Trading Metrics calculated at close of trading on 26-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2007 |
26-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,679.89 |
12,647.88 |
-32.01 |
-0.3% |
12,766.85 |
High |
12,682.13 |
12,697.23 |
15.10 |
0.1% |
12,795.93 |
Low |
12,628.02 |
12,608.47 |
-19.55 |
-0.2% |
12,628.02 |
Close |
12,647.48 |
12,632.26 |
-15.22 |
-0.1% |
12,647.48 |
Range |
54.11 |
88.76 |
34.65 |
64.0% |
167.91 |
ATR |
82.05 |
82.53 |
0.48 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,912.27 |
12,861.02 |
12,681.08 |
|
R3 |
12,823.51 |
12,772.26 |
12,656.67 |
|
R2 |
12,734.75 |
12,734.75 |
12,648.53 |
|
R1 |
12,683.50 |
12,683.50 |
12,640.40 |
12,664.75 |
PP |
12,645.99 |
12,645.99 |
12,645.99 |
12,636.61 |
S1 |
12,594.74 |
12,594.74 |
12,624.12 |
12,575.99 |
S2 |
12,557.23 |
12,557.23 |
12,615.99 |
|
S3 |
12,468.47 |
12,505.98 |
12,607.85 |
|
S4 |
12,379.71 |
12,417.22 |
12,583.44 |
|
|
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 |
12,608.47 |
187.46 |
1.5% |
84.59 |
0.7% |
13% |
False |
True |
|
10 |
12,795.93 |
12,536.21 |
259.72 |
2.1% |
78.69 |
0.6% |
37% |
False |
False |
|
20 |
12,795.93 |
12,459.46 |
336.47 |
2.7% |
78.97 |
0.6% |
51% |
False |
False |
|
40 |
12,795.93 |
12,337.37 |
458.56 |
3.6% |
86.73 |
0.7% |
64% |
False |
False |
|
60 |
12,795.93 |
12,072.60 |
723.33 |
5.7% |
86.12 |
0.7% |
77% |
False |
False |
|
80 |
12,795.93 |
11,965.31 |
830.62 |
6.6% |
86.21 |
0.7% |
80% |
False |
False |
|
100 |
12,795.93 |
11,653.06 |
1,142.87 |
9.0% |
85.25 |
0.7% |
86% |
False |
False |
|
120 |
12,795.93 |
11,323.84 |
1,472.09 |
11.7% |
84.68 |
0.7% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,074.46 |
2.618 |
12,929.60 |
1.618 |
12,840.84 |
1.000 |
12,785.99 |
0.618 |
12,752.08 |
HIGH |
12,697.23 |
0.618 |
12,663.32 |
0.500 |
12,652.85 |
0.382 |
12,642.38 |
LOW |
12,608.47 |
0.618 |
12,553.62 |
1.000 |
12,519.71 |
1.618 |
12,464.86 |
2.618 |
12,376.10 |
4.250 |
12,231.24 |
|
|
Fisher Pivots for day following 26-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,652.85 |
12,686.10 |
PP |
12,645.99 |
12,668.15 |
S1 |
12,639.12 |
12,650.21 |
|