Trading Metrics calculated at close of trading on 28-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2007 |
28-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,657 |
12,175 |
-482 |
-3.8% |
12,790 |
High |
12,662 |
12,357 |
-305 |
-2.4% |
12,816 |
Low |
12,102 |
12,163 |
61 |
0.5% |
12,650 |
Close |
12,180 |
12,274 |
94 |
0.8% |
12,664 |
Range |
560 |
194 |
-366 |
-65.4% |
166 |
ATR |
120 |
125 |
5 |
4.4% |
0 |
Volume |
103,506 |
320,713 |
217,207 |
209.8% |
363,281 |
|
Daily Pivots for day following 28-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,847 |
12,754 |
12,381 |
|
R3 |
12,653 |
12,560 |
12,327 |
|
R2 |
12,459 |
12,459 |
12,310 |
|
R1 |
12,366 |
12,366 |
12,292 |
12,413 |
PP |
12,265 |
12,265 |
12,265 |
12,288 |
S1 |
12,172 |
12,172 |
12,256 |
12,219 |
S2 |
12,071 |
12,071 |
12,239 |
|
S3 |
11,877 |
11,978 |
12,221 |
|
S4 |
11,683 |
11,784 |
12,167 |
|
|
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 |
12,782 |
12,102 |
680 |
5.5% |
204 |
1.7% |
25% |
False |
False |
145,756 |
10 |
12,816 |
12,102 |
714 |
5.8% |
137 |
1.1% |
24% |
False |
False |
113,293 |
20 |
12,816 |
12,102 |
714 |
5.8% |
114 |
0.9% |
24% |
False |
False |
104,426 |
40 |
12,816 |
12,102 |
714 |
5.8% |
107 |
0.9% |
24% |
False |
False |
102,971 |
60 |
12,816 |
12,102 |
714 |
5.8% |
101 |
0.8% |
24% |
False |
False |
90,766 |
80 |
12,816 |
12,059 |
757 |
6.2% |
95 |
0.8% |
28% |
False |
False |
68,096 |
100 |
12,816 |
11,925 |
891 |
7.3% |
85 |
0.7% |
39% |
False |
False |
54,481 |
120 |
12,816 |
11,524 |
1,292 |
10.5% |
76 |
0.6% |
58% |
False |
False |
45,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,182 |
2.618 |
12,865 |
1.618 |
12,671 |
1.000 |
12,551 |
0.618 |
12,477 |
HIGH |
12,357 |
0.618 |
12,283 |
0.500 |
12,260 |
0.382 |
12,237 |
LOW |
12,163 |
0.618 |
12,043 |
1.000 |
11,969 |
1.618 |
11,849 |
2.618 |
11,655 |
4.250 |
11,339 |
|
|
Fisher Pivots for day following 28-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,269 |
12,411 |
PP |
12,265 |
12,365 |
S1 |
12,260 |
12,320 |
|