Trading Metrics calculated at close of trading on 22-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2007 |
22-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,795 |
12,755 |
-40 |
-0.3% |
12,604 |
High |
12,802 |
12,782 |
-20 |
-0.2% |
12,803 |
Low |
12,723 |
12,666 |
-57 |
-0.4% |
12,561 |
Close |
12,758 |
12,704 |
-54 |
-0.4% |
12,787 |
Range |
79 |
116 |
37 |
46.8% |
242 |
ATR |
85 |
88 |
2 |
2.6% |
0 |
Volume |
91,004 |
99,489 |
8,485 |
9.3% |
436,220 |
|
Daily Pivots for day following 22-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,065 |
13,001 |
12,768 |
|
R3 |
12,949 |
12,885 |
12,736 |
|
R2 |
12,833 |
12,833 |
12,725 |
|
R1 |
12,769 |
12,769 |
12,715 |
12,743 |
PP |
12,717 |
12,717 |
12,717 |
12,705 |
S1 |
12,653 |
12,653 |
12,693 |
12,627 |
S2 |
12,601 |
12,601 |
12,683 |
|
S3 |
12,485 |
12,537 |
12,672 |
|
S4 |
12,369 |
12,421 |
12,640 |
|
|
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 |
12,666 |
150 |
1.2% |
72 |
0.6% |
25% |
False |
True |
83,004 |
10 |
12,816 |
12,561 |
255 |
2.0% |
88 |
0.7% |
56% |
False |
False |
91,966 |
20 |
12,816 |
12,464 |
352 |
2.8% |
88 |
0.7% |
68% |
False |
False |
95,465 |
40 |
12,816 |
12,405 |
411 |
3.2% |
94 |
0.7% |
73% |
False |
False |
92,693 |
60 |
12,816 |
12,176 |
640 |
5.0% |
93 |
0.7% |
83% |
False |
False |
80,296 |
80 |
12,816 |
12,059 |
757 |
6.0% |
87 |
0.7% |
85% |
False |
False |
60,231 |
100 |
12,816 |
11,827 |
989 |
7.8% |
78 |
0.6% |
89% |
False |
False |
48,188 |
120 |
12,816 |
11,490 |
1,326 |
10.4% |
69 |
0.5% |
92% |
False |
False |
40,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,275 |
2.618 |
13,086 |
1.618 |
12,970 |
1.000 |
12,898 |
0.618 |
12,854 |
HIGH |
12,782 |
0.618 |
12,738 |
0.500 |
12,724 |
0.382 |
12,710 |
LOW |
12,666 |
0.618 |
12,594 |
1.000 |
12,550 |
1.618 |
12,478 |
2.618 |
12,362 |
4.250 |
12,173 |
|
|
Fisher Pivots for day following 22-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,724 |
12,741 |
PP |
12,717 |
12,729 |
S1 |
12,711 |
12,716 |
|