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 |
1,470.7 |
1,451.8 |
-18.9 |
-1.3% |
1,467.0 |
High |
1,472.5 |
1,452.0 |
-20.5 |
-1.4% |
1,477.5 |
Low |
1,461.6 |
1,402.0 |
-59.6 |
-4.1% |
1,464.0 |
Close |
1,465.8 |
1,407.7 |
-58.1 |
-4.0% |
1,467.1 |
Range |
10.9 |
50.0 |
39.1 |
358.7% |
13.5 |
ATR |
8.9 |
12.8 |
3.9 |
44.3% |
0.0 |
Volume |
5,700 |
8,876 |
3,176 |
55.7% |
13,749 |
|
Daily Pivots for day following 27-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,570.6 |
1,539.1 |
1,435.2 |
|
R3 |
1,520.6 |
1,489.1 |
1,421.5 |
|
R2 |
1,470.6 |
1,470.6 |
1,416.9 |
|
R1 |
1,439.1 |
1,439.1 |
1,412.3 |
1,429.9 |
PP |
1,420.6 |
1,420.6 |
1,420.6 |
1,415.9 |
S1 |
1,389.1 |
1,389.1 |
1,403.1 |
1,379.9 |
S2 |
1,370.6 |
1,370.6 |
1,398.5 |
|
S3 |
1,320.6 |
1,339.1 |
1,394.0 |
|
S4 |
1,270.6 |
1,289.1 |
1,380.2 |
|
|
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 |
1,402.0 |
75.5 |
5.4% |
17.0 |
1.2% |
8% |
False |
True |
5,573 |
10 |
1,477.5 |
1,402.0 |
75.5 |
5.4% |
11.7 |
0.8% |
8% |
False |
True |
3,355 |
20 |
1,477.5 |
1,402.0 |
75.5 |
5.4% |
9.9 |
0.7% |
8% |
False |
True |
2,639 |
40 |
1,477.5 |
1,402.0 |
75.5 |
5.4% |
8.9 |
0.6% |
8% |
False |
True |
2,002 |
60 |
1,477.5 |
1,402.0 |
75.5 |
5.4% |
7.3 |
0.5% |
8% |
False |
True |
1,741 |
80 |
1,477.5 |
1,391.9 |
85.6 |
6.1% |
5.6 |
0.4% |
18% |
False |
False |
1,379 |
100 |
1,477.5 |
1,380.2 |
97.3 |
6.9% |
4.8 |
0.3% |
28% |
False |
False |
1,109 |
120 |
1,477.5 |
1,329.0 |
148.5 |
10.5% |
4.1 |
0.3% |
53% |
False |
False |
938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,664.5 |
2.618 |
1,582.9 |
1.618 |
1,532.9 |
1.000 |
1,502.0 |
0.618 |
1,482.9 |
HIGH |
1,452.0 |
0.618 |
1,432.9 |
0.500 |
1,427.0 |
0.382 |
1,421.1 |
LOW |
1,402.0 |
0.618 |
1,371.1 |
1.000 |
1,352.0 |
1.618 |
1,321.1 |
2.618 |
1,271.1 |
4.250 |
1,189.5 |
|
|
Fisher Pivots for day following 27-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,427.0 |
1,437.3 |
PP |
1,420.6 |
1,427.4 |
S1 |
1,414.1 |
1,417.6 |
|