Trading Metrics calculated at close of trading on 15-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2007 |
15-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,685 |
12,764 |
79 |
0.6% |
12,677 |
High |
12,785 |
12,803 |
18 |
0.1% |
12,734 |
Low |
12,682 |
12,760 |
78 |
0.6% |
12,571 |
Close |
12,765 |
12,787 |
22 |
0.2% |
12,614 |
Range |
103 |
43 |
-60 |
-58.3% |
163 |
ATR |
93 |
89 |
-4 |
-3.8% |
0 |
Volume |
88,620 |
88,620 |
0 |
0.0% |
470,318 |
|
Daily Pivots for day following 15-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,912 |
12,893 |
12,811 |
|
R3 |
12,869 |
12,850 |
12,799 |
|
R2 |
12,826 |
12,826 |
12,795 |
|
R1 |
12,807 |
12,807 |
12,791 |
12,817 |
PP |
12,783 |
12,783 |
12,783 |
12,788 |
S1 |
12,764 |
12,764 |
12,783 |
12,774 |
S2 |
12,740 |
12,740 |
12,779 |
|
S3 |
12,697 |
12,721 |
12,775 |
|
S4 |
12,654 |
12,678 |
12,763 |
|
|
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 |
12,803 |
12,561 |
242 |
1.9% |
91 |
0.7% |
93% |
True |
False |
95,434 |
10 |
12,803 |
12,561 |
242 |
1.9% |
81 |
0.6% |
93% |
True |
False |
90,023 |
20 |
12,803 |
12,464 |
339 |
2.7% |
91 |
0.7% |
95% |
True |
False |
100,668 |
40 |
12,803 |
12,405 |
398 |
3.1% |
93 |
0.7% |
96% |
True |
False |
92,856 |
60 |
12,803 |
12,176 |
627 |
4.9% |
90 |
0.7% |
97% |
True |
False |
74,860 |
80 |
12,803 |
12,059 |
744 |
5.8% |
86 |
0.7% |
98% |
True |
False |
56,152 |
100 |
12,803 |
11,740 |
1,063 |
8.3% |
77 |
0.6% |
98% |
True |
False |
44,925 |
120 |
12,803 |
11,459 |
1,344 |
10.5% |
66 |
0.5% |
99% |
True |
False |
37,439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,986 |
2.618 |
12,916 |
1.618 |
12,873 |
1.000 |
12,846 |
0.618 |
12,830 |
HIGH |
12,803 |
0.618 |
12,787 |
0.500 |
12,782 |
0.382 |
12,777 |
LOW |
12,760 |
0.618 |
12,734 |
1.000 |
12,717 |
1.618 |
12,691 |
2.618 |
12,648 |
4.250 |
12,577 |
|
|
Fisher Pivots for day following 15-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,785 |
12,756 |
PP |
12,783 |
12,725 |
S1 |
12,782 |
12,695 |
|