Trading Metrics calculated at close of trading on 20-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2007 |
20-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,779 |
12,790 |
11 |
0.1% |
12,604 |
High |
12,793 |
12,816 |
23 |
0.2% |
12,803 |
Low |
12,764 |
12,722 |
-42 |
-0.3% |
12,561 |
Close |
12,787 |
12,796 |
9 |
0.1% |
12,787 |
Range |
29 |
94 |
65 |
224.1% |
242 |
ATR |
85 |
86 |
1 |
0.7% |
0 |
Volume |
80,585 |
55,326 |
-25,259 |
-31.3% |
436,220 |
|
Daily Pivots for day following 20-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,060 |
13,022 |
12,848 |
|
R3 |
12,966 |
12,928 |
12,822 |
|
R2 |
12,872 |
12,872 |
12,813 |
|
R1 |
12,834 |
12,834 |
12,805 |
12,853 |
PP |
12,778 |
12,778 |
12,778 |
12,788 |
S1 |
12,740 |
12,740 |
12,788 |
12,759 |
S2 |
12,684 |
12,684 |
12,779 |
|
S3 |
12,590 |
12,646 |
12,770 |
|
S4 |
12,496 |
12,552 |
12,744 |
|
|
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 |
12,816 |
12,586 |
230 |
1.8% |
75 |
0.6% |
91% |
True |
False |
81,846 |
10 |
12,816 |
12,561 |
255 |
2.0% |
81 |
0.6% |
92% |
True |
False |
89,604 |
20 |
12,816 |
12,464 |
352 |
2.8% |
87 |
0.7% |
94% |
True |
False |
96,345 |
40 |
12,816 |
12,405 |
411 |
3.2% |
92 |
0.7% |
95% |
True |
False |
91,651 |
60 |
12,816 |
12,176 |
640 |
5.0% |
91 |
0.7% |
97% |
True |
False |
77,123 |
80 |
12,816 |
12,059 |
757 |
5.9% |
86 |
0.7% |
97% |
True |
False |
57,851 |
100 |
12,816 |
11,820 |
996 |
7.8% |
77 |
0.6% |
98% |
True |
False |
46,284 |
120 |
12,816 |
11,490 |
1,326 |
10.4% |
67 |
0.5% |
98% |
True |
False |
38,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,216 |
2.618 |
13,062 |
1.618 |
12,968 |
1.000 |
12,910 |
0.618 |
12,874 |
HIGH |
12,816 |
0.618 |
12,780 |
0.500 |
12,769 |
0.382 |
12,758 |
LOW |
12,722 |
0.618 |
12,664 |
1.000 |
12,628 |
1.618 |
12,570 |
2.618 |
12,476 |
4.250 |
12,323 |
|
|
Fisher Pivots for day following 20-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,787 |
12,787 |
PP |
12,778 |
12,778 |
S1 |
12,769 |
12,769 |
|