Trading Metrics calculated at close of trading on 23-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2007 |
23-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
7,068.0 |
7,072.5 |
4.5 |
0.1% |
7,061.0 |
High |
7,092.0 |
7,081.0 |
-11.0 |
-0.2% |
7,092.0 |
Low |
7,055.5 |
7,046.5 |
-9.0 |
-0.1% |
7,006.0 |
Close |
7,062.5 |
7,067.0 |
4.5 |
0.1% |
7,067.0 |
Range |
36.5 |
34.5 |
-2.0 |
-5.5% |
86.0 |
ATR |
62.1 |
60.1 |
-2.0 |
-3.2% |
0.0 |
Volume |
1,702 |
1,410 |
-292 |
-17.2% |
8,522 |
|
Daily Pivots for day following 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,168.3 |
7,152.2 |
7,086.0 |
|
R3 |
7,133.8 |
7,117.7 |
7,076.5 |
|
R2 |
7,099.3 |
7,099.3 |
7,073.3 |
|
R1 |
7,083.2 |
7,083.2 |
7,070.2 |
7,074.0 |
PP |
7,064.8 |
7,064.8 |
7,064.8 |
7,060.3 |
S1 |
7,048.7 |
7,048.7 |
7,063.8 |
7,039.5 |
S2 |
7,030.3 |
7,030.3 |
7,060.7 |
|
S3 |
6,995.8 |
7,014.2 |
7,057.5 |
|
S4 |
6,961.3 |
6,979.7 |
7,048.0 |
|
|
Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,313.0 |
7,276.0 |
7,114.3 |
|
R3 |
7,227.0 |
7,190.0 |
7,090.7 |
|
R2 |
7,141.0 |
7,141.0 |
7,082.8 |
|
R1 |
7,104.0 |
7,104.0 |
7,074.9 |
7,122.5 |
PP |
7,055.0 |
7,055.0 |
7,055.0 |
7,064.3 |
S1 |
7,018.0 |
7,018.0 |
7,059.1 |
7,036.5 |
S2 |
6,969.0 |
6,969.0 |
7,051.2 |
|
S3 |
6,883.0 |
6,932.0 |
7,043.4 |
|
S4 |
6,797.0 |
6,846.0 |
7,019.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,092.0 |
7,006.0 |
86.0 |
1.2% |
46.8 |
0.7% |
71% |
False |
False |
1,704 |
10 |
7,092.0 |
6,935.0 |
157.0 |
2.2% |
44.0 |
0.6% |
84% |
False |
False |
1,069 |
20 |
7,092.0 |
6,782.5 |
309.5 |
4.4% |
49.3 |
0.7% |
92% |
False |
False |
877 |
40 |
7,092.0 |
6,640.0 |
452.0 |
6.4% |
59.4 |
0.8% |
94% |
False |
False |
874 |
60 |
7,092.0 |
6,331.0 |
761.0 |
10.8% |
62.3 |
0.9% |
97% |
False |
False |
1,499 |
80 |
7,092.0 |
6,331.0 |
761.0 |
10.8% |
61.1 |
0.9% |
97% |
False |
False |
1,384 |
100 |
7,092.0 |
6,160.0 |
932.0 |
13.2% |
58.5 |
0.8% |
97% |
False |
False |
1,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,227.6 |
2.618 |
7,171.3 |
1.618 |
7,136.8 |
1.000 |
7,115.5 |
0.618 |
7,102.3 |
HIGH |
7,081.0 |
0.618 |
7,067.8 |
0.500 |
7,063.8 |
0.382 |
7,059.7 |
LOW |
7,046.5 |
0.618 |
7,025.2 |
1.000 |
7,012.0 |
1.618 |
6,990.7 |
2.618 |
6,956.2 |
4.250 |
6,899.9 |
|
|
Fisher Pivots for day following 23-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
7,065.9 |
7,061.0 |
PP |
7,064.8 |
7,055.0 |
S1 |
7,063.8 |
7,049.0 |
|