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 |
7,081.0 |
7,090.0 |
9.0 |
0.1% |
7,061.0 |
High |
7,120.0 |
7,090.0 |
-30.0 |
-0.4% |
7,092.0 |
Low |
7,080.5 |
6,706.0 |
-374.5 |
-5.3% |
7,006.0 |
Close |
7,107.5 |
6,903.5 |
-204.0 |
-2.9% |
7,067.0 |
Range |
39.5 |
384.0 |
344.5 |
872.2% |
86.0 |
ATR |
59.6 |
84.0 |
24.4 |
41.0% |
0.0 |
Volume |
1,493 |
11,072 |
9,579 |
641.6% |
8,522 |
|
Daily Pivots for day following 27-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,051.8 |
7,861.7 |
7,114.7 |
|
R3 |
7,667.8 |
7,477.7 |
7,009.1 |
|
R2 |
7,283.8 |
7,283.8 |
6,973.9 |
|
R1 |
7,093.7 |
7,093.7 |
6,938.7 |
6,996.8 |
PP |
6,899.8 |
6,899.8 |
6,899.8 |
6,851.4 |
S1 |
6,709.7 |
6,709.7 |
6,868.3 |
6,612.8 |
S2 |
6,515.8 |
6,515.8 |
6,833.1 |
|
S3 |
6,131.8 |
6,325.7 |
6,797.9 |
|
S4 |
5,747.8 |
5,941.7 |
6,692.3 |
|
|
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 |
7,120.0 |
6,706.0 |
414.0 |
6.0% |
114.9 |
1.7% |
48% |
False |
True |
3,426 |
10 |
7,120.0 |
6,706.0 |
414.0 |
6.0% |
77.7 |
1.1% |
48% |
False |
True |
2,263 |
20 |
7,120.0 |
6,706.0 |
414.0 |
6.0% |
63.7 |
0.9% |
48% |
False |
True |
1,458 |
40 |
7,120.0 |
6,640.0 |
480.0 |
7.0% |
67.6 |
1.0% |
55% |
False |
False |
1,144 |
60 |
7,120.0 |
6,331.0 |
789.0 |
11.4% |
66.5 |
1.0% |
73% |
False |
False |
1,682 |
80 |
7,120.0 |
6,331.0 |
789.0 |
11.4% |
64.5 |
0.9% |
73% |
False |
False |
1,525 |
100 |
7,120.0 |
6,209.5 |
910.5 |
13.2% |
61.6 |
0.9% |
76% |
False |
False |
1,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,722.0 |
2.618 |
8,095.3 |
1.618 |
7,711.3 |
1.000 |
7,474.0 |
0.618 |
7,327.3 |
HIGH |
7,090.0 |
0.618 |
6,943.3 |
0.500 |
6,898.0 |
0.382 |
6,852.7 |
LOW |
6,706.0 |
0.618 |
6,468.7 |
1.000 |
6,322.0 |
1.618 |
6,084.7 |
2.618 |
5,700.7 |
4.250 |
5,074.0 |
|
|
Fisher Pivots for day following 27-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
6,901.7 |
6,913.0 |
PP |
6,899.8 |
6,909.8 |
S1 |
6,898.0 |
6,906.7 |
|