Trading Metrics calculated at close of trading on 27-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2007 |
27-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,670 |
12,657 |
-13 |
-0.1% |
12,790 |
High |
12,719 |
12,662 |
-57 |
-0.4% |
12,816 |
Low |
12,629 |
12,102 |
-527 |
-4.2% |
12,650 |
Close |
12,654 |
12,180 |
-474 |
-3.7% |
12,664 |
Range |
90 |
560 |
470 |
522.2% |
166 |
ATR |
86 |
120 |
34 |
39.5% |
0 |
Volume |
87,613 |
103,506 |
15,893 |
18.1% |
363,281 |
|
Daily Pivots for day following 27-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,995 |
13,647 |
12,488 |
|
R3 |
13,435 |
13,087 |
12,334 |
|
R2 |
12,875 |
12,875 |
12,283 |
|
R1 |
12,527 |
12,527 |
12,231 |
12,421 |
PP |
12,315 |
12,315 |
12,315 |
12,262 |
S1 |
11,967 |
11,967 |
12,129 |
11,861 |
S2 |
11,755 |
11,755 |
12,077 |
|
S3 |
11,195 |
11,407 |
12,026 |
|
S4 |
10,635 |
10,847 |
11,872 |
|
|
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 |
12,802 |
12,102 |
700 |
5.7% |
181 |
1.5% |
11% |
False |
True |
99,814 |
10 |
12,816 |
12,102 |
714 |
5.9% |
128 |
1.0% |
11% |
False |
True |
90,830 |
20 |
12,816 |
12,102 |
714 |
5.9% |
107 |
0.9% |
11% |
False |
True |
93,034 |
40 |
12,816 |
12,102 |
714 |
5.9% |
104 |
0.9% |
11% |
False |
True |
96,425 |
60 |
12,816 |
12,102 |
714 |
5.9% |
99 |
0.8% |
11% |
False |
True |
85,428 |
80 |
12,816 |
12,059 |
757 |
6.2% |
94 |
0.8% |
16% |
False |
False |
64,088 |
100 |
12,816 |
11,899 |
917 |
7.5% |
84 |
0.7% |
31% |
False |
False |
51,274 |
120 |
12,816 |
11,524 |
1,292 |
10.6% |
74 |
0.6% |
51% |
False |
False |
42,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,042 |
2.618 |
14,128 |
1.618 |
13,568 |
1.000 |
13,222 |
0.618 |
13,008 |
HIGH |
12,662 |
0.618 |
12,448 |
0.500 |
12,382 |
0.382 |
12,316 |
LOW |
12,102 |
0.618 |
11,756 |
1.000 |
11,542 |
1.618 |
11,196 |
2.618 |
10,636 |
4.250 |
9,722 |
|
|
Fisher Pivots for day following 27-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,382 |
12,411 |
PP |
12,315 |
12,334 |
S1 |
12,247 |
12,257 |
|