Trading Metrics calculated at close of trading on 16-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2007 |
16-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
7,053.0 |
7,035.0 |
-18.0 |
-0.3% |
6,962.0 |
High |
7,057.0 |
7,065.0 |
8.0 |
0.1% |
7,065.0 |
Low |
7,037.0 |
7,027.0 |
-10.0 |
-0.1% |
6,935.0 |
Close |
7,049.5 |
7,041.5 |
-8.0 |
-0.1% |
7,041.5 |
Range |
20.0 |
38.0 |
18.0 |
90.0% |
130.0 |
ATR |
63.6 |
61.7 |
-1.8 |
-2.9% |
0.0 |
Volume |
275 |
552 |
277 |
100.7% |
2,172 |
|
Daily Pivots for day following 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,158.5 |
7,138.0 |
7,062.4 |
|
R3 |
7,120.5 |
7,100.0 |
7,052.0 |
|
R2 |
7,082.5 |
7,082.5 |
7,048.5 |
|
R1 |
7,062.0 |
7,062.0 |
7,045.0 |
7,072.3 |
PP |
7,044.5 |
7,044.5 |
7,044.5 |
7,049.6 |
S1 |
7,024.0 |
7,024.0 |
7,038.0 |
7,034.3 |
S2 |
7,006.5 |
7,006.5 |
7,034.5 |
|
S3 |
6,968.5 |
6,986.0 |
7,031.1 |
|
S4 |
6,930.5 |
6,948.0 |
7,020.6 |
|
|
Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,403.8 |
7,352.7 |
7,113.0 |
|
R3 |
7,273.8 |
7,222.7 |
7,077.3 |
|
R2 |
7,143.8 |
7,143.8 |
7,065.3 |
|
R1 |
7,092.7 |
7,092.7 |
7,053.4 |
7,118.3 |
PP |
7,013.8 |
7,013.8 |
7,013.8 |
7,026.6 |
S1 |
6,962.7 |
6,962.7 |
7,029.6 |
6,988.3 |
S2 |
6,883.8 |
6,883.8 |
7,017.7 |
|
S3 |
6,753.8 |
6,832.7 |
7,005.8 |
|
S4 |
6,623.8 |
6,702.7 |
6,970.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,065.0 |
6,935.0 |
130.0 |
1.8% |
41.1 |
0.6% |
82% |
True |
False |
434 |
10 |
7,065.0 |
6,935.0 |
130.0 |
1.8% |
45.4 |
0.6% |
82% |
True |
False |
625 |
20 |
7,065.0 |
6,729.0 |
336.0 |
4.8% |
58.1 |
0.8% |
93% |
True |
False |
596 |
40 |
7,065.0 |
6,609.0 |
456.0 |
6.5% |
61.0 |
0.9% |
95% |
True |
False |
798 |
60 |
7,065.0 |
6,331.0 |
734.0 |
10.4% |
64.4 |
0.9% |
97% |
True |
False |
1,462 |
80 |
7,065.0 |
6,331.0 |
734.0 |
10.4% |
61.2 |
0.9% |
97% |
True |
False |
1,303 |
100 |
7,065.0 |
6,107.5 |
957.5 |
13.6% |
58.4 |
0.8% |
98% |
True |
False |
1,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,226.5 |
2.618 |
7,164.5 |
1.618 |
7,126.5 |
1.000 |
7,103.0 |
0.618 |
7,088.5 |
HIGH |
7,065.0 |
0.618 |
7,050.5 |
0.500 |
7,046.0 |
0.382 |
7,041.5 |
LOW |
7,027.0 |
0.618 |
7,003.5 |
1.000 |
6,989.0 |
1.618 |
6,965.5 |
2.618 |
6,927.5 |
4.250 |
6,865.5 |
|
|
Fisher Pivots for day following 16-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
7,046.0 |
7,037.8 |
PP |
7,044.5 |
7,034.0 |
S1 |
7,043.0 |
7,030.3 |
|