Trading Metrics calculated at close of trading on 28-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2007 |
28-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,837.50 |
1,750.25 |
-87.25 |
-4.7% |
1,827.00 |
High |
1,838.25 |
1,783.00 |
-55.25 |
-3.0% |
1,857.50 |
Low |
1,744.25 |
1,743.25 |
-1.00 |
-0.1% |
1,813.75 |
Close |
1,750.50 |
1,765.50 |
15.00 |
0.9% |
1,845.00 |
Range |
94.00 |
39.75 |
-54.25 |
-57.7% |
43.75 |
ATR |
27.80 |
28.65 |
0.85 |
3.1% |
0.00 |
Volume |
356,076 |
774,124 |
418,048 |
117.4% |
1,173,332 |
|
Daily Pivots for day following 28-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,883.25 |
1,864.00 |
1,787.25 |
|
R3 |
1,843.50 |
1,824.25 |
1,776.50 |
|
R2 |
1,803.75 |
1,803.75 |
1,772.75 |
|
R1 |
1,784.50 |
1,784.50 |
1,769.25 |
1,794.00 |
PP |
1,764.00 |
1,764.00 |
1,764.00 |
1,768.75 |
S1 |
1,744.75 |
1,744.75 |
1,761.75 |
1,754.50 |
S2 |
1,724.25 |
1,724.25 |
1,758.25 |
|
S3 |
1,684.50 |
1,705.00 |
1,754.50 |
|
S4 |
1,644.75 |
1,665.25 |
1,743.75 |
|
|
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 |
1,743.25 |
114.25 |
6.5% |
41.00 |
2.3% |
19% |
False |
True |
410,242 |
10 |
1,857.50 |
1,743.25 |
114.25 |
6.5% |
30.75 |
1.7% |
19% |
False |
True |
359,577 |
20 |
1,857.50 |
1,743.25 |
114.25 |
6.5% |
26.25 |
1.5% |
19% |
False |
True |
338,433 |
40 |
1,867.75 |
1,743.25 |
124.50 |
7.1% |
27.25 |
1.5% |
18% |
False |
True |
334,917 |
60 |
1,867.75 |
1,743.25 |
124.50 |
7.1% |
26.25 |
1.5% |
18% |
False |
True |
284,592 |
80 |
1,867.75 |
1,722.75 |
145.00 |
8.2% |
25.00 |
1.4% |
29% |
False |
False |
213,554 |
100 |
1,867.75 |
1,708.50 |
159.25 |
9.0% |
24.50 |
1.4% |
36% |
False |
False |
170,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,952.00 |
2.618 |
1,887.00 |
1.618 |
1,847.25 |
1.000 |
1,822.75 |
0.618 |
1,807.50 |
HIGH |
1,783.00 |
0.618 |
1,767.75 |
0.500 |
1,763.00 |
0.382 |
1,758.50 |
LOW |
1,743.25 |
0.618 |
1,718.75 |
1.000 |
1,703.50 |
1.618 |
1,679.00 |
2.618 |
1,639.25 |
4.250 |
1,574.25 |
|
|
Fisher Pivots for day following 28-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,764.75 |
1,799.50 |
PP |
1,764.00 |
1,788.00 |
S1 |
1,763.00 |
1,776.75 |
|