Trading Metrics calculated at close of trading on 28-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2007 |
28-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,756 |
12,256 |
-500 |
-3.9% |
12,865 |
High |
12,756 |
12,450 |
-306 |
-2.4% |
12,908 |
Low |
12,208 |
12,251 |
43 |
0.4% |
12,754 |
Close |
12,280 |
12,369 |
89 |
0.7% |
12,767 |
Range |
548 |
199 |
-349 |
-63.7% |
154 |
ATR |
106 |
113 |
7 |
6.3% |
0 |
Volume |
903 |
684 |
-219 |
-24.3% |
331 |
|
Daily Pivots for day following 28-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,954 |
12,860 |
12,479 |
|
R3 |
12,755 |
12,661 |
12,424 |
|
R2 |
12,556 |
12,556 |
12,406 |
|
R1 |
12,462 |
12,462 |
12,387 |
12,509 |
PP |
12,357 |
12,357 |
12,357 |
12,380 |
S1 |
12,263 |
12,263 |
12,351 |
12,310 |
S2 |
12,158 |
12,158 |
12,333 |
|
S3 |
11,959 |
12,064 |
12,314 |
|
S4 |
11,760 |
11,865 |
12,260 |
|
|
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% |
206 |
1.7% |
23% |
False |
False |
380 |
10 |
12,908 |
12,208 |
700 |
5.7% |
135 |
1.1% |
23% |
False |
False |
221 |
20 |
12,908 |
12,208 |
700 |
5.7% |
95 |
0.8% |
23% |
False |
False |
132 |
40 |
12,908 |
12,208 |
700 |
5.7% |
79 |
0.6% |
23% |
False |
False |
76 |
60 |
12,908 |
12,208 |
700 |
5.7% |
59 |
0.5% |
23% |
False |
False |
66 |
80 |
12,908 |
12,178 |
730 |
5.9% |
44 |
0.4% |
26% |
False |
False |
49 |
100 |
12,908 |
12,088 |
820 |
6.6% |
35 |
0.3% |
34% |
False |
False |
39 |
120 |
12,908 |
11,573 |
1,335 |
10.8% |
29 |
0.2% |
60% |
False |
False |
33 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,296 |
2.618 |
12,971 |
1.618 |
12,772 |
1.000 |
12,649 |
0.618 |
12,573 |
HIGH |
12,450 |
0.618 |
12,374 |
0.500 |
12,351 |
0.382 |
12,327 |
LOW |
12,251 |
0.618 |
12,128 |
1.000 |
12,052 |
1.618 |
11,929 |
2.618 |
11,730 |
4.250 |
11,405 |
|
|
Fisher Pivots for day following 28-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,363 |
12,515 |
PP |
12,357 |
12,466 |
S1 |
12,351 |
12,418 |
|