Trading Metrics calculated at close of trading on 07-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2007 |
07-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,453.25 |
1,453.00 |
-0.25 |
0.0% |
1,428.00 |
High |
1,455.75 |
1,457.75 |
2.00 |
0.1% |
1,454.75 |
Low |
1,447.50 |
1,450.50 |
3.00 |
0.2% |
1,423.25 |
Close |
1,453.25 |
1,455.75 |
2.50 |
0.2% |
1,453.00 |
Range |
8.25 |
7.25 |
-1.00 |
-12.1% |
31.50 |
ATR |
10.88 |
10.63 |
-0.26 |
-2.4% |
0.00 |
Volume |
625,989 |
822,806 |
196,817 |
31.4% |
5,494,111 |
|
Daily Pivots for day following 07-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,476.50 |
1,473.25 |
1,459.75 |
|
R3 |
1,469.25 |
1,466.00 |
1,457.75 |
|
R2 |
1,462.00 |
1,462.00 |
1,457.00 |
|
R1 |
1,458.75 |
1,458.75 |
1,456.50 |
1,460.50 |
PP |
1,454.75 |
1,454.75 |
1,454.75 |
1,455.50 |
S1 |
1,451.50 |
1,451.50 |
1,455.00 |
1,453.00 |
S2 |
1,447.50 |
1,447.50 |
1,454.50 |
|
S3 |
1,440.25 |
1,444.25 |
1,453.75 |
|
S4 |
1,433.00 |
1,437.00 |
1,451.75 |
|
|
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 |
1,457.75 |
1,441.00 |
16.75 |
1.2% |
7.75 |
0.5% |
88% |
True |
False |
929,871 |
10 |
1,457.75 |
1,422.00 |
35.75 |
2.5% |
10.50 |
0.7% |
94% |
True |
False |
1,022,654 |
20 |
1,457.75 |
1,412.25 |
45.50 |
3.1% |
10.75 |
0.7% |
96% |
True |
False |
1,030,292 |
40 |
1,457.75 |
1,412.25 |
45.50 |
3.1% |
11.25 |
0.8% |
96% |
True |
False |
923,898 |
60 |
1,457.75 |
1,390.25 |
67.50 |
4.6% |
11.00 |
0.7% |
97% |
True |
False |
623,584 |
80 |
1,457.75 |
1,375.75 |
82.00 |
5.6% |
11.00 |
0.8% |
98% |
True |
False |
468,036 |
100 |
1,457.75 |
1,332.00 |
125.75 |
8.6% |
10.75 |
0.7% |
98% |
True |
False |
374,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,488.50 |
2.618 |
1,476.75 |
1.618 |
1,469.50 |
1.000 |
1,465.00 |
0.618 |
1,462.25 |
HIGH |
1,457.75 |
0.618 |
1,455.00 |
0.500 |
1,454.00 |
0.382 |
1,453.25 |
LOW |
1,450.50 |
0.618 |
1,446.00 |
1.000 |
1,443.25 |
1.618 |
1,438.75 |
2.618 |
1,431.50 |
4.250 |
1,419.75 |
|
|
Fisher Pivots for day following 07-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,455.25 |
1,454.75 |
PP |
1,454.75 |
1,453.75 |
S1 |
1,454.00 |
1,452.50 |
|