Trading Metrics calculated at close of trading on 27-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2007 |
27-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,647.88 |
12,628.90 |
-18.98 |
-0.2% |
12,766.85 |
High |
12,697.23 |
12,629.38 |
-67.85 |
-0.5% |
12,795.93 |
Low |
12,608.47 |
12,086.06 |
-522.41 |
-4.1% |
12,628.02 |
Close |
12,632.26 |
12,216.24 |
-416.02 |
-3.3% |
12,647.48 |
Range |
88.76 |
543.32 |
454.56 |
512.1% |
167.91 |
ATR |
82.53 |
115.65 |
33.12 |
40.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,940.52 |
13,621.70 |
12,515.07 |
|
R3 |
13,397.20 |
13,078.38 |
12,365.65 |
|
R2 |
12,853.88 |
12,853.88 |
12,315.85 |
|
R1 |
12,535.06 |
12,535.06 |
12,266.04 |
12,422.81 |
PP |
12,310.56 |
12,310.56 |
12,310.56 |
12,254.44 |
S1 |
11,991.74 |
11,991.74 |
12,166.44 |
11,879.49 |
S2 |
11,767.24 |
11,767.24 |
12,116.63 |
|
S3 |
11,223.92 |
11,448.42 |
12,066.83 |
|
S4 |
10,680.60 |
10,905.10 |
11,917.41 |
|
|
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 |
12,782.87 |
12,086.06 |
696.81 |
5.7% |
175.00 |
1.4% |
19% |
False |
True |
|
10 |
12,795.93 |
12,086.06 |
709.87 |
5.8% |
125.89 |
1.0% |
18% |
False |
True |
|
20 |
12,795.93 |
12,086.06 |
709.87 |
5.8% |
103.07 |
0.8% |
18% |
False |
True |
|
40 |
12,795.93 |
12,086.06 |
709.87 |
5.8% |
97.53 |
0.8% |
18% |
False |
True |
|
60 |
12,795.93 |
12,086.06 |
709.87 |
5.8% |
93.90 |
0.8% |
18% |
False |
True |
|
80 |
12,795.93 |
11,965.31 |
830.62 |
6.8% |
92.16 |
0.8% |
30% |
False |
False |
|
100 |
12,795.93 |
11,653.06 |
1,142.87 |
9.4% |
90.01 |
0.7% |
49% |
False |
False |
|
120 |
12,795.93 |
11,323.84 |
1,472.09 |
12.1% |
88.43 |
0.7% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,938.49 |
2.618 |
14,051.79 |
1.618 |
13,508.47 |
1.000 |
13,172.70 |
0.618 |
12,965.15 |
HIGH |
12,629.38 |
0.618 |
12,421.83 |
0.500 |
12,357.72 |
0.382 |
12,293.61 |
LOW |
12,086.06 |
0.618 |
11,750.29 |
1.000 |
11,542.74 |
1.618 |
11,206.97 |
2.618 |
10,663.65 |
4.250 |
9,776.95 |
|
|
Fisher Pivots for day following 27-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,357.72 |
12,391.65 |
PP |
12,310.56 |
12,333.18 |
S1 |
12,263.40 |
12,274.71 |
|