Trading Metrics calculated at close of trading on 06-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2007 |
06-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,452.50 |
1,453.25 |
0.75 |
0.1% |
1,428.00 |
High |
1,454.25 |
1,455.75 |
1.50 |
0.1% |
1,454.75 |
Low |
1,448.00 |
1,447.50 |
-0.50 |
0.0% |
1,423.25 |
Close |
1,453.75 |
1,453.25 |
-0.50 |
0.0% |
1,453.00 |
Range |
6.25 |
8.25 |
2.00 |
32.0% |
31.50 |
ATR |
11.09 |
10.88 |
-0.20 |
-1.8% |
0.00 |
Volume |
820,588 |
625,989 |
-194,599 |
-23.7% |
5,494,111 |
|
Daily Pivots for day following 06-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,477.00 |
1,473.25 |
1,457.75 |
|
R3 |
1,468.75 |
1,465.00 |
1,455.50 |
|
R2 |
1,460.50 |
1,460.50 |
1,454.75 |
|
R1 |
1,456.75 |
1,456.75 |
1,454.00 |
1,457.50 |
PP |
1,452.25 |
1,452.25 |
1,452.25 |
1,452.50 |
S1 |
1,448.50 |
1,448.50 |
1,452.50 |
1,449.00 |
S2 |
1,444.00 |
1,444.00 |
1,451.75 |
|
S3 |
1,435.75 |
1,440.25 |
1,451.00 |
|
S4 |
1,427.50 |
1,432.00 |
1,448.75 |
|
|
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 |
1,455.75 |
1,429.00 |
26.75 |
1.8% |
9.75 |
0.7% |
91% |
True |
False |
948,264 |
10 |
1,455.75 |
1,422.00 |
33.75 |
2.3% |
11.00 |
0.8% |
93% |
True |
False |
1,045,478 |
20 |
1,455.75 |
1,412.25 |
43.50 |
3.0% |
11.00 |
0.8% |
94% |
True |
False |
1,041,200 |
40 |
1,455.75 |
1,412.25 |
43.50 |
3.0% |
11.25 |
0.8% |
94% |
True |
False |
907,078 |
60 |
1,455.75 |
1,390.25 |
65.50 |
4.5% |
11.00 |
0.8% |
96% |
True |
False |
609,900 |
80 |
1,455.75 |
1,370.25 |
85.50 |
5.9% |
11.00 |
0.8% |
97% |
True |
False |
457,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,490.75 |
2.618 |
1,477.25 |
1.618 |
1,469.00 |
1.000 |
1,464.00 |
0.618 |
1,460.75 |
HIGH |
1,455.75 |
0.618 |
1,452.50 |
0.500 |
1,451.50 |
0.382 |
1,450.75 |
LOW |
1,447.50 |
0.618 |
1,442.50 |
1.000 |
1,439.25 |
1.618 |
1,434.25 |
2.618 |
1,426.00 |
4.250 |
1,412.50 |
|
|
Fisher Pivots for day following 06-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,452.75 |
1,452.75 |
PP |
1,452.25 |
1,452.25 |
S1 |
1,451.50 |
1,451.50 |
|