Trading Metrics calculated at close of trading on 23-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2007 |
23-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,755 |
12,701 |
-54 |
-0.4% |
12,790 |
High |
12,782 |
12,708 |
-74 |
-0.6% |
12,816 |
Low |
12,666 |
12,650 |
-16 |
-0.1% |
12,650 |
Close |
12,704 |
12,664 |
-40 |
-0.3% |
12,664 |
Range |
116 |
58 |
-58 |
-50.0% |
166 |
ATR |
88 |
85 |
-2 |
-2.4% |
0 |
Volume |
99,489 |
117,462 |
17,973 |
18.1% |
363,281 |
|
Daily Pivots for day following 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,848 |
12,814 |
12,696 |
|
R3 |
12,790 |
12,756 |
12,680 |
|
R2 |
12,732 |
12,732 |
12,675 |
|
R1 |
12,698 |
12,698 |
12,669 |
12,686 |
PP |
12,674 |
12,674 |
12,674 |
12,668 |
S1 |
12,640 |
12,640 |
12,659 |
12,628 |
S2 |
12,616 |
12,616 |
12,653 |
|
S3 |
12,558 |
12,582 |
12,648 |
|
S4 |
12,500 |
12,524 |
12,632 |
|
|
Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,208 |
13,102 |
12,755 |
|
R3 |
13,042 |
12,936 |
12,710 |
|
R2 |
12,876 |
12,876 |
12,695 |
|
R1 |
12,770 |
12,770 |
12,679 |
12,740 |
PP |
12,710 |
12,710 |
12,710 |
12,695 |
S1 |
12,604 |
12,604 |
12,649 |
12,574 |
S2 |
12,544 |
12,544 |
12,634 |
|
S3 |
12,378 |
12,438 |
12,618 |
|
S4 |
12,212 |
12,272 |
12,573 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,816 |
12,650 |
166 |
1.3% |
75 |
0.6% |
8% |
False |
True |
88,773 |
10 |
12,816 |
12,561 |
255 |
2.0% |
83 |
0.7% |
40% |
False |
False |
92,103 |
20 |
12,816 |
12,464 |
352 |
2.8% |
84 |
0.7% |
57% |
False |
False |
95,297 |
40 |
12,816 |
12,405 |
411 |
3.2% |
92 |
0.7% |
63% |
False |
False |
93,875 |
60 |
12,816 |
12,176 |
640 |
5.1% |
93 |
0.7% |
76% |
False |
False |
82,252 |
80 |
12,816 |
12,059 |
757 |
6.0% |
87 |
0.7% |
80% |
False |
False |
61,700 |
100 |
12,816 |
11,827 |
989 |
7.8% |
79 |
0.6% |
85% |
False |
False |
49,363 |
120 |
12,816 |
11,524 |
1,292 |
10.2% |
69 |
0.5% |
88% |
False |
False |
41,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,955 |
2.618 |
12,860 |
1.618 |
12,802 |
1.000 |
12,766 |
0.618 |
12,744 |
HIGH |
12,708 |
0.618 |
12,686 |
0.500 |
12,679 |
0.382 |
12,672 |
LOW |
12,650 |
0.618 |
12,614 |
1.000 |
12,592 |
1.618 |
12,556 |
2.618 |
12,498 |
4.250 |
12,404 |
|
|
Fisher Pivots for day following 23-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,679 |
12,726 |
PP |
12,674 |
12,705 |
S1 |
12,669 |
12,685 |
|