Trading Metrics calculated at close of trading on 28-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2007 |
28-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
7,090.0 |
6,799.5 |
-290.5 |
-4.1% |
7,061.0 |
High |
7,090.0 |
6,850.0 |
-240.0 |
-3.4% |
7,092.0 |
Low |
6,706.0 |
6,755.0 |
49.0 |
0.7% |
7,006.0 |
Close |
6,903.5 |
6,813.0 |
-90.5 |
-1.3% |
7,067.0 |
Range |
384.0 |
95.0 |
-289.0 |
-75.3% |
86.0 |
ATR |
84.0 |
88.6 |
4.6 |
5.5% |
0.0 |
Volume |
11,072 |
2,133 |
-8,939 |
-80.7% |
8,522 |
|
Daily Pivots for day following 28-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,091.0 |
7,047.0 |
6,865.3 |
|
R3 |
6,996.0 |
6,952.0 |
6,839.1 |
|
R2 |
6,901.0 |
6,901.0 |
6,830.4 |
|
R1 |
6,857.0 |
6,857.0 |
6,821.7 |
6,879.0 |
PP |
6,806.0 |
6,806.0 |
6,806.0 |
6,817.0 |
S1 |
6,762.0 |
6,762.0 |
6,804.3 |
6,784.0 |
S2 |
6,711.0 |
6,711.0 |
6,795.6 |
|
S3 |
6,616.0 |
6,667.0 |
6,786.9 |
|
S4 |
6,521.0 |
6,572.0 |
6,760.8 |
|
|
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 |
6.1% |
117.9 |
1.7% |
26% |
False |
False |
3,562 |
10 |
7,120.0 |
6,706.0 |
414.0 |
6.1% |
81.1 |
1.2% |
26% |
False |
False |
2,404 |
20 |
7,120.0 |
6,706.0 |
414.0 |
6.1% |
64.9 |
1.0% |
26% |
False |
False |
1,536 |
40 |
7,120.0 |
6,640.0 |
480.0 |
7.0% |
68.1 |
1.0% |
36% |
False |
False |
1,180 |
60 |
7,120.0 |
6,356.5 |
763.5 |
11.2% |
65.4 |
1.0% |
60% |
False |
False |
1,708 |
80 |
7,120.0 |
6,331.0 |
789.0 |
11.6% |
65.1 |
1.0% |
61% |
False |
False |
1,549 |
100 |
7,120.0 |
6,210.5 |
909.5 |
13.3% |
62.2 |
0.9% |
66% |
False |
False |
1,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,253.8 |
2.618 |
7,098.7 |
1.618 |
7,003.7 |
1.000 |
6,945.0 |
0.618 |
6,908.7 |
HIGH |
6,850.0 |
0.618 |
6,813.7 |
0.500 |
6,802.5 |
0.382 |
6,791.3 |
LOW |
6,755.0 |
0.618 |
6,696.3 |
1.000 |
6,660.0 |
1.618 |
6,601.3 |
2.618 |
6,506.3 |
4.250 |
6,351.3 |
|
|
Fisher Pivots for day following 28-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
6,809.5 |
6,913.0 |
PP |
6,806.0 |
6,879.7 |
S1 |
6,802.5 |
6,846.3 |
|