Trading Metrics calculated at close of trading on 21-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2007 |
21-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,458.6 |
1,461.7 |
3.1 |
0.2% |
1,442.7 |
High |
1,463.7 |
1,462.8 |
-0.9 |
-0.1% |
1,461.7 |
Low |
1,452.2 |
1,454.5 |
2.3 |
0.2% |
1,435.1 |
Close |
1,461.8 |
1,460.4 |
-1.4 |
-0.1% |
1,458.9 |
Range |
11.5 |
8.3 |
-3.2 |
-27.8% |
26.6 |
ATR |
10.3 |
10.2 |
-0.1 |
-1.4% |
0.0 |
Volume |
24,728 |
33,547 |
8,819 |
35.7% |
145,135 |
|
Daily Pivots for day following 21-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,484.1 |
1,480.6 |
1,465.0 |
|
R3 |
1,475.8 |
1,472.3 |
1,462.7 |
|
R2 |
1,467.5 |
1,467.5 |
1,461.9 |
|
R1 |
1,464.0 |
1,464.0 |
1,461.2 |
1,461.6 |
PP |
1,459.2 |
1,459.2 |
1,459.2 |
1,458.1 |
S1 |
1,455.7 |
1,455.7 |
1,459.6 |
1,453.3 |
S2 |
1,450.9 |
1,450.9 |
1,458.9 |
|
S3 |
1,442.6 |
1,447.4 |
1,458.1 |
|
S4 |
1,434.3 |
1,439.1 |
1,455.8 |
|
|
Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,531.7 |
1,521.9 |
1,473.5 |
|
R3 |
1,505.1 |
1,495.3 |
1,466.2 |
|
R2 |
1,478.5 |
1,478.5 |
1,463.8 |
|
R1 |
1,468.7 |
1,468.7 |
1,461.3 |
1,473.6 |
PP |
1,451.9 |
1,451.9 |
1,451.9 |
1,454.4 |
S1 |
1,442.1 |
1,442.1 |
1,456.5 |
1,447.0 |
S2 |
1,425.3 |
1,425.3 |
1,454.0 |
|
S3 |
1,398.7 |
1,415.5 |
1,451.6 |
|
S4 |
1,372.1 |
1,388.9 |
1,444.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,463.7 |
1,448.8 |
14.9 |
1.0% |
8.5 |
0.6% |
78% |
False |
False |
27,847 |
10 |
1,463.7 |
1,435.1 |
28.6 |
2.0% |
10.0 |
0.7% |
88% |
False |
False |
27,301 |
20 |
1,463.7 |
1,421.8 |
41.9 |
2.9% |
10.4 |
0.7% |
92% |
False |
False |
30,233 |
40 |
1,463.7 |
1,412.2 |
51.5 |
3.5% |
11.0 |
0.8% |
94% |
False |
False |
28,398 |
60 |
1,463.7 |
1,392.0 |
71.7 |
4.9% |
10.8 |
0.7% |
95% |
False |
False |
36,423 |
80 |
1,463.7 |
1,377.5 |
86.2 |
5.9% |
10.1 |
0.7% |
96% |
False |
False |
27,868 |
100 |
1,463.7 |
1,348.0 |
115.7 |
7.9% |
9.5 |
0.6% |
97% |
False |
False |
22,384 |
120 |
1,463.7 |
1,316.9 |
146.8 |
10.1% |
8.5 |
0.6% |
98% |
False |
False |
18,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,498.1 |
2.618 |
1,484.5 |
1.618 |
1,476.2 |
1.000 |
1,471.1 |
0.618 |
1,467.9 |
HIGH |
1,462.8 |
0.618 |
1,459.6 |
0.500 |
1,458.7 |
0.382 |
1,457.7 |
LOW |
1,454.5 |
0.618 |
1,449.4 |
1.000 |
1,446.2 |
1.618 |
1,441.1 |
2.618 |
1,432.8 |
4.250 |
1,419.2 |
|
|
Fisher Pivots for day following 21-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,459.8 |
1,459.6 |
PP |
1,459.2 |
1,458.8 |
S1 |
1,458.7 |
1,458.0 |
|