Trading Metrics calculated at close of trading on 02-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2007 |
02-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,443.00 |
1,450.75 |
7.75 |
0.5% |
1,428.00 |
High |
1,451.75 |
1,454.75 |
3.00 |
0.2% |
1,454.75 |
Low |
1,441.00 |
1,448.75 |
7.75 |
0.5% |
1,423.25 |
Close |
1,450.75 |
1,453.00 |
2.25 |
0.2% |
1,453.00 |
Range |
10.75 |
6.00 |
-4.75 |
-44.2% |
31.50 |
ATR |
11.88 |
11.46 |
-0.42 |
-3.5% |
0.00 |
Volume |
1,263,105 |
1,116,868 |
-146,237 |
-11.6% |
5,494,111 |
|
Daily Pivots for day following 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,470.25 |
1,467.50 |
1,456.25 |
|
R3 |
1,464.25 |
1,461.50 |
1,454.75 |
|
R2 |
1,458.25 |
1,458.25 |
1,454.00 |
|
R1 |
1,455.50 |
1,455.50 |
1,453.50 |
1,457.00 |
PP |
1,452.25 |
1,452.25 |
1,452.25 |
1,452.75 |
S1 |
1,449.50 |
1,449.50 |
1,452.50 |
1,451.00 |
S2 |
1,446.25 |
1,446.25 |
1,452.00 |
|
S3 |
1,440.25 |
1,443.50 |
1,451.25 |
|
S4 |
1,434.25 |
1,437.50 |
1,449.75 |
|
|
Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,538.25 |
1,527.00 |
1,470.25 |
|
R3 |
1,506.75 |
1,495.50 |
1,461.75 |
|
R2 |
1,475.25 |
1,475.25 |
1,458.75 |
|
R1 |
1,464.00 |
1,464.00 |
1,456.00 |
1,469.50 |
PP |
1,443.75 |
1,443.75 |
1,443.75 |
1,446.50 |
S1 |
1,432.50 |
1,432.50 |
1,450.00 |
1,438.00 |
S2 |
1,412.25 |
1,412.25 |
1,447.25 |
|
S3 |
1,380.75 |
1,401.00 |
1,444.25 |
|
S4 |
1,349.25 |
1,369.50 |
1,435.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,454.75 |
1,423.25 |
31.50 |
2.2% |
10.50 |
0.7% |
94% |
True |
False |
1,098,822 |
10 |
1,454.75 |
1,422.00 |
32.75 |
2.3% |
11.75 |
0.8% |
95% |
True |
False |
1,102,955 |
20 |
1,454.75 |
1,412.25 |
42.50 |
2.9% |
11.50 |
0.8% |
96% |
True |
False |
1,073,424 |
40 |
1,454.75 |
1,412.25 |
42.50 |
2.9% |
11.25 |
0.8% |
96% |
True |
False |
873,131 |
60 |
1,454.75 |
1,390.25 |
64.50 |
4.4% |
11.00 |
0.8% |
97% |
True |
False |
585,818 |
80 |
1,454.75 |
1,362.75 |
92.00 |
6.3% |
11.00 |
0.8% |
98% |
True |
False |
439,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,480.25 |
2.618 |
1,470.50 |
1.618 |
1,464.50 |
1.000 |
1,460.75 |
0.618 |
1,458.50 |
HIGH |
1,454.75 |
0.618 |
1,452.50 |
0.500 |
1,451.75 |
0.382 |
1,451.00 |
LOW |
1,448.75 |
0.618 |
1,445.00 |
1.000 |
1,442.75 |
1.618 |
1,439.00 |
2.618 |
1,433.00 |
4.250 |
1,423.25 |
|
|
Fisher Pivots for day following 02-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,452.50 |
1,449.25 |
PP |
1,452.25 |
1,445.50 |
S1 |
1,451.75 |
1,442.00 |
|