Trading Metrics calculated at close of trading on 12-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2007 |
12-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,453.75 |
1,442.75 |
-11.00 |
-0.8% |
1,452.50 |
High |
1,457.00 |
1,444.75 |
-12.25 |
-0.8% |
1,457.75 |
Low |
1,437.00 |
1,435.00 |
-2.00 |
-0.1% |
1,437.00 |
Close |
1,443.00 |
1,438.00 |
-5.00 |
-0.3% |
1,443.00 |
Range |
20.00 |
9.75 |
-10.25 |
-51.3% |
20.75 |
ATR |
11.19 |
11.08 |
-0.10 |
-0.9% |
0.00 |
Volume |
970,082 |
1,410,788 |
440,706 |
45.4% |
4,134,248 |
|
Daily Pivots for day following 12-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,468.50 |
1,463.00 |
1,443.25 |
|
R3 |
1,458.75 |
1,453.25 |
1,440.75 |
|
R2 |
1,449.00 |
1,449.00 |
1,439.75 |
|
R1 |
1,443.50 |
1,443.50 |
1,439.00 |
1,441.50 |
PP |
1,439.25 |
1,439.25 |
1,439.25 |
1,438.25 |
S1 |
1,433.75 |
1,433.75 |
1,437.00 |
1,431.50 |
S2 |
1,429.50 |
1,429.50 |
1,436.25 |
|
S3 |
1,419.75 |
1,424.00 |
1,435.25 |
|
S4 |
1,410.00 |
1,414.25 |
1,432.75 |
|
|
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 |
1,435.00 |
22.75 |
1.6% |
10.75 |
0.8% |
13% |
False |
True |
944,889 |
10 |
1,457.75 |
1,425.50 |
32.25 |
2.2% |
10.50 |
0.7% |
39% |
False |
False |
978,326 |
20 |
1,457.75 |
1,422.00 |
35.75 |
2.5% |
10.75 |
0.7% |
45% |
False |
False |
1,011,598 |
40 |
1,457.75 |
1,412.25 |
45.50 |
3.2% |
11.50 |
0.8% |
57% |
False |
False |
929,965 |
60 |
1,457.75 |
1,390.25 |
67.50 |
4.7% |
11.00 |
0.8% |
71% |
False |
False |
677,980 |
80 |
1,457.75 |
1,377.50 |
80.25 |
5.6% |
11.00 |
0.8% |
75% |
False |
False |
508,910 |
100 |
1,457.75 |
1,332.00 |
125.75 |
8.7% |
11.00 |
0.8% |
84% |
False |
False |
407,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,486.25 |
2.618 |
1,470.25 |
1.618 |
1,460.50 |
1.000 |
1,454.50 |
0.618 |
1,450.75 |
HIGH |
1,444.75 |
0.618 |
1,441.00 |
0.500 |
1,440.00 |
0.382 |
1,438.75 |
LOW |
1,435.00 |
0.618 |
1,429.00 |
1.000 |
1,425.25 |
1.618 |
1,419.25 |
2.618 |
1,409.50 |
4.250 |
1,393.50 |
|
|
Fisher Pivots for day following 12-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,440.00 |
1,446.00 |
PP |
1,439.25 |
1,443.25 |
S1 |
1,438.50 |
1,440.75 |
|