Trading Metrics calculated at close of trading on 16-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2007 |
16-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,741.70 |
12,764.13 |
22.43 |
0.2% |
12,580.11 |
High |
12,779.03 |
12,769.17 |
-9.86 |
-0.1% |
12,779.03 |
Low |
12,728.72 |
12,744.02 |
15.30 |
0.1% |
12,536.21 |
Close |
12,765.01 |
12,767.57 |
2.56 |
0.0% |
12,767.57 |
Range |
50.31 |
25.15 |
-25.16 |
-50.0% |
242.82 |
ATR |
85.40 |
81.10 |
-4.30 |
-5.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,835.70 |
12,826.79 |
12,781.40 |
|
R3 |
12,810.55 |
12,801.64 |
12,774.49 |
|
R2 |
12,785.40 |
12,785.40 |
12,772.18 |
|
R1 |
12,776.49 |
12,776.49 |
12,769.88 |
12,780.95 |
PP |
12,760.25 |
12,760.25 |
12,760.25 |
12,762.48 |
S1 |
12,751.34 |
12,751.34 |
12,765.26 |
12,755.80 |
S2 |
12,735.10 |
12,735.10 |
12,762.96 |
|
S3 |
12,709.95 |
12,726.19 |
12,760.65 |
|
S4 |
12,684.80 |
12,701.04 |
12,753.74 |
|
|
Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,422.73 |
13,337.97 |
12,901.12 |
|
R3 |
13,179.91 |
13,095.15 |
12,834.35 |
|
R2 |
12,937.09 |
12,937.09 |
12,812.09 |
|
R1 |
12,852.33 |
12,852.33 |
12,789.83 |
12,894.71 |
PP |
12,694.27 |
12,694.27 |
12,694.27 |
12,715.46 |
S1 |
12,609.51 |
12,609.51 |
12,745.31 |
12,651.89 |
S2 |
12,451.45 |
12,451.45 |
12,723.05 |
|
S3 |
12,208.63 |
12,366.69 |
12,700.79 |
|
S4 |
11,965.81 |
12,123.87 |
12,634.02 |
|
|
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% |
72.80 |
0.6% |
95% |
False |
False |
|
10 |
12,779.03 |
12,536.21 |
242.82 |
1.9% |
75.23 |
0.6% |
95% |
False |
False |
|
20 |
12,779.03 |
12,431.34 |
347.69 |
2.7% |
84.97 |
0.7% |
97% |
False |
False |
|
40 |
12,779.03 |
12,337.05 |
441.98 |
3.5% |
85.75 |
0.7% |
97% |
False |
False |
|
60 |
12,779.03 |
12,072.60 |
706.43 |
5.5% |
85.55 |
0.7% |
98% |
False |
False |
|
80 |
12,779.03 |
11,965.31 |
813.72 |
6.4% |
86.38 |
0.7% |
99% |
False |
False |
|
100 |
12,779.03 |
11,486.00 |
1,293.03 |
10.1% |
85.29 |
0.7% |
99% |
False |
False |
|
120 |
12,779.03 |
11,260.28 |
1,518.75 |
11.9% |
83.98 |
0.7% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,876.06 |
2.618 |
12,835.01 |
1.618 |
12,809.86 |
1.000 |
12,794.32 |
0.618 |
12,784.71 |
HIGH |
12,769.17 |
0.618 |
12,759.56 |
0.500 |
12,756.60 |
0.382 |
12,753.63 |
LOW |
12,744.02 |
0.618 |
12,728.48 |
1.000 |
12,718.87 |
1.618 |
12,703.33 |
2.618 |
12,678.18 |
4.250 |
12,637.13 |
|
|
Fisher Pivots for day following 16-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,763.91 |
12,750.09 |
PP |
12,760.25 |
12,732.60 |
S1 |
12,756.60 |
12,715.12 |
|