Trading Metrics calculated at close of trading on 23-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2007 |
23-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,896 |
12,798 |
-98 |
-0.8% |
12,865 |
High |
12,896 |
12,826 |
-70 |
-0.5% |
12,908 |
Low |
12,775 |
12,754 |
-21 |
-0.2% |
12,754 |
Close |
12,805 |
12,767 |
-38 |
-0.3% |
12,767 |
Range |
121 |
72 |
-49 |
-40.5% |
154 |
ATR |
71 |
71 |
0 |
0.1% |
0 |
Volume |
73 |
116 |
43 |
58.9% |
331 |
|
Daily Pivots for day following 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,998 |
12,955 |
12,807 |
|
R3 |
12,926 |
12,883 |
12,787 |
|
R2 |
12,854 |
12,854 |
12,780 |
|
R1 |
12,811 |
12,811 |
12,774 |
12,797 |
PP |
12,782 |
12,782 |
12,782 |
12,775 |
S1 |
12,739 |
12,739 |
12,761 |
12,725 |
S2 |
12,710 |
12,710 |
12,754 |
|
S3 |
12,638 |
12,667 |
12,747 |
|
S4 |
12,566 |
12,595 |
12,728 |
|
|
Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,272 |
13,173 |
12,852 |
|
R3 |
13,118 |
13,019 |
12,809 |
|
R2 |
12,964 |
12,964 |
12,795 |
|
R1 |
12,865 |
12,865 |
12,781 |
12,838 |
PP |
12,810 |
12,810 |
12,810 |
12,796 |
S1 |
12,711 |
12,711 |
12,753 |
12,684 |
S2 |
12,656 |
12,656 |
12,739 |
|
S3 |
12,502 |
12,557 |
12,725 |
|
S4 |
12,348 |
12,403 |
12,682 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,908 |
12,754 |
154 |
1.2% |
76 |
0.6% |
8% |
False |
True |
74 |
10 |
12,908 |
12,674 |
234 |
1.8% |
74 |
0.6% |
40% |
False |
False |
62 |
20 |
12,908 |
12,575 |
333 |
2.6% |
60 |
0.5% |
58% |
False |
False |
49 |
40 |
12,908 |
12,539 |
369 |
2.9% |
58 |
0.5% |
62% |
False |
False |
33 |
60 |
12,908 |
12,307 |
601 |
4.7% |
45 |
0.4% |
77% |
False |
False |
37 |
80 |
12,908 |
12,178 |
730 |
5.7% |
34 |
0.3% |
81% |
False |
False |
28 |
100 |
12,908 |
11,905 |
1,003 |
7.9% |
27 |
0.2% |
86% |
False |
False |
22 |
120 |
12,908 |
11,573 |
1,335 |
10.5% |
22 |
0.2% |
89% |
False |
False |
18 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,132 |
2.618 |
13,015 |
1.618 |
12,943 |
1.000 |
12,898 |
0.618 |
12,871 |
HIGH |
12,826 |
0.618 |
12,799 |
0.500 |
12,790 |
0.382 |
12,782 |
LOW |
12,754 |
0.618 |
12,710 |
1.000 |
12,682 |
1.618 |
12,638 |
2.618 |
12,566 |
4.250 |
12,448 |
|
|
Fisher Pivots for day following 23-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,790 |
12,825 |
PP |
12,782 |
12,806 |
S1 |
12,775 |
12,786 |
|