Trading Metrics calculated at close of trading on 16-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2007 |
16-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,764 |
12,779 |
15 |
0.1% |
12,604 |
High |
12,803 |
12,793 |
-10 |
-0.1% |
12,803 |
Low |
12,760 |
12,764 |
4 |
0.0% |
12,561 |
Close |
12,787 |
12,787 |
0 |
0.0% |
12,787 |
Range |
43 |
29 |
-14 |
-32.6% |
242 |
ATR |
89 |
85 |
-4 |
-4.8% |
0 |
Volume |
88,620 |
80,585 |
-8,035 |
-9.1% |
436,220 |
|
Daily Pivots for day following 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,868 |
12,857 |
12,803 |
|
R3 |
12,839 |
12,828 |
12,795 |
|
R2 |
12,810 |
12,810 |
12,792 |
|
R1 |
12,799 |
12,799 |
12,790 |
12,805 |
PP |
12,781 |
12,781 |
12,781 |
12,784 |
S1 |
12,770 |
12,770 |
12,784 |
12,776 |
S2 |
12,752 |
12,752 |
12,782 |
|
S3 |
12,723 |
12,741 |
12,779 |
|
S4 |
12,694 |
12,712 |
12,771 |
|
|
Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,443 |
13,357 |
12,920 |
|
R3 |
13,201 |
13,115 |
12,854 |
|
R2 |
12,959 |
12,959 |
12,831 |
|
R1 |
12,873 |
12,873 |
12,809 |
12,916 |
PP |
12,717 |
12,717 |
12,717 |
12,739 |
S1 |
12,631 |
12,631 |
12,765 |
12,674 |
S2 |
12,475 |
12,475 |
12,743 |
|
S3 |
12,233 |
12,389 |
12,721 |
|
S4 |
11,991 |
12,147 |
12,654 |
|
|
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% |
70 |
0.5% |
93% |
False |
False |
87,244 |
10 |
12,803 |
12,561 |
242 |
1.9% |
77 |
0.6% |
93% |
False |
False |
90,653 |
20 |
12,803 |
12,464 |
339 |
2.7% |
89 |
0.7% |
95% |
False |
False |
99,886 |
40 |
12,803 |
12,405 |
398 |
3.1% |
92 |
0.7% |
96% |
False |
False |
92,830 |
60 |
12,803 |
12,176 |
627 |
4.9% |
90 |
0.7% |
97% |
False |
False |
76,202 |
80 |
12,803 |
12,059 |
744 |
5.8% |
85 |
0.7% |
98% |
False |
False |
57,159 |
100 |
12,803 |
11,760 |
1,043 |
8.2% |
77 |
0.6% |
98% |
False |
False |
45,731 |
120 |
12,803 |
11,490 |
1,313 |
10.3% |
66 |
0.5% |
99% |
False |
False |
38,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,916 |
2.618 |
12,869 |
1.618 |
12,840 |
1.000 |
12,822 |
0.618 |
12,811 |
HIGH |
12,793 |
0.618 |
12,782 |
0.500 |
12,779 |
0.382 |
12,775 |
LOW |
12,764 |
0.618 |
12,746 |
1.000 |
12,735 |
1.618 |
12,717 |
2.618 |
12,688 |
4.250 |
12,641 |
|
|
Fisher Pivots for day following 16-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,784 |
12,772 |
PP |
12,781 |
12,757 |
S1 |
12,779 |
12,743 |
|