Trading Metrics calculated at close of trading on 09-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2007 |
09-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,455.50 |
1,453.75 |
-1.75 |
-0.1% |
1,452.50 |
High |
1,455.75 |
1,457.00 |
1.25 |
0.1% |
1,457.75 |
Low |
1,446.75 |
1,437.00 |
-9.75 |
-0.7% |
1,437.00 |
Close |
1,454.00 |
1,443.00 |
-11.00 |
-0.8% |
1,443.00 |
Range |
9.00 |
20.00 |
11.00 |
122.2% |
20.75 |
ATR |
10.51 |
11.19 |
0.68 |
6.5% |
0.00 |
Volume |
894,783 |
970,082 |
75,299 |
8.4% |
4,134,248 |
|
Daily Pivots for day following 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,505.75 |
1,494.25 |
1,454.00 |
|
R3 |
1,485.75 |
1,474.25 |
1,448.50 |
|
R2 |
1,465.75 |
1,465.75 |
1,446.75 |
|
R1 |
1,454.25 |
1,454.25 |
1,444.75 |
1,450.00 |
PP |
1,445.75 |
1,445.75 |
1,445.75 |
1,443.50 |
S1 |
1,434.25 |
1,434.25 |
1,441.25 |
1,430.00 |
S2 |
1,425.75 |
1,425.75 |
1,439.25 |
|
S3 |
1,405.75 |
1,414.25 |
1,437.50 |
|
S4 |
1,385.75 |
1,394.25 |
1,432.00 |
|
|
Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,508.25 |
1,496.25 |
1,454.50 |
|
R3 |
1,487.50 |
1,475.50 |
1,448.75 |
|
R2 |
1,466.75 |
1,466.75 |
1,446.75 |
|
R1 |
1,454.75 |
1,454.75 |
1,445.00 |
1,450.50 |
PP |
1,446.00 |
1,446.00 |
1,446.00 |
1,443.75 |
S1 |
1,434.00 |
1,434.00 |
1,441.00 |
1,429.50 |
S2 |
1,425.25 |
1,425.25 |
1,439.25 |
|
S3 |
1,404.50 |
1,413.25 |
1,437.25 |
|
S4 |
1,383.75 |
1,392.50 |
1,431.50 |
|
|
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 |
1,437.00 |
20.75 |
1.4% |
10.25 |
0.7% |
29% |
False |
True |
826,849 |
10 |
1,457.75 |
1,423.25 |
34.50 |
2.4% |
10.25 |
0.7% |
57% |
False |
False |
962,835 |
20 |
1,457.75 |
1,422.00 |
35.75 |
2.5% |
10.75 |
0.8% |
59% |
False |
False |
1,002,538 |
40 |
1,457.75 |
1,412.25 |
45.50 |
3.2% |
11.50 |
0.8% |
68% |
False |
False |
915,667 |
60 |
1,457.75 |
1,390.25 |
67.50 |
4.7% |
11.00 |
0.8% |
78% |
False |
False |
654,608 |
80 |
1,457.75 |
1,375.75 |
82.00 |
5.7% |
11.25 |
0.8% |
82% |
False |
False |
491,285 |
100 |
1,457.75 |
1,332.00 |
125.75 |
8.7% |
11.00 |
0.8% |
88% |
False |
False |
393,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,542.00 |
2.618 |
1,509.25 |
1.618 |
1,489.25 |
1.000 |
1,477.00 |
0.618 |
1,469.25 |
HIGH |
1,457.00 |
0.618 |
1,449.25 |
0.500 |
1,447.00 |
0.382 |
1,444.75 |
LOW |
1,437.00 |
0.618 |
1,424.75 |
1.000 |
1,417.00 |
1.618 |
1,404.75 |
2.618 |
1,384.75 |
4.250 |
1,352.00 |
|
|
Fisher Pivots for day following 09-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,447.00 |
1,447.50 |
PP |
1,445.75 |
1,446.00 |
S1 |
1,444.25 |
1,444.50 |
|