Trading Metrics calculated at close of trading on 15-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2007 |
15-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,449.00 |
1,458.50 |
9.50 |
0.7% |
1,452.50 |
High |
1,461.50 |
1,461.75 |
0.25 |
0.0% |
1,457.75 |
Low |
1,448.75 |
1,456.25 |
7.50 |
0.5% |
1,437.00 |
Close |
1,458.50 |
1,459.50 |
1.00 |
0.1% |
1,443.00 |
Range |
12.75 |
5.50 |
-7.25 |
-56.9% |
20.75 |
ATR |
11.28 |
10.87 |
-0.41 |
-3.7% |
0.00 |
Volume |
967,121 |
1,066,671 |
99,550 |
10.3% |
4,134,248 |
|
Daily Pivots for day following 15-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,475.75 |
1,473.00 |
1,462.50 |
|
R3 |
1,470.25 |
1,467.50 |
1,461.00 |
|
R2 |
1,464.75 |
1,464.75 |
1,460.50 |
|
R1 |
1,462.00 |
1,462.00 |
1,460.00 |
1,463.50 |
PP |
1,459.25 |
1,459.25 |
1,459.25 |
1,459.75 |
S1 |
1,456.50 |
1,456.50 |
1,459.00 |
1,458.00 |
S2 |
1,453.75 |
1,453.75 |
1,458.50 |
|
S3 |
1,448.25 |
1,451.00 |
1,458.00 |
|
S4 |
1,442.75 |
1,445.50 |
1,456.50 |
|
|
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 |
1,461.75 |
1,435.00 |
26.75 |
1.8% |
12.00 |
0.8% |
92% |
True |
False |
1,072,388 |
10 |
1,461.75 |
1,435.00 |
26.75 |
1.8% |
9.75 |
0.7% |
92% |
True |
False |
964,297 |
20 |
1,461.75 |
1,422.00 |
39.75 |
2.7% |
10.75 |
0.7% |
94% |
True |
False |
1,033,643 |
40 |
1,461.75 |
1,412.25 |
49.50 |
3.4% |
11.50 |
0.8% |
95% |
True |
False |
915,531 |
60 |
1,461.75 |
1,390.25 |
71.50 |
4.9% |
11.00 |
0.8% |
97% |
True |
False |
727,448 |
80 |
1,461.75 |
1,377.50 |
84.25 |
5.8% |
11.25 |
0.8% |
97% |
True |
False |
546,122 |
100 |
1,461.75 |
1,332.50 |
129.25 |
8.9% |
10.75 |
0.7% |
98% |
True |
False |
437,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,485.00 |
2.618 |
1,476.25 |
1.618 |
1,470.75 |
1.000 |
1,467.25 |
0.618 |
1,465.25 |
HIGH |
1,461.75 |
0.618 |
1,459.75 |
0.500 |
1,459.00 |
0.382 |
1,458.25 |
LOW |
1,456.25 |
0.618 |
1,452.75 |
1.000 |
1,450.75 |
1.618 |
1,447.25 |
2.618 |
1,441.75 |
4.250 |
1,433.00 |
|
|
Fisher Pivots for day following 15-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,459.25 |
1,456.25 |
PP |
1,459.25 |
1,453.00 |
S1 |
1,459.00 |
1,449.50 |
|