12,770 |
1.618 |
12,733 |
2.618 |
12,673 |
4.250 |
12,575 |
|
|
Fisher Pivots for day following 21-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,860 |
12,867 |
PP |
12,860 |
12,864 |
S1 |
12,859 |
12,862 |
|