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 |
1,822.75 |
1,830.00 |
7.25 |
0.4% |
1,792.75 |
High |
1,832.00 |
1,830.75 |
-1.25 |
-0.1% |
1,832.00 |
Low |
1,818.25 |
1,819.75 |
1.50 |
0.1% |
1,781.25 |
Close |
1,831.00 |
1,827.25 |
-3.75 |
-0.2% |
1,827.25 |
Range |
13.75 |
11.00 |
-2.75 |
-20.0% |
50.75 |
ATR |
23.30 |
22.44 |
-0.86 |
-3.7% |
0.00 |
Volume |
413,696 |
275,849 |
-137,847 |
-33.3% |
1,714,000 |
|
Daily Pivots for day following 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,859.00 |
1,854.00 |
1,833.25 |
|
R3 |
1,848.00 |
1,843.00 |
1,830.25 |
|
R2 |
1,837.00 |
1,837.00 |
1,829.25 |
|
R1 |
1,832.00 |
1,832.00 |
1,828.25 |
1,829.00 |
PP |
1,826.00 |
1,826.00 |
1,826.00 |
1,824.50 |
S1 |
1,821.00 |
1,821.00 |
1,826.25 |
1,818.00 |
S2 |
1,815.00 |
1,815.00 |
1,825.25 |
|
S3 |
1,804.00 |
1,810.00 |
1,824.25 |
|
S4 |
1,793.00 |
1,799.00 |
1,821.25 |
|
|
Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,965.75 |
1,947.25 |
1,855.25 |
|
R3 |
1,915.00 |
1,896.50 |
1,841.25 |
|
R2 |
1,864.25 |
1,864.25 |
1,836.50 |
|
R1 |
1,845.75 |
1,845.75 |
1,832.00 |
1,855.00 |
PP |
1,813.50 |
1,813.50 |
1,813.50 |
1,818.00 |
S1 |
1,795.00 |
1,795.00 |
1,822.50 |
1,804.25 |
S2 |
1,762.75 |
1,762.75 |
1,818.00 |
|
S3 |
1,712.00 |
1,744.25 |
1,813.25 |
|
S4 |
1,661.25 |
1,693.50 |
1,799.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,832.00 |
1,781.25 |
50.75 |
2.8% |
17.00 |
0.9% |
91% |
False |
False |
342,800 |
10 |
1,832.00 |
1,781.25 |
50.75 |
2.8% |
20.50 |
1.1% |
91% |
False |
False |
322,055 |
20 |
1,832.00 |
1,773.00 |
59.00 |
3.2% |
22.75 |
1.2% |
92% |
False |
False |
327,341 |
40 |
1,867.75 |
1,747.00 |
120.75 |
6.6% |
24.50 |
1.3% |
66% |
False |
False |
304,567 |
60 |
1,867.75 |
1,747.00 |
120.75 |
6.6% |
24.25 |
1.3% |
66% |
False |
False |
241,447 |
80 |
1,867.75 |
1,722.75 |
145.00 |
7.9% |
24.00 |
1.3% |
72% |
False |
False |
181,148 |
100 |
1,867.75 |
1,658.75 |
209.00 |
11.4% |
23.50 |
1.3% |
81% |
False |
False |
144,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,877.50 |
2.618 |
1,859.50 |
1.618 |
1,848.50 |
1.000 |
1,841.75 |
0.618 |
1,837.50 |
HIGH |
1,830.75 |
0.618 |
1,826.50 |
0.500 |
1,825.25 |
0.382 |
1,824.00 |
LOW |
1,819.75 |
0.618 |
1,813.00 |
1.000 |
1,808.75 |
1.618 |
1,802.00 |
2.618 |
1,791.00 |
4.250 |
1,773.00 |
|
|
Fisher Pivots for day following 16-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,826.50 |
1,822.50 |
PP |
1,826.00 |
1,817.50 |
S1 |
1,825.25 |
1,812.75 |
|