Trading Metrics calculated at close of trading on 23-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2007 |
23-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,844.75 |
1,853.75 |
9.00 |
0.5% |
1,827.00 |
High |
1,857.50 |
1,856.75 |
-0.75 |
0.0% |
1,857.50 |
Low |
1,837.50 |
1,837.25 |
-0.25 |
0.0% |
1,813.75 |
Close |
1,854.25 |
1,845.00 |
-9.25 |
-0.5% |
1,845.00 |
Range |
20.00 |
19.50 |
-0.50 |
-2.5% |
43.75 |
ATR |
22.23 |
22.03 |
-0.19 |
-0.9% |
0.00 |
Volume |
298,703 |
332,790 |
34,087 |
11.4% |
1,173,332 |
|
Daily Pivots for day following 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,904.75 |
1,894.50 |
1,855.75 |
|
R3 |
1,885.25 |
1,875.00 |
1,850.25 |
|
R2 |
1,865.75 |
1,865.75 |
1,848.50 |
|
R1 |
1,855.50 |
1,855.50 |
1,846.75 |
1,851.00 |
PP |
1,846.25 |
1,846.25 |
1,846.25 |
1,844.00 |
S1 |
1,836.00 |
1,836.00 |
1,843.25 |
1,831.50 |
S2 |
1,826.75 |
1,826.75 |
1,841.50 |
|
S3 |
1,807.25 |
1,816.50 |
1,839.75 |
|
S4 |
1,787.75 |
1,797.00 |
1,834.25 |
|
|
Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,970.00 |
1,951.25 |
1,869.00 |
|
R3 |
1,926.25 |
1,907.50 |
1,857.00 |
|
R2 |
1,882.50 |
1,882.50 |
1,853.00 |
|
R1 |
1,863.75 |
1,863.75 |
1,849.00 |
1,873.00 |
PP |
1,838.75 |
1,838.75 |
1,838.75 |
1,843.50 |
S1 |
1,820.00 |
1,820.00 |
1,841.00 |
1,829.50 |
S2 |
1,795.00 |
1,795.00 |
1,837.00 |
|
S3 |
1,751.25 |
1,776.25 |
1,833.00 |
|
S4 |
1,707.50 |
1,732.50 |
1,821.00 |
|
|
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% |
19.00 |
1.0% |
71% |
False |
False |
289,836 |
10 |
1,857.50 |
1,781.25 |
76.25 |
4.1% |
21.00 |
1.1% |
84% |
False |
False |
312,929 |
20 |
1,857.50 |
1,773.00 |
84.50 |
4.6% |
21.00 |
1.1% |
85% |
False |
False |
321,433 |
40 |
1,867.75 |
1,747.00 |
120.75 |
6.5% |
24.00 |
1.3% |
81% |
False |
False |
309,728 |
60 |
1,867.75 |
1,747.00 |
120.75 |
6.5% |
25.00 |
1.4% |
81% |
False |
False |
260,976 |
80 |
1,867.75 |
1,722.75 |
145.00 |
7.9% |
23.75 |
1.3% |
84% |
False |
False |
195,812 |
100 |
1,867.75 |
1,658.75 |
209.00 |
11.3% |
23.75 |
1.3% |
89% |
False |
False |
156,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,939.50 |
2.618 |
1,907.75 |
1.618 |
1,888.25 |
1.000 |
1,876.25 |
0.618 |
1,868.75 |
HIGH |
1,856.75 |
0.618 |
1,849.25 |
0.500 |
1,847.00 |
0.382 |
1,844.75 |
LOW |
1,837.25 |
0.618 |
1,825.25 |
1.000 |
1,817.75 |
1.618 |
1,805.75 |
2.618 |
1,786.25 |
4.250 |
1,754.50 |
|
|
Fisher Pivots for day following 23-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,847.00 |
1,844.50 |
PP |
1,846.25 |
1,843.75 |
S1 |
1,845.75 |
1,843.00 |
|