Trading Metrics calculated at close of trading on 14-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2007 |
14-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,438.25 |
1,449.00 |
10.75 |
0.7% |
1,452.50 |
High |
1,449.75 |
1,461.50 |
11.75 |
0.8% |
1,457.75 |
Low |
1,437.50 |
1,448.75 |
11.25 |
0.8% |
1,437.00 |
Close |
1,449.50 |
1,458.50 |
9.00 |
0.6% |
1,443.00 |
Range |
12.25 |
12.75 |
0.50 |
4.1% |
20.75 |
ATR |
11.17 |
11.28 |
0.11 |
1.0% |
0.00 |
Volume |
947,280 |
967,121 |
19,841 |
2.1% |
4,134,248 |
|
Daily Pivots for day following 14-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,494.50 |
1,489.25 |
1,465.50 |
|
R3 |
1,481.75 |
1,476.50 |
1,462.00 |
|
R2 |
1,469.00 |
1,469.00 |
1,460.75 |
|
R1 |
1,463.75 |
1,463.75 |
1,459.75 |
1,466.50 |
PP |
1,456.25 |
1,456.25 |
1,456.25 |
1,457.50 |
S1 |
1,451.00 |
1,451.00 |
1,457.25 |
1,453.50 |
S2 |
1,443.50 |
1,443.50 |
1,456.25 |
|
S3 |
1,430.75 |
1,438.25 |
1,455.00 |
|
S4 |
1,418.00 |
1,425.50 |
1,451.50 |
|
|
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 |
1,461.50 |
1,435.00 |
26.50 |
1.8% |
12.75 |
0.9% |
89% |
True |
False |
1,038,010 |
10 |
1,461.50 |
1,435.00 |
26.50 |
1.8% |
10.25 |
0.7% |
89% |
True |
False |
983,941 |
20 |
1,461.50 |
1,422.00 |
39.50 |
2.7% |
11.00 |
0.8% |
92% |
True |
False |
1,026,832 |
40 |
1,461.50 |
1,412.25 |
49.25 |
3.4% |
11.50 |
0.8% |
94% |
True |
False |
922,067 |
60 |
1,461.50 |
1,390.25 |
71.25 |
4.9% |
11.00 |
0.8% |
96% |
True |
False |
709,800 |
80 |
1,461.50 |
1,377.50 |
84.00 |
5.8% |
11.25 |
0.8% |
96% |
True |
False |
532,794 |
100 |
1,461.50 |
1,332.00 |
129.50 |
8.9% |
11.00 |
0.7% |
98% |
True |
False |
426,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,515.75 |
2.618 |
1,495.00 |
1.618 |
1,482.25 |
1.000 |
1,474.25 |
0.618 |
1,469.50 |
HIGH |
1,461.50 |
0.618 |
1,456.75 |
0.500 |
1,455.00 |
0.382 |
1,453.50 |
LOW |
1,448.75 |
0.618 |
1,440.75 |
1.000 |
1,436.00 |
1.618 |
1,428.00 |
2.618 |
1,415.25 |
4.250 |
1,394.50 |
|
|
Fisher Pivots for day following 14-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,457.50 |
1,455.00 |
PP |
1,456.25 |
1,451.75 |
S1 |
1,455.00 |
1,448.25 |
|