Trading Metrics calculated at close of trading on 26-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2007 |
26-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,701 |
12,670 |
-31 |
-0.2% |
12,790 |
High |
12,708 |
12,719 |
11 |
0.1% |
12,816 |
Low |
12,650 |
12,629 |
-21 |
-0.2% |
12,650 |
Close |
12,664 |
12,654 |
-10 |
-0.1% |
12,664 |
Range |
58 |
90 |
32 |
55.2% |
166 |
ATR |
85 |
86 |
0 |
0.4% |
0 |
Volume |
117,462 |
87,613 |
-29,849 |
-25.4% |
363,281 |
|
Daily Pivots for day following 26-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,937 |
12,886 |
12,704 |
|
R3 |
12,847 |
12,796 |
12,679 |
|
R2 |
12,757 |
12,757 |
12,671 |
|
R1 |
12,706 |
12,706 |
12,662 |
12,687 |
PP |
12,667 |
12,667 |
12,667 |
12,658 |
S1 |
12,616 |
12,616 |
12,646 |
12,597 |
S2 |
12,577 |
12,577 |
12,638 |
|
S3 |
12,487 |
12,526 |
12,629 |
|
S4 |
12,397 |
12,436 |
12,605 |
|
|
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 |
12,629 |
187 |
1.5% |
88 |
0.7% |
13% |
False |
True |
90,178 |
10 |
12,816 |
12,561 |
255 |
2.0% |
79 |
0.6% |
36% |
False |
False |
88,711 |
20 |
12,816 |
12,496 |
320 |
2.5% |
83 |
0.7% |
49% |
False |
False |
92,992 |
40 |
12,816 |
12,405 |
411 |
3.2% |
92 |
0.7% |
61% |
False |
False |
95,226 |
60 |
12,816 |
12,176 |
640 |
5.1% |
91 |
0.7% |
75% |
False |
False |
83,706 |
80 |
12,816 |
12,059 |
757 |
6.0% |
88 |
0.7% |
79% |
False |
False |
62,794 |
100 |
12,816 |
11,855 |
961 |
7.6% |
79 |
0.6% |
83% |
False |
False |
50,239 |
120 |
12,816 |
11,524 |
1,292 |
10.2% |
69 |
0.5% |
87% |
False |
False |
41,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,102 |
2.618 |
12,955 |
1.618 |
12,865 |
1.000 |
12,809 |
0.618 |
12,775 |
HIGH |
12,719 |
0.618 |
12,685 |
0.500 |
12,674 |
0.382 |
12,664 |
LOW |
12,629 |
0.618 |
12,574 |
1.000 |
12,539 |
1.618 |
12,484 |
2.618 |
12,394 |
4.250 |
12,247 |
|
|
Fisher Pivots for day following 26-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,674 |
12,706 |
PP |
12,667 |
12,688 |
S1 |
12,661 |
12,671 |
|