Trading Metrics calculated at close of trading on 27-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2007 |
27-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,777 |
12,756 |
-21 |
-0.2% |
12,865 |
High |
12,821 |
12,756 |
-65 |
-0.5% |
12,908 |
Low |
12,730 |
12,208 |
-522 |
-4.1% |
12,754 |
Close |
12,755 |
12,280 |
-475 |
-3.7% |
12,767 |
Range |
91 |
548 |
457 |
502.2% |
154 |
ATR |
72 |
106 |
34 |
47.2% |
0 |
Volume |
124 |
903 |
779 |
628.2% |
331 |
|
Daily Pivots for day following 27-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,059 |
13,717 |
12,582 |
|
R3 |
13,511 |
13,169 |
12,431 |
|
R2 |
12,963 |
12,963 |
12,381 |
|
R1 |
12,621 |
12,621 |
12,330 |
12,518 |
PP |
12,415 |
12,415 |
12,415 |
12,363 |
S1 |
12,073 |
12,073 |
12,230 |
11,970 |
S2 |
11,867 |
11,867 |
12,180 |
|
S3 |
11,319 |
11,525 |
12,129 |
|
S4 |
10,771 |
10,977 |
11,979 |
|
|
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 |
12,896 |
12,208 |
688 |
5.6% |
179 |
1.5% |
10% |
False |
True |
260 |
10 |
12,908 |
12,208 |
700 |
5.7% |
122 |
1.0% |
10% |
False |
True |
158 |
20 |
12,908 |
12,208 |
700 |
5.7% |
87 |
0.7% |
10% |
False |
True |
98 |
40 |
12,908 |
12,208 |
700 |
5.7% |
74 |
0.6% |
10% |
False |
True |
59 |
60 |
12,908 |
12,208 |
700 |
5.7% |
56 |
0.5% |
10% |
False |
True |
54 |
80 |
12,908 |
12,178 |
730 |
5.9% |
42 |
0.3% |
14% |
False |
False |
41 |
100 |
12,908 |
12,076 |
832 |
6.8% |
33 |
0.3% |
25% |
False |
False |
32 |
120 |
12,908 |
11,573 |
1,335 |
10.9% |
28 |
0.2% |
53% |
False |
False |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,085 |
2.618 |
14,191 |
1.618 |
13,643 |
1.000 |
13,304 |
0.618 |
13,095 |
HIGH |
12,756 |
0.618 |
12,547 |
0.500 |
12,482 |
0.382 |
12,417 |
LOW |
12,208 |
0.618 |
11,869 |
1.000 |
11,660 |
1.618 |
11,321 |
2.618 |
10,773 |
4.250 |
9,879 |
|
|
Fisher Pivots for day following 27-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,482 |
12,517 |
PP |
12,415 |
12,438 |
S1 |
12,347 |
12,359 |
|