Trading Metrics calculated at close of trading on 21-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2007 |
21-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
7,077.0 |
7,084.0 |
7.0 |
0.1% |
6,962.0 |
High |
7,086.0 |
7,086.0 |
0.0 |
0.0% |
7,065.0 |
Low |
7,022.0 |
7,006.0 |
-16.0 |
-0.2% |
6,935.0 |
Close |
7,067.0 |
7,024.5 |
-42.5 |
-0.6% |
7,041.5 |
Range |
64.0 |
80.0 |
16.0 |
25.0% |
130.0 |
ATR |
60.2 |
61.6 |
1.4 |
2.3% |
0.0 |
Volume |
578 |
1,456 |
878 |
151.9% |
2,172 |
|
Daily Pivots for day following 21-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,278.8 |
7,231.7 |
7,068.5 |
|
R3 |
7,198.8 |
7,151.7 |
7,046.5 |
|
R2 |
7,118.8 |
7,118.8 |
7,039.2 |
|
R1 |
7,071.7 |
7,071.7 |
7,031.8 |
7,055.3 |
PP |
7,038.8 |
7,038.8 |
7,038.8 |
7,030.6 |
S1 |
6,991.7 |
6,991.7 |
7,017.2 |
6,975.3 |
S2 |
6,958.8 |
6,958.8 |
7,009.8 |
|
S3 |
6,878.8 |
6,911.7 |
7,002.5 |
|
S4 |
6,798.8 |
6,831.7 |
6,980.5 |
|
|
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 |
7,086.0 |
7,006.0 |
80.0 |
1.1% |
44.2 |
0.6% |
23% |
True |
True |
1,247 |
10 |
7,086.0 |
6,935.0 |
151.0 |
2.1% |
50.3 |
0.7% |
59% |
True |
False |
941 |
20 |
7,086.0 |
6,760.0 |
326.0 |
4.6% |
53.8 |
0.8% |
81% |
True |
False |
771 |
40 |
7,086.0 |
6,640.0 |
446.0 |
6.3% |
60.6 |
0.9% |
86% |
True |
False |
843 |
60 |
7,086.0 |
6,331.0 |
755.0 |
10.7% |
64.5 |
0.9% |
92% |
True |
False |
1,493 |
80 |
7,086.0 |
6,331.0 |
755.0 |
10.7% |
61.5 |
0.9% |
92% |
True |
False |
1,354 |
100 |
7,086.0 |
6,107.5 |
978.5 |
13.9% |
59.1 |
0.8% |
94% |
True |
False |
1,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,426.0 |
2.618 |
7,295.4 |
1.618 |
7,215.4 |
1.000 |
7,166.0 |
0.618 |
7,135.4 |
HIGH |
7,086.0 |
0.618 |
7,055.4 |
0.500 |
7,046.0 |
0.382 |
7,036.6 |
LOW |
7,006.0 |
0.618 |
6,956.6 |
1.000 |
6,926.0 |
1.618 |
6,876.6 |
2.618 |
6,796.6 |
4.250 |
6,666.0 |
|
|
Fisher Pivots for day following 21-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
7,046.0 |
7,046.0 |
PP |
7,038.8 |
7,038.8 |
S1 |
7,031.7 |
7,031.7 |
|