Trading Metrics calculated at close of trading on 28-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2007 |
28-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,628.90 |
12,214.92 |
-413.98 |
-3.3% |
12,766.85 |
High |
12,629.38 |
12,353.47 |
-275.91 |
-2.2% |
12,795.93 |
Low |
12,086.06 |
12,186.04 |
99.98 |
0.8% |
12,628.02 |
Close |
12,216.24 |
12,268.63 |
52.39 |
0.4% |
12,647.48 |
Range |
543.32 |
167.43 |
-375.89 |
-69.2% |
167.91 |
ATR |
115.65 |
119.35 |
3.70 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,771.67 |
12,687.58 |
12,360.72 |
|
R3 |
12,604.24 |
12,520.15 |
12,314.67 |
|
R2 |
12,436.81 |
12,436.81 |
12,299.33 |
|
R1 |
12,352.72 |
12,352.72 |
12,283.98 |
12,394.77 |
PP |
12,269.38 |
12,269.38 |
12,269.38 |
12,290.40 |
S1 |
12,185.29 |
12,185.29 |
12,253.28 |
12,227.34 |
S2 |
12,101.95 |
12,101.95 |
12,237.93 |
|
S3 |
11,934.52 |
12,017.86 |
12,222.59 |
|
S4 |
11,767.09 |
11,850.43 |
12,176.54 |
|
|
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 |
12,763.73 |
12,086.06 |
677.67 |
5.5% |
193.35 |
1.6% |
27% |
False |
False |
|
10 |
12,795.93 |
12,086.06 |
709.87 |
5.8% |
131.73 |
1.1% |
26% |
False |
False |
|
20 |
12,795.93 |
12,086.06 |
709.87 |
5.8% |
107.49 |
0.9% |
26% |
False |
False |
|
40 |
12,795.93 |
12,086.06 |
709.87 |
5.8% |
100.42 |
0.8% |
26% |
False |
False |
|
60 |
12,795.93 |
12,086.06 |
709.87 |
5.8% |
94.92 |
0.8% |
26% |
False |
False |
|
80 |
12,795.93 |
11,965.31 |
830.62 |
6.8% |
93.15 |
0.8% |
37% |
False |
False |
|
100 |
12,795.93 |
11,707.49 |
1,088.44 |
8.9% |
90.62 |
0.7% |
52% |
False |
False |
|
120 |
12,795.93 |
11,323.84 |
1,472.09 |
12.0% |
89.41 |
0.7% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,065.05 |
2.618 |
12,791.80 |
1.618 |
12,624.37 |
1.000 |
12,520.90 |
0.618 |
12,456.94 |
HIGH |
12,353.47 |
0.618 |
12,289.51 |
0.500 |
12,269.76 |
0.382 |
12,250.00 |
LOW |
12,186.04 |
0.618 |
12,082.57 |
1.000 |
12,018.61 |
1.618 |
11,915.14 |
2.618 |
11,747.71 |
4.250 |
11,474.46 |
|
|
Fisher Pivots for day following 28-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,269.76 |
12,391.65 |
PP |
12,269.38 |
12,350.64 |
S1 |
12,269.01 |
12,309.64 |
|