Trading Metrics calculated at close of trading on 08-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2007 |
08-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,453.00 |
1,455.50 |
2.50 |
0.2% |
1,428.00 |
High |
1,457.75 |
1,455.75 |
-2.00 |
-0.1% |
1,454.75 |
Low |
1,450.50 |
1,446.75 |
-3.75 |
-0.3% |
1,423.25 |
Close |
1,455.75 |
1,454.00 |
-1.75 |
-0.1% |
1,453.00 |
Range |
7.25 |
9.00 |
1.75 |
24.1% |
31.50 |
ATR |
10.63 |
10.51 |
-0.12 |
-1.1% |
0.00 |
Volume |
822,806 |
894,783 |
71,977 |
8.7% |
5,494,111 |
|
Daily Pivots for day following 08-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,479.25 |
1,475.50 |
1,459.00 |
|
R3 |
1,470.25 |
1,466.50 |
1,456.50 |
|
R2 |
1,461.25 |
1,461.25 |
1,455.75 |
|
R1 |
1,457.50 |
1,457.50 |
1,454.75 |
1,455.00 |
PP |
1,452.25 |
1,452.25 |
1,452.25 |
1,450.75 |
S1 |
1,448.50 |
1,448.50 |
1,453.25 |
1,446.00 |
S2 |
1,443.25 |
1,443.25 |
1,452.25 |
|
S3 |
1,434.25 |
1,439.50 |
1,451.50 |
|
S4 |
1,425.25 |
1,430.50 |
1,449.00 |
|
|
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 |
1,446.75 |
11.00 |
0.8% |
7.25 |
0.5% |
66% |
False |
True |
856,206 |
10 |
1,457.75 |
1,422.00 |
35.75 |
2.5% |
9.50 |
0.6% |
90% |
False |
False |
1,007,830 |
20 |
1,457.75 |
1,420.75 |
37.00 |
2.5% |
10.50 |
0.7% |
90% |
False |
False |
1,011,302 |
40 |
1,457.75 |
1,412.25 |
45.50 |
3.1% |
11.00 |
0.8% |
92% |
False |
False |
918,040 |
60 |
1,457.75 |
1,390.25 |
67.50 |
4.6% |
11.00 |
0.8% |
94% |
False |
False |
638,460 |
80 |
1,457.75 |
1,375.75 |
82.00 |
5.6% |
11.00 |
0.8% |
95% |
False |
False |
479,199 |
100 |
1,457.75 |
1,332.00 |
125.75 |
8.6% |
10.75 |
0.7% |
97% |
False |
False |
383,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,494.00 |
2.618 |
1,479.25 |
1.618 |
1,470.25 |
1.000 |
1,464.75 |
0.618 |
1,461.25 |
HIGH |
1,455.75 |
0.618 |
1,452.25 |
0.500 |
1,451.25 |
0.382 |
1,450.25 |
LOW |
1,446.75 |
0.618 |
1,441.25 |
1.000 |
1,437.75 |
1.618 |
1,432.25 |
2.618 |
1,423.25 |
4.250 |
1,408.50 |
|
|
Fisher Pivots for day following 08-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,453.00 |
1,453.50 |
PP |
1,452.25 |
1,452.75 |
S1 |
1,451.25 |
1,452.25 |
|