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 |
6,420.0 |
6,208.0 |
-212.0 |
-3.3% |
6,439.0 |
High |
6,420.0 |
6,238.5 |
-181.5 |
-2.8% |
6,458.5 |
Low |
6,269.5 |
6,147.0 |
-122.5 |
-2.0% |
6,362.5 |
Close |
6,298.0 |
6,180.5 |
-117.5 |
-1.9% |
6,400.5 |
Range |
150.5 |
91.5 |
-59.0 |
-39.2% |
96.0 |
ATR |
55.4 |
62.2 |
6.8 |
12.3% |
0.0 |
Volume |
13,704 |
791 |
-12,913 |
-94.2% |
2,144 |
|
Daily Pivots for day following 28-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,463.0 |
6,413.5 |
6,231.0 |
|
R3 |
6,371.5 |
6,322.0 |
6,205.5 |
|
R2 |
6,280.0 |
6,280.0 |
6,197.5 |
|
R1 |
6,230.5 |
6,230.5 |
6,189.0 |
6,209.5 |
PP |
6,188.5 |
6,188.5 |
6,188.5 |
6,178.0 |
S1 |
6,139.0 |
6,139.0 |
6,172.0 |
6,118.0 |
S2 |
6,097.0 |
6,097.0 |
6,163.5 |
|
S3 |
6,005.5 |
6,047.5 |
6,155.5 |
|
S4 |
5,914.0 |
5,956.0 |
6,130.0 |
|
|
Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,695.0 |
6,644.0 |
6,453.5 |
|
R3 |
6,599.0 |
6,548.0 |
6,427.0 |
|
R2 |
6,503.0 |
6,503.0 |
6,418.0 |
|
R1 |
6,452.0 |
6,452.0 |
6,409.5 |
6,429.5 |
PP |
6,407.0 |
6,407.0 |
6,407.0 |
6,396.0 |
S1 |
6,356.0 |
6,356.0 |
6,391.5 |
6,333.5 |
S2 |
6,311.0 |
6,311.0 |
6,383.0 |
|
S3 |
6,215.0 |
6,260.0 |
6,374.0 |
|
S4 |
6,119.0 |
6,164.0 |
6,347.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,448.0 |
6,147.0 |
301.0 |
4.9% |
70.5 |
1.1% |
11% |
False |
True |
3,161 |
10 |
6,458.5 |
6,147.0 |
311.5 |
5.0% |
57.0 |
0.9% |
11% |
False |
True |
1,780 |
20 |
6,458.5 |
6,147.0 |
311.5 |
5.0% |
45.0 |
0.7% |
11% |
False |
True |
960 |
40 |
6,458.5 |
6,147.0 |
311.5 |
5.0% |
46.5 |
0.8% |
11% |
False |
True |
938 |
60 |
6,458.5 |
6,094.0 |
364.5 |
5.9% |
34.0 |
0.5% |
24% |
False |
False |
665 |
80 |
6,458.5 |
6,077.0 |
381.5 |
6.2% |
27.0 |
0.4% |
27% |
False |
False |
547 |
100 |
6,458.5 |
6,077.0 |
381.5 |
6.2% |
21.5 |
0.4% |
27% |
False |
False |
445 |
120 |
6,458.5 |
5,868.0 |
590.5 |
9.6% |
18.0 |
0.3% |
53% |
False |
False |
371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,627.5 |
2.618 |
6,478.0 |
1.618 |
6,386.5 |
1.000 |
6,330.0 |
0.618 |
6,295.0 |
HIGH |
6,238.5 |
0.618 |
6,203.5 |
0.500 |
6,193.0 |
0.382 |
6,182.0 |
LOW |
6,147.0 |
0.618 |
6,090.5 |
1.000 |
6,055.5 |
1.618 |
5,999.0 |
2.618 |
5,907.5 |
4.250 |
5,758.0 |
|
|
Fisher Pivots for day following 28-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
6,193.0 |
6,297.5 |
PP |
6,188.5 |
6,258.5 |
S1 |
6,184.5 |
6,219.5 |
|