Trading Metrics calculated at close of trading on 22-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2007 |
22-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,838.00 |
1,844.75 |
6.75 |
0.4% |
1,792.75 |
High |
1,845.00 |
1,857.50 |
12.50 |
0.7% |
1,832.00 |
Low |
1,828.75 |
1,837.50 |
8.75 |
0.5% |
1,781.25 |
Close |
1,844.50 |
1,854.25 |
9.75 |
0.5% |
1,827.25 |
Range |
16.25 |
20.00 |
3.75 |
23.1% |
50.75 |
ATR |
22.40 |
22.23 |
-0.17 |
-0.8% |
0.00 |
Volume |
352,258 |
298,703 |
-53,555 |
-15.2% |
1,714,000 |
|
Daily Pivots for day following 22-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,909.75 |
1,902.00 |
1,865.25 |
|
R3 |
1,889.75 |
1,882.00 |
1,859.75 |
|
R2 |
1,869.75 |
1,869.75 |
1,858.00 |
|
R1 |
1,862.00 |
1,862.00 |
1,856.00 |
1,866.00 |
PP |
1,849.75 |
1,849.75 |
1,849.75 |
1,851.75 |
S1 |
1,842.00 |
1,842.00 |
1,852.50 |
1,846.00 |
S2 |
1,829.75 |
1,829.75 |
1,850.50 |
|
S3 |
1,809.75 |
1,822.00 |
1,848.75 |
|
S4 |
1,789.75 |
1,802.00 |
1,843.25 |
|
|
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 |
1,857.50 |
1,813.75 |
43.75 |
2.4% |
18.00 |
1.0% |
93% |
True |
False |
306,017 |
10 |
1,857.50 |
1,781.25 |
76.25 |
4.1% |
20.50 |
1.1% |
96% |
True |
False |
319,346 |
20 |
1,857.50 |
1,773.00 |
84.50 |
4.6% |
22.00 |
1.2% |
96% |
True |
False |
321,399 |
40 |
1,867.75 |
1,747.00 |
120.75 |
6.5% |
24.25 |
1.3% |
89% |
False |
False |
306,819 |
60 |
1,867.75 |
1,747.00 |
120.75 |
6.5% |
24.75 |
1.3% |
89% |
False |
False |
255,438 |
80 |
1,867.75 |
1,722.75 |
145.00 |
7.8% |
24.00 |
1.3% |
91% |
False |
False |
191,653 |
100 |
1,867.75 |
1,658.75 |
209.00 |
11.3% |
23.75 |
1.3% |
94% |
False |
False |
153,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,942.50 |
2.618 |
1,909.75 |
1.618 |
1,889.75 |
1.000 |
1,877.50 |
0.618 |
1,869.75 |
HIGH |
1,857.50 |
0.618 |
1,849.75 |
0.500 |
1,847.50 |
0.382 |
1,845.25 |
LOW |
1,837.50 |
0.618 |
1,825.25 |
1.000 |
1,817.50 |
1.618 |
1,805.25 |
2.618 |
1,785.25 |
4.250 |
1,752.50 |
|
|
Fisher Pivots for day following 22-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,852.00 |
1,848.00 |
PP |
1,849.75 |
1,841.75 |
S1 |
1,847.50 |
1,835.50 |
|