Trading Metrics calculated at close of trading on 22-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2007 |
22-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,890 |
12,896 |
6 |
0.0% |
12,739 |
High |
12,890 |
12,896 |
6 |
0.0% |
12,900 |
Low |
12,830 |
12,775 |
-55 |
-0.4% |
12,674 |
Close |
12,859 |
12,805 |
-54 |
-0.4% |
12,887 |
Range |
60 |
121 |
61 |
101.7% |
226 |
ATR |
67 |
71 |
4 |
5.8% |
0 |
Volume |
85 |
73 |
-12 |
-14.1% |
264 |
|
Daily Pivots for day following 22-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,188 |
13,118 |
12,872 |
|
R3 |
13,067 |
12,997 |
12,838 |
|
R2 |
12,946 |
12,946 |
12,827 |
|
R1 |
12,876 |
12,876 |
12,816 |
12,851 |
PP |
12,825 |
12,825 |
12,825 |
12,813 |
S1 |
12,755 |
12,755 |
12,794 |
12,730 |
S2 |
12,704 |
12,704 |
12,783 |
|
S3 |
12,583 |
12,634 |
12,772 |
|
S4 |
12,462 |
12,513 |
12,739 |
|
|
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 |
12,775 |
133 |
1.0% |
70 |
0.5% |
23% |
False |
True |
57 |
10 |
12,908 |
12,674 |
234 |
1.8% |
73 |
0.6% |
56% |
False |
False |
56 |
20 |
12,908 |
12,575 |
333 |
2.6% |
63 |
0.5% |
69% |
False |
False |
45 |
40 |
12,908 |
12,522 |
386 |
3.0% |
56 |
0.4% |
73% |
False |
False |
30 |
60 |
12,908 |
12,307 |
601 |
4.7% |
44 |
0.3% |
83% |
False |
False |
35 |
80 |
12,908 |
12,178 |
730 |
5.7% |
33 |
0.3% |
86% |
False |
False |
26 |
100 |
12,908 |
11,905 |
1,003 |
7.8% |
26 |
0.2% |
90% |
False |
False |
21 |
120 |
12,908 |
11,573 |
1,335 |
10.4% |
22 |
0.2% |
92% |
False |
False |
17 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,410 |
2.618 |
13,213 |
1.618 |
13,092 |
1.000 |
13,017 |
0.618 |
12,971 |
HIGH |
12,896 |
0.618 |
12,850 |
0.500 |
12,836 |
0.382 |
12,821 |
LOW |
12,775 |
0.618 |
12,700 |
1.000 |
12,654 |
1.618 |
12,579 |
2.618 |
12,458 |
4.250 |
12,261 |
|
|
Fisher Pivots for day following 22-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,836 |
12,842 |
PP |
12,825 |
12,829 |
S1 |
12,815 |
12,817 |
|