Trading Metrics calculated at close of trading on 27-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2007 |
27-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,845.75 |
1,837.50 |
-8.25 |
-0.4% |
1,827.00 |
High |
1,855.50 |
1,838.25 |
-17.25 |
-0.9% |
1,857.50 |
Low |
1,824.00 |
1,744.25 |
-79.75 |
-4.4% |
1,813.75 |
Close |
1,837.75 |
1,750.50 |
-87.25 |
-4.7% |
1,845.00 |
Range |
31.50 |
94.00 |
62.50 |
198.4% |
43.75 |
ATR |
22.71 |
27.80 |
5.09 |
22.4% |
0.00 |
Volume |
289,521 |
356,076 |
66,555 |
23.0% |
1,173,332 |
|
Daily Pivots for day following 27-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,059.75 |
1,999.00 |
1,802.25 |
|
R3 |
1,965.75 |
1,905.00 |
1,776.25 |
|
R2 |
1,871.75 |
1,871.75 |
1,767.75 |
|
R1 |
1,811.00 |
1,811.00 |
1,759.00 |
1,794.50 |
PP |
1,777.75 |
1,777.75 |
1,777.75 |
1,769.25 |
S1 |
1,717.00 |
1,717.00 |
1,742.00 |
1,700.50 |
S2 |
1,683.75 |
1,683.75 |
1,733.25 |
|
S3 |
1,589.75 |
1,623.00 |
1,724.75 |
|
S4 |
1,495.75 |
1,529.00 |
1,698.75 |
|
|
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 |
1,744.25 |
113.25 |
6.5% |
36.25 |
2.1% |
6% |
False |
True |
325,869 |
10 |
1,857.50 |
1,744.25 |
113.25 |
6.5% |
28.00 |
1.6% |
6% |
False |
True |
312,602 |
20 |
1,857.50 |
1,744.25 |
113.25 |
6.5% |
25.00 |
1.4% |
6% |
False |
True |
315,197 |
40 |
1,867.75 |
1,744.25 |
123.50 |
7.1% |
26.50 |
1.5% |
5% |
False |
True |
318,846 |
60 |
1,867.75 |
1,744.25 |
123.50 |
7.1% |
26.00 |
1.5% |
5% |
False |
True |
271,708 |
80 |
1,867.75 |
1,722.75 |
145.00 |
8.3% |
25.00 |
1.4% |
19% |
False |
False |
203,882 |
100 |
1,867.75 |
1,668.75 |
199.00 |
11.4% |
24.50 |
1.4% |
41% |
False |
False |
163,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,237.75 |
2.618 |
2,084.25 |
1.618 |
1,990.25 |
1.000 |
1,932.25 |
0.618 |
1,896.25 |
HIGH |
1,838.25 |
0.618 |
1,802.25 |
0.500 |
1,791.25 |
0.382 |
1,780.25 |
LOW |
1,744.25 |
0.618 |
1,686.25 |
1.000 |
1,650.25 |
1.618 |
1,592.25 |
2.618 |
1,498.25 |
4.250 |
1,344.75 |
|
|
Fisher Pivots for day following 27-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,791.25 |
1,800.50 |
PP |
1,777.75 |
1,783.75 |
S1 |
1,764.00 |
1,767.25 |
|