Trading Metrics calculated at close of trading on 21-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2007 |
21-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,827.00 |
1,838.00 |
11.00 |
0.6% |
1,792.75 |
High |
1,842.25 |
1,845.00 |
2.75 |
0.1% |
1,832.00 |
Low |
1,813.75 |
1,828.75 |
15.00 |
0.8% |
1,781.25 |
Close |
1,838.75 |
1,844.50 |
5.75 |
0.3% |
1,827.25 |
Range |
28.50 |
16.25 |
-12.25 |
-43.0% |
50.75 |
ATR |
22.87 |
22.40 |
-0.47 |
-2.1% |
0.00 |
Volume |
189,581 |
352,258 |
162,677 |
85.8% |
1,714,000 |
|
Daily Pivots for day following 21-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,888.25 |
1,882.50 |
1,853.50 |
|
R3 |
1,872.00 |
1,866.25 |
1,849.00 |
|
R2 |
1,855.75 |
1,855.75 |
1,847.50 |
|
R1 |
1,850.00 |
1,850.00 |
1,846.00 |
1,853.00 |
PP |
1,839.50 |
1,839.50 |
1,839.50 |
1,840.75 |
S1 |
1,833.75 |
1,833.75 |
1,843.00 |
1,836.50 |
S2 |
1,823.25 |
1,823.25 |
1,841.50 |
|
S3 |
1,807.00 |
1,817.50 |
1,840.00 |
|
S4 |
1,790.75 |
1,801.25 |
1,835.50 |
|
|
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 |
1,845.00 |
1,793.50 |
51.50 |
2.8% |
20.50 |
1.1% |
99% |
True |
False |
308,912 |
10 |
1,845.00 |
1,781.25 |
63.75 |
3.5% |
20.75 |
1.1% |
99% |
True |
False |
329,671 |
20 |
1,845.00 |
1,773.00 |
72.00 |
3.9% |
22.50 |
1.2% |
99% |
True |
False |
323,009 |
40 |
1,867.75 |
1,747.00 |
120.75 |
6.5% |
24.50 |
1.3% |
81% |
False |
False |
303,665 |
60 |
1,867.75 |
1,747.00 |
120.75 |
6.5% |
24.50 |
1.3% |
81% |
False |
False |
250,465 |
80 |
1,867.75 |
1,722.75 |
145.00 |
7.9% |
24.00 |
1.3% |
84% |
False |
False |
187,920 |
100 |
1,867.75 |
1,658.75 |
209.00 |
11.3% |
23.75 |
1.3% |
89% |
False |
False |
150,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,914.00 |
2.618 |
1,887.50 |
1.618 |
1,871.25 |
1.000 |
1,861.25 |
0.618 |
1,855.00 |
HIGH |
1,845.00 |
0.618 |
1,838.75 |
0.500 |
1,837.00 |
0.382 |
1,835.00 |
LOW |
1,828.75 |
0.618 |
1,818.75 |
1.000 |
1,812.50 |
1.618 |
1,802.50 |
2.618 |
1,786.25 |
4.250 |
1,759.75 |
|
|
Fisher Pivots for day following 21-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,842.00 |
1,839.50 |
PP |
1,839.50 |
1,834.50 |
S1 |
1,837.00 |
1,829.50 |
|