Trading Metrics calculated at close of trading on 23-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2007 |
23-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,735.77 |
12,679.89 |
-55.88 |
-0.4% |
12,766.85 |
High |
12,763.73 |
12,682.13 |
-81.60 |
-0.6% |
12,795.93 |
Low |
12,650.61 |
12,628.02 |
-22.59 |
-0.2% |
12,628.02 |
Close |
12,686.02 |
12,647.48 |
-38.54 |
-0.3% |
12,647.48 |
Range |
113.12 |
54.11 |
-59.01 |
-52.2% |
167.91 |
ATR |
83.90 |
82.05 |
-1.85 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,814.87 |
12,785.29 |
12,677.24 |
|
R3 |
12,760.76 |
12,731.18 |
12,662.36 |
|
R2 |
12,706.65 |
12,706.65 |
12,657.40 |
|
R1 |
12,677.07 |
12,677.07 |
12,652.44 |
12,664.81 |
PP |
12,652.54 |
12,652.54 |
12,652.54 |
12,646.41 |
S1 |
12,622.96 |
12,622.96 |
12,642.52 |
12,610.70 |
S2 |
12,598.43 |
12,598.43 |
12,637.56 |
|
S3 |
12,544.32 |
12,568.85 |
12,632.60 |
|
S4 |
12,490.21 |
12,514.74 |
12,617.72 |
|
|
Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,194.21 |
13,088.75 |
12,739.83 |
|
R3 |
13,026.30 |
12,920.84 |
12,693.66 |
|
R2 |
12,858.39 |
12,858.39 |
12,678.26 |
|
R1 |
12,752.93 |
12,752.93 |
12,662.87 |
12,721.71 |
PP |
12,690.48 |
12,690.48 |
12,690.48 |
12,674.86 |
S1 |
12,585.02 |
12,585.02 |
12,632.09 |
12,553.80 |
S2 |
12,522.57 |
12,522.57 |
12,616.70 |
|
S3 |
12,354.66 |
12,417.11 |
12,601.30 |
|
S4 |
12,186.75 |
12,249.20 |
12,555.13 |
|
|
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 |
12,628.02 |
167.91 |
1.3% |
71.87 |
0.6% |
12% |
False |
True |
|
10 |
12,795.93 |
12,536.21 |
259.72 |
2.1% |
82.87 |
0.7% |
43% |
False |
False |
|
20 |
12,795.93 |
12,431.34 |
364.59 |
2.9% |
79.92 |
0.6% |
59% |
False |
False |
|
40 |
12,795.93 |
12,337.05 |
458.88 |
3.6% |
86.54 |
0.7% |
68% |
False |
False |
|
60 |
12,795.93 |
12,072.60 |
723.33 |
5.7% |
87.45 |
0.7% |
79% |
False |
False |
|
80 |
12,795.93 |
11,965.31 |
830.62 |
6.6% |
86.24 |
0.7% |
82% |
False |
False |
|
100 |
12,795.93 |
11,653.06 |
1,142.87 |
9.0% |
85.01 |
0.7% |
87% |
False |
False |
|
120 |
12,795.93 |
11,323.84 |
1,472.09 |
11.6% |
84.24 |
0.7% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,912.10 |
2.618 |
12,823.79 |
1.618 |
12,769.68 |
1.000 |
12,736.24 |
0.618 |
12,715.57 |
HIGH |
12,682.13 |
0.618 |
12,661.46 |
0.500 |
12,655.08 |
0.382 |
12,648.69 |
LOW |
12,628.02 |
0.618 |
12,594.58 |
1.000 |
12,573.91 |
1.618 |
12,540.47 |
2.618 |
12,486.36 |
4.250 |
12,398.05 |
|
|
Fisher Pivots for day following 23-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,655.08 |
12,705.45 |
PP |
12,652.54 |
12,686.12 |
S1 |
12,650.01 |
12,666.80 |
|