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 |
6,450.0 |
6,431.5 |
-18.5 |
-0.3% |
6,376.5 |
High |
6,450.0 |
6,432.5 |
-17.5 |
-0.3% |
6,447.0 |
Low |
6,396.5 |
6,363.5 |
-33.0 |
-0.5% |
6,353.0 |
Close |
6,416.5 |
6,371.0 |
-45.5 |
-0.7% |
6,428.0 |
Range |
53.5 |
69.0 |
15.5 |
29.0% |
94.0 |
ATR |
44.2 |
46.0 |
1.8 |
4.0% |
0.0 |
Volume |
122 |
1,551 |
1,429 |
1,171.3% |
772 |
|
Daily Pivots for day following 21-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,596.0 |
6,552.5 |
6,409.0 |
|
R3 |
6,527.0 |
6,483.5 |
6,390.0 |
|
R2 |
6,458.0 |
6,458.0 |
6,383.5 |
|
R1 |
6,414.5 |
6,414.5 |
6,377.5 |
6,402.0 |
PP |
6,389.0 |
6,389.0 |
6,389.0 |
6,382.5 |
S1 |
6,345.5 |
6,345.5 |
6,364.5 |
6,333.0 |
S2 |
6,320.0 |
6,320.0 |
6,358.5 |
|
S3 |
6,251.0 |
6,276.5 |
6,352.0 |
|
S4 |
6,182.0 |
6,207.5 |
6,333.0 |
|
|
Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,691.5 |
6,653.5 |
6,479.5 |
|
R3 |
6,597.5 |
6,559.5 |
6,454.0 |
|
R2 |
6,503.5 |
6,503.5 |
6,445.0 |
|
R1 |
6,465.5 |
6,465.5 |
6,436.5 |
6,484.5 |
PP |
6,409.5 |
6,409.5 |
6,409.5 |
6,419.0 |
S1 |
6,371.5 |
6,371.5 |
6,419.5 |
6,390.5 |
S2 |
6,315.5 |
6,315.5 |
6,411.0 |
|
S3 |
6,221.5 |
6,277.5 |
6,402.0 |
|
S4 |
6,127.5 |
6,183.5 |
6,376.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,458.5 |
6,363.5 |
95.0 |
1.5% |
44.0 |
0.7% |
8% |
False |
True |
399 |
10 |
6,458.5 |
6,347.5 |
111.0 |
1.7% |
36.0 |
0.6% |
21% |
False |
False |
272 |
20 |
6,458.5 |
6,207.0 |
251.5 |
3.9% |
39.5 |
0.6% |
65% |
False |
False |
196 |
40 |
6,458.5 |
6,153.5 |
305.0 |
4.8% |
39.5 |
0.6% |
71% |
False |
False |
546 |
60 |
6,458.5 |
6,077.0 |
381.5 |
6.0% |
29.0 |
0.5% |
77% |
False |
False |
408 |
80 |
6,458.5 |
6,077.0 |
381.5 |
6.0% |
22.5 |
0.4% |
77% |
False |
False |
351 |
100 |
6,458.5 |
5,996.5 |
462.0 |
7.3% |
18.0 |
0.3% |
81% |
False |
False |
287 |
120 |
6,458.5 |
5,868.0 |
590.5 |
9.3% |
15.0 |
0.2% |
85% |
False |
False |
239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,726.0 |
2.618 |
6,613.0 |
1.618 |
6,544.0 |
1.000 |
6,501.5 |
0.618 |
6,475.0 |
HIGH |
6,432.5 |
0.618 |
6,406.0 |
0.500 |
6,398.0 |
0.382 |
6,390.0 |
LOW |
6,363.5 |
0.618 |
6,321.0 |
1.000 |
6,294.5 |
1.618 |
6,252.0 |
2.618 |
6,183.0 |
4.250 |
6,070.0 |
|
|
Fisher Pivots for day following 21-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
6,398.0 |
6,411.0 |
PP |
6,389.0 |
6,397.5 |
S1 |
6,380.0 |
6,384.5 |
|