Trading Metrics calculated at close of trading on 15-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2007 |
15-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,651.29 |
12,741.70 |
90.41 |
0.7% |
12,653.41 |
High |
12,759.40 |
12,779.03 |
19.63 |
0.2% |
12,700.28 |
Low |
12,651.21 |
12,728.72 |
77.51 |
0.6% |
12,545.10 |
Close |
12,741.86 |
12,765.01 |
23.15 |
0.2% |
12,580.83 |
Range |
108.19 |
50.31 |
-57.88 |
-53.5% |
155.18 |
ATR |
88.10 |
85.40 |
-2.70 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,908.52 |
12,887.07 |
12,792.68 |
|
R3 |
12,858.21 |
12,836.76 |
12,778.85 |
|
R2 |
12,807.90 |
12,807.90 |
12,774.23 |
|
R1 |
12,786.45 |
12,786.45 |
12,769.62 |
12,797.18 |
PP |
12,757.59 |
12,757.59 |
12,757.59 |
12,762.95 |
S1 |
12,736.14 |
12,736.14 |
12,760.40 |
12,746.87 |
S2 |
12,707.28 |
12,707.28 |
12,755.79 |
|
S3 |
12,656.97 |
12,685.83 |
12,751.17 |
|
S4 |
12,606.66 |
12,635.52 |
12,737.34 |
|
|
Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,074.28 |
12,982.73 |
12,666.18 |
|
R3 |
12,919.10 |
12,827.55 |
12,623.50 |
|
R2 |
12,763.92 |
12,763.92 |
12,609.28 |
|
R1 |
12,672.37 |
12,672.37 |
12,595.05 |
12,640.56 |
PP |
12,608.74 |
12,608.74 |
12,608.74 |
12,592.83 |
S1 |
12,517.19 |
12,517.19 |
12,566.61 |
12,485.38 |
S2 |
12,453.56 |
12,453.56 |
12,552.38 |
|
S3 |
12,298.38 |
12,362.01 |
12,538.16 |
|
S4 |
12,143.20 |
12,206.83 |
12,495.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,779.03 |
12,536.21 |
242.82 |
1.9% |
93.88 |
0.7% |
94% |
True |
False |
|
10 |
12,779.03 |
12,536.21 |
242.82 |
1.9% |
77.27 |
0.6% |
94% |
True |
False |
|
20 |
12,779.03 |
12,431.34 |
347.69 |
2.7% |
86.88 |
0.7% |
96% |
True |
False |
|
40 |
12,779.03 |
12,337.05 |
441.98 |
3.5% |
86.66 |
0.7% |
97% |
True |
False |
|
60 |
12,779.03 |
12,072.60 |
706.43 |
5.5% |
86.22 |
0.7% |
98% |
True |
False |
|
80 |
12,779.03 |
11,941.94 |
837.09 |
6.6% |
87.40 |
0.7% |
98% |
True |
False |
|
100 |
12,779.03 |
11,474.56 |
1,304.47 |
10.2% |
85.62 |
0.7% |
99% |
True |
False |
|
120 |
12,779.03 |
11,260.28 |
1,518.75 |
11.9% |
84.27 |
0.7% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,992.85 |
2.618 |
12,910.74 |
1.618 |
12,860.43 |
1.000 |
12,829.34 |
0.618 |
12,810.12 |
HIGH |
12,779.03 |
0.618 |
12,759.81 |
0.500 |
12,753.88 |
0.382 |
12,747.94 |
LOW |
12,728.72 |
0.618 |
12,697.63 |
1.000 |
12,678.41 |
1.618 |
12,647.32 |
2.618 |
12,597.01 |
4.250 |
12,514.90 |
|
|
Fisher Pivots for day following 15-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,761.30 |
12,731.38 |
PP |
12,757.59 |
12,697.74 |
S1 |
12,753.88 |
12,664.11 |
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