Trading Metrics calculated at close of trading on 26-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2007 |
26-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,471.0 |
1,470.7 |
-0.3 |
0.0% |
1,467.0 |
High |
1,471.0 |
1,472.5 |
1.5 |
0.1% |
1,477.5 |
Low |
1,464.0 |
1,461.6 |
-2.4 |
-0.2% |
1,464.0 |
Close |
1,467.1 |
1,465.8 |
-1.3 |
-0.1% |
1,467.1 |
Range |
7.0 |
10.9 |
3.9 |
55.7% |
13.5 |
ATR |
8.7 |
8.9 |
0.2 |
1.8% |
0.0 |
Volume |
7,999 |
5,700 |
-2,299 |
-28.7% |
13,749 |
|
Daily Pivots for day following 26-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,499.3 |
1,493.5 |
1,471.8 |
|
R3 |
1,488.4 |
1,482.6 |
1,468.8 |
|
R2 |
1,477.5 |
1,477.5 |
1,467.8 |
|
R1 |
1,471.7 |
1,471.7 |
1,466.8 |
1,469.2 |
PP |
1,466.6 |
1,466.6 |
1,466.6 |
1,465.4 |
S1 |
1,460.8 |
1,460.8 |
1,464.8 |
1,458.3 |
S2 |
1,455.7 |
1,455.7 |
1,463.8 |
|
S3 |
1,444.8 |
1,449.9 |
1,462.8 |
|
S4 |
1,433.9 |
1,439.0 |
1,459.8 |
|
|
Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,510.0 |
1,502.1 |
1,474.5 |
|
R3 |
1,496.5 |
1,488.6 |
1,470.8 |
|
R2 |
1,483.0 |
1,483.0 |
1,469.6 |
|
R1 |
1,475.1 |
1,475.1 |
1,468.3 |
1,479.1 |
PP |
1,469.5 |
1,469.5 |
1,469.5 |
1,471.5 |
S1 |
1,461.6 |
1,461.6 |
1,465.9 |
1,465.6 |
S2 |
1,456.0 |
1,456.0 |
1,464.6 |
|
S3 |
1,442.5 |
1,448.1 |
1,463.4 |
|
S4 |
1,429.0 |
1,434.6 |
1,459.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,477.5 |
1,461.6 |
15.9 |
1.1% |
9.2 |
0.6% |
26% |
False |
True |
3,889 |
10 |
1,477.5 |
1,448.0 |
29.5 |
2.0% |
7.5 |
0.5% |
60% |
False |
False |
2,944 |
20 |
1,477.5 |
1,438.5 |
39.0 |
2.7% |
7.7 |
0.5% |
70% |
False |
False |
2,554 |
40 |
1,477.5 |
1,426.0 |
51.5 |
3.5% |
7.8 |
0.5% |
77% |
False |
False |
1,816 |
60 |
1,477.5 |
1,424.0 |
53.5 |
3.6% |
6.4 |
0.4% |
78% |
False |
False |
1,594 |
80 |
1,477.5 |
1,391.9 |
85.6 |
5.8% |
5.1 |
0.3% |
86% |
False |
False |
1,268 |
100 |
1,477.5 |
1,365.7 |
111.8 |
7.6% |
4.3 |
0.3% |
90% |
False |
False |
1,020 |
120 |
1,477.5 |
1,329.0 |
148.5 |
10.1% |
3.7 |
0.2% |
92% |
False |
False |
864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,518.8 |
2.618 |
1,501.0 |
1.618 |
1,490.1 |
1.000 |
1,483.4 |
0.618 |
1,479.2 |
HIGH |
1,472.5 |
0.618 |
1,468.3 |
0.500 |
1,467.1 |
0.382 |
1,465.8 |
LOW |
1,461.6 |
0.618 |
1,454.9 |
1.000 |
1,450.7 |
1.618 |
1,444.0 |
2.618 |
1,433.1 |
4.250 |
1,415.3 |
|
|
Fisher Pivots for day following 26-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,467.1 |
1,469.6 |
PP |
1,466.6 |
1,468.3 |
S1 |
1,466.2 |
1,467.1 |
|