Trading Metrics calculated at close of trading on 20-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2007 |
20-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,830.00 |
1,827.00 |
-3.00 |
-0.2% |
1,792.75 |
High |
1,830.75 |
1,842.25 |
11.50 |
0.6% |
1,832.00 |
Low |
1,819.75 |
1,813.75 |
-6.00 |
-0.3% |
1,781.25 |
Close |
1,827.25 |
1,838.75 |
11.50 |
0.6% |
1,827.25 |
Range |
11.00 |
28.50 |
17.50 |
159.1% |
50.75 |
ATR |
22.44 |
22.87 |
0.43 |
1.9% |
0.00 |
Volume |
275,849 |
189,581 |
-86,268 |
-31.3% |
1,714,000 |
|
Daily Pivots for day following 20-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,917.00 |
1,906.50 |
1,854.50 |
|
R3 |
1,888.50 |
1,878.00 |
1,846.50 |
|
R2 |
1,860.00 |
1,860.00 |
1,844.00 |
|
R1 |
1,849.50 |
1,849.50 |
1,841.25 |
1,854.75 |
PP |
1,831.50 |
1,831.50 |
1,831.50 |
1,834.25 |
S1 |
1,821.00 |
1,821.00 |
1,836.25 |
1,826.25 |
S2 |
1,803.00 |
1,803.00 |
1,833.50 |
|
S3 |
1,774.50 |
1,792.50 |
1,831.00 |
|
S4 |
1,746.00 |
1,764.00 |
1,823.00 |
|
|
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 |
1,842.25 |
1,784.75 |
57.50 |
3.1% |
20.00 |
1.1% |
94% |
True |
False |
299,336 |
10 |
1,842.25 |
1,781.25 |
61.00 |
3.3% |
21.75 |
1.2% |
94% |
True |
False |
317,417 |
20 |
1,842.25 |
1,773.00 |
69.25 |
3.8% |
22.50 |
1.2% |
95% |
True |
False |
320,814 |
40 |
1,867.75 |
1,747.00 |
120.75 |
6.6% |
24.50 |
1.3% |
76% |
False |
False |
302,897 |
60 |
1,867.75 |
1,747.00 |
120.75 |
6.6% |
24.50 |
1.3% |
76% |
False |
False |
244,600 |
80 |
1,867.75 |
1,722.75 |
145.00 |
7.9% |
24.25 |
1.3% |
80% |
False |
False |
183,517 |
100 |
1,867.75 |
1,658.75 |
209.00 |
11.4% |
23.75 |
1.3% |
86% |
False |
False |
146,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,963.50 |
2.618 |
1,916.75 |
1.618 |
1,888.25 |
1.000 |
1,870.75 |
0.618 |
1,859.75 |
HIGH |
1,842.25 |
0.618 |
1,831.25 |
0.500 |
1,828.00 |
0.382 |
1,824.75 |
LOW |
1,813.75 |
0.618 |
1,796.25 |
1.000 |
1,785.25 |
1.618 |
1,767.75 |
2.618 |
1,739.25 |
4.250 |
1,692.50 |
|
|
Fisher Pivots for day following 20-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,835.25 |
1,835.25 |
PP |
1,831.50 |
1,831.50 |
S1 |
1,828.00 |
1,828.00 |
|