Trading Metrics calculated at close of trading on 15-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2007 |
15-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
7,013.5 |
7,053.0 |
39.5 |
0.6% |
6,972.0 |
High |
7,057.0 |
7,057.0 |
0.0 |
0.0% |
7,020.0 |
Low |
6,995.5 |
7,037.0 |
41.5 |
0.6% |
6,941.0 |
Close |
7,050.0 |
7,049.5 |
-0.5 |
0.0% |
7,004.5 |
Range |
61.5 |
20.0 |
-41.5 |
-67.5% |
79.0 |
ATR |
66.9 |
63.6 |
-3.4 |
-5.0% |
0.0 |
Volume |
723 |
275 |
-448 |
-62.0% |
4,078 |
|
Daily Pivots for day following 15-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,107.8 |
7,098.7 |
7,060.5 |
|
R3 |
7,087.8 |
7,078.7 |
7,055.0 |
|
R2 |
7,067.8 |
7,067.8 |
7,053.2 |
|
R1 |
7,058.7 |
7,058.7 |
7,051.3 |
7,053.3 |
PP |
7,047.8 |
7,047.8 |
7,047.8 |
7,045.1 |
S1 |
7,038.7 |
7,038.7 |
7,047.7 |
7,033.3 |
S2 |
7,027.8 |
7,027.8 |
7,045.8 |
|
S3 |
7,007.8 |
7,018.7 |
7,044.0 |
|
S4 |
6,987.8 |
6,998.7 |
7,038.5 |
|
|
Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,225.5 |
7,194.0 |
7,048.0 |
|
R3 |
7,146.5 |
7,115.0 |
7,026.2 |
|
R2 |
7,067.5 |
7,067.5 |
7,019.0 |
|
R1 |
7,036.0 |
7,036.0 |
7,011.7 |
7,051.8 |
PP |
6,988.5 |
6,988.5 |
6,988.5 |
6,996.4 |
S1 |
6,957.0 |
6,957.0 |
6,997.3 |
6,972.8 |
S2 |
6,909.5 |
6,909.5 |
6,990.0 |
|
S3 |
6,830.5 |
6,878.0 |
6,982.8 |
|
S4 |
6,751.5 |
6,799.0 |
6,961.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,057.0 |
6,935.0 |
122.0 |
1.7% |
47.0 |
0.7% |
94% |
True |
False |
529 |
10 |
7,057.0 |
6,935.0 |
122.0 |
1.7% |
46.0 |
0.7% |
94% |
True |
False |
618 |
20 |
7,057.0 |
6,729.0 |
328.0 |
4.7% |
61.2 |
0.9% |
98% |
True |
False |
611 |
40 |
7,057.0 |
6,609.0 |
448.0 |
6.4% |
61.4 |
0.9% |
98% |
True |
False |
870 |
60 |
7,057.0 |
6,331.0 |
726.0 |
10.3% |
64.2 |
0.9% |
99% |
True |
False |
1,460 |
80 |
7,057.0 |
6,331.0 |
726.0 |
10.3% |
61.0 |
0.9% |
99% |
True |
False |
1,303 |
100 |
7,057.0 |
6,085.0 |
972.0 |
13.8% |
58.5 |
0.8% |
99% |
True |
False |
1,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,142.0 |
2.618 |
7,109.4 |
1.618 |
7,089.4 |
1.000 |
7,077.0 |
0.618 |
7,069.4 |
HIGH |
7,057.0 |
0.618 |
7,049.4 |
0.500 |
7,047.0 |
0.382 |
7,044.6 |
LOW |
7,037.0 |
0.618 |
7,024.6 |
1.000 |
7,017.0 |
1.618 |
7,004.6 |
2.618 |
6,984.6 |
4.250 |
6,952.0 |
|
|
Fisher Pivots for day following 15-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
7,048.7 |
7,035.2 |
PP |
7,047.8 |
7,020.8 |
S1 |
7,047.0 |
7,006.5 |
|