Trading Metrics calculated at close of trading on 14-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2007 |
14-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,586 |
12,685 |
99 |
0.8% |
12,677 |
High |
12,689 |
12,785 |
96 |
0.8% |
12,734 |
Low |
12,586 |
12,682 |
96 |
0.8% |
12,571 |
Close |
12,686 |
12,765 |
79 |
0.6% |
12,614 |
Range |
103 |
103 |
0 |
0.0% |
163 |
ATR |
92 |
93 |
1 |
0.8% |
0 |
Volume |
96,083 |
88,620 |
-7,463 |
-7.8% |
470,318 |
|
Daily Pivots for day following 14-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,053 |
13,012 |
12,822 |
|
R3 |
12,950 |
12,909 |
12,793 |
|
R2 |
12,847 |
12,847 |
12,784 |
|
R1 |
12,806 |
12,806 |
12,775 |
12,827 |
PP |
12,744 |
12,744 |
12,744 |
12,754 |
S1 |
12,703 |
12,703 |
12,756 |
12,724 |
S2 |
12,641 |
12,641 |
12,746 |
|
S3 |
12,538 |
12,600 |
12,737 |
|
S4 |
12,435 |
12,497 |
12,708 |
|
|
Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,129 |
13,034 |
12,704 |
|
R3 |
12,966 |
12,871 |
12,659 |
|
R2 |
12,803 |
12,803 |
12,644 |
|
R1 |
12,708 |
12,708 |
12,629 |
12,674 |
PP |
12,640 |
12,640 |
12,640 |
12,623 |
S1 |
12,545 |
12,545 |
12,599 |
12,511 |
S2 |
12,477 |
12,477 |
12,584 |
|
S3 |
12,314 |
12,382 |
12,569 |
|
S4 |
12,151 |
12,219 |
12,524 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,785 |
12,561 |
224 |
1.8% |
103 |
0.8% |
91% |
True |
False |
100,928 |
10 |
12,785 |
12,561 |
224 |
1.8% |
83 |
0.7% |
91% |
True |
False |
91,099 |
20 |
12,785 |
12,464 |
321 |
2.5% |
93 |
0.7% |
94% |
True |
False |
102,630 |
40 |
12,785 |
12,405 |
380 |
3.0% |
94 |
0.7% |
95% |
True |
False |
92,738 |
60 |
12,785 |
12,176 |
609 |
4.8% |
90 |
0.7% |
97% |
True |
False |
73,384 |
80 |
12,785 |
12,059 |
726 |
5.7% |
86 |
0.7% |
97% |
True |
False |
55,045 |
100 |
12,785 |
11,677 |
1,108 |
8.7% |
76 |
0.6% |
98% |
True |
False |
44,039 |
120 |
12,785 |
11,452 |
1,333 |
10.4% |
66 |
0.5% |
98% |
True |
False |
36,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,223 |
2.618 |
13,055 |
1.618 |
12,952 |
1.000 |
12,888 |
0.618 |
12,849 |
HIGH |
12,785 |
0.618 |
12,746 |
0.500 |
12,734 |
0.382 |
12,721 |
LOW |
12,682 |
0.618 |
12,618 |
1.000 |
12,579 |
1.618 |
12,515 |
2.618 |
12,412 |
4.250 |
12,244 |
|
|
Fisher Pivots for day following 14-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,755 |
12,734 |
PP |
12,744 |
12,704 |
S1 |
12,734 |
12,673 |
|