Trading Metrics calculated at close of trading on 16-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2007 |
16-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,458.50 |
1,459.50 |
1.00 |
0.1% |
1,442.75 |
High |
1,461.75 |
1,459.75 |
-2.00 |
-0.1% |
1,461.75 |
Low |
1,456.25 |
1,454.50 |
-1.75 |
-0.1% |
1,435.00 |
Close |
1,459.50 |
1,459.00 |
-0.50 |
0.0% |
1,459.00 |
Range |
5.50 |
5.25 |
-0.25 |
-4.5% |
26.75 |
ATR |
10.87 |
10.47 |
-0.40 |
-3.7% |
0.00 |
Volume |
1,066,671 |
713,126 |
-353,545 |
-33.1% |
5,104,986 |
|
Daily Pivots for day following 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,473.50 |
1,471.50 |
1,462.00 |
|
R3 |
1,468.25 |
1,466.25 |
1,460.50 |
|
R2 |
1,463.00 |
1,463.00 |
1,460.00 |
|
R1 |
1,461.00 |
1,461.00 |
1,459.50 |
1,459.50 |
PP |
1,457.75 |
1,457.75 |
1,457.75 |
1,457.00 |
S1 |
1,455.75 |
1,455.75 |
1,458.50 |
1,454.00 |
S2 |
1,452.50 |
1,452.50 |
1,458.00 |
|
S3 |
1,447.25 |
1,450.50 |
1,457.50 |
|
S4 |
1,442.00 |
1,445.25 |
1,456.00 |
|
|
Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,532.25 |
1,522.25 |
1,473.75 |
|
R3 |
1,505.50 |
1,495.50 |
1,466.25 |
|
R2 |
1,478.75 |
1,478.75 |
1,464.00 |
|
R1 |
1,468.75 |
1,468.75 |
1,461.50 |
1,473.75 |
PP |
1,452.00 |
1,452.00 |
1,452.00 |
1,454.50 |
S1 |
1,442.00 |
1,442.00 |
1,456.50 |
1,447.00 |
S2 |
1,425.25 |
1,425.25 |
1,454.00 |
|
S3 |
1,398.50 |
1,415.25 |
1,451.75 |
|
S4 |
1,371.75 |
1,388.50 |
1,444.25 |
|
|
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% |
9.00 |
0.6% |
90% |
False |
False |
1,020,997 |
10 |
1,461.75 |
1,435.00 |
26.75 |
1.8% |
9.50 |
0.7% |
90% |
False |
False |
923,923 |
20 |
1,461.75 |
1,422.00 |
39.75 |
2.7% |
10.75 |
0.7% |
93% |
False |
False |
1,013,439 |
40 |
1,461.75 |
1,412.25 |
49.50 |
3.4% |
11.25 |
0.8% |
94% |
False |
False |
911,731 |
60 |
1,461.75 |
1,390.25 |
71.50 |
4.9% |
11.00 |
0.8% |
96% |
False |
False |
739,241 |
80 |
1,461.75 |
1,377.50 |
84.25 |
5.8% |
11.00 |
0.7% |
97% |
False |
False |
555,033 |
100 |
1,461.75 |
1,344.75 |
117.00 |
8.0% |
10.75 |
0.7% |
98% |
False |
False |
444,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,482.00 |
2.618 |
1,473.50 |
1.618 |
1,468.25 |
1.000 |
1,465.00 |
0.618 |
1,463.00 |
HIGH |
1,459.75 |
0.618 |
1,457.75 |
0.500 |
1,457.00 |
0.382 |
1,456.50 |
LOW |
1,454.50 |
0.618 |
1,451.25 |
1.000 |
1,449.25 |
1.618 |
1,446.00 |
2.618 |
1,440.75 |
4.250 |
1,432.25 |
|
|
Fisher Pivots for day following 16-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,458.50 |
1,457.75 |
PP |
1,457.75 |
1,456.50 |
S1 |
1,457.00 |
1,455.25 |
|