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 |
12,766.85 |
12,782.87 |
16.02 |
0.1% |
12,580.11 |
High |
12,795.93 |
12,782.87 |
-13.06 |
-0.1% |
12,779.03 |
Low |
12,704.68 |
12,707.17 |
2.49 |
0.0% |
12,536.21 |
Close |
12,786.64 |
12,738.41 |
-48.23 |
-0.4% |
12,767.57 |
Range |
91.25 |
75.70 |
-15.55 |
-17.0% |
242.82 |
ATR |
81.82 |
81.66 |
-0.17 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,969.92 |
12,929.86 |
12,780.05 |
|
R3 |
12,894.22 |
12,854.16 |
12,759.23 |
|
R2 |
12,818.52 |
12,818.52 |
12,752.29 |
|
R1 |
12,778.46 |
12,778.46 |
12,745.35 |
12,760.64 |
PP |
12,742.82 |
12,742.82 |
12,742.82 |
12,733.91 |
S1 |
12,702.76 |
12,702.76 |
12,731.47 |
12,684.94 |
S2 |
12,667.12 |
12,667.12 |
12,724.53 |
|
S3 |
12,591.42 |
12,627.06 |
12,717.59 |
|
S4 |
12,515.72 |
12,551.36 |
12,696.78 |
|
|
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 |
12,795.93 |
12,651.21 |
144.72 |
1.1% |
70.12 |
0.6% |
60% |
False |
False |
|
10 |
12,795.93 |
12,536.21 |
259.72 |
2.0% |
82.13 |
0.6% |
78% |
False |
False |
|
20 |
12,795.93 |
12,431.34 |
364.59 |
2.9% |
82.94 |
0.7% |
84% |
False |
False |
|
40 |
12,795.93 |
12,337.05 |
458.88 |
3.6% |
86.52 |
0.7% |
87% |
False |
False |
|
60 |
12,795.93 |
12,072.60 |
723.33 |
5.7% |
86.72 |
0.7% |
92% |
False |
False |
|
80 |
12,795.93 |
11,965.31 |
830.62 |
6.5% |
85.87 |
0.7% |
93% |
False |
False |
|
100 |
12,795.93 |
11,653.06 |
1,142.87 |
9.0% |
84.63 |
0.7% |
95% |
False |
False |
|
120 |
12,795.93 |
11,299.58 |
1,496.35 |
11.7% |
83.94 |
0.7% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,104.60 |
2.618 |
12,981.05 |
1.618 |
12,905.35 |
1.000 |
12,858.57 |
0.618 |
12,829.65 |
HIGH |
12,782.87 |
0.618 |
12,753.95 |
0.500 |
12,745.02 |
0.382 |
12,736.09 |
LOW |
12,707.17 |
0.618 |
12,660.39 |
1.000 |
12,631.47 |
1.618 |
12,584.69 |
2.618 |
12,508.99 |
4.250 |
12,385.45 |
|
|
Fisher Pivots for day following 21-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,745.02 |
12,750.31 |
PP |
12,742.82 |
12,746.34 |
S1 |
12,740.61 |
12,742.38 |
|