Trading Metrics calculated at close of trading on 01-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2007 |
01-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,434.00 |
1,443.00 |
9.00 |
0.6% |
1,437.25 |
High |
1,446.75 |
1,451.75 |
5.00 |
0.3% |
1,447.25 |
Low |
1,429.00 |
1,441.00 |
12.00 |
0.8% |
1,422.00 |
Close |
1,443.00 |
1,450.75 |
7.75 |
0.5% |
1,427.50 |
Range |
17.75 |
10.75 |
-7.00 |
-39.4% |
25.25 |
ATR |
11.97 |
11.88 |
-0.09 |
-0.7% |
0.00 |
Volume |
914,770 |
1,263,105 |
348,335 |
38.1% |
5,535,448 |
|
Daily Pivots for day following 01-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,480.00 |
1,476.25 |
1,456.75 |
|
R3 |
1,469.25 |
1,465.50 |
1,453.75 |
|
R2 |
1,458.50 |
1,458.50 |
1,452.75 |
|
R1 |
1,454.75 |
1,454.75 |
1,451.75 |
1,456.50 |
PP |
1,447.75 |
1,447.75 |
1,447.75 |
1,448.75 |
S1 |
1,444.00 |
1,444.00 |
1,449.75 |
1,446.00 |
S2 |
1,437.00 |
1,437.00 |
1,448.75 |
|
S3 |
1,426.25 |
1,433.25 |
1,447.75 |
|
S4 |
1,415.50 |
1,422.50 |
1,444.75 |
|
|
Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,508.00 |
1,493.00 |
1,441.50 |
|
R3 |
1,482.75 |
1,467.75 |
1,434.50 |
|
R2 |
1,457.50 |
1,457.50 |
1,432.25 |
|
R1 |
1,442.50 |
1,442.50 |
1,429.75 |
1,437.50 |
PP |
1,432.25 |
1,432.25 |
1,432.25 |
1,429.75 |
S1 |
1,417.25 |
1,417.25 |
1,425.25 |
1,412.00 |
S2 |
1,407.00 |
1,407.00 |
1,422.75 |
|
S3 |
1,381.75 |
1,392.00 |
1,420.50 |
|
S4 |
1,356.50 |
1,366.75 |
1,413.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,451.75 |
1,422.00 |
29.75 |
2.1% |
11.50 |
0.8% |
97% |
True |
False |
1,159,454 |
10 |
1,451.75 |
1,422.00 |
29.75 |
2.1% |
12.00 |
0.8% |
97% |
True |
False |
1,102,990 |
20 |
1,451.75 |
1,412.25 |
39.50 |
2.7% |
12.00 |
0.8% |
97% |
True |
False |
1,078,593 |
40 |
1,451.75 |
1,409.50 |
42.25 |
2.9% |
11.50 |
0.8% |
98% |
True |
False |
846,584 |
60 |
1,451.75 |
1,379.50 |
72.25 |
5.0% |
11.25 |
0.8% |
99% |
True |
False |
567,238 |
80 |
1,451.75 |
1,362.75 |
89.00 |
6.1% |
11.00 |
0.8% |
99% |
True |
False |
425,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,497.50 |
2.618 |
1,480.00 |
1.618 |
1,469.25 |
1.000 |
1,462.50 |
0.618 |
1,458.50 |
HIGH |
1,451.75 |
0.618 |
1,447.75 |
0.500 |
1,446.50 |
0.382 |
1,445.00 |
LOW |
1,441.00 |
0.618 |
1,434.25 |
1.000 |
1,430.25 |
1.618 |
1,423.50 |
2.618 |
1,412.75 |
4.250 |
1,395.25 |
|
|
Fisher Pivots for day following 01-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,449.25 |
1,446.75 |
PP |
1,447.75 |
1,442.75 |
S1 |
1,446.50 |
1,438.50 |
|