Trading Metrics calculated at close of trading on 05-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2007 |
05-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,464.1 |
1,467.0 |
2.9 |
0.2% |
1,443.5 |
High |
1,467.0 |
1,467.0 |
0.0 |
0.0% |
1,467.0 |
Low |
1,462.1 |
1,467.0 |
4.9 |
0.3% |
1,438.5 |
Close |
1,466.4 |
1,467.0 |
0.6 |
0.0% |
1,466.4 |
Range |
4.9 |
0.0 |
-4.9 |
-100.0% |
28.5 |
ATR |
8.9 |
8.3 |
-0.6 |
-6.7% |
0.0 |
Volume |
346 |
846 |
500 |
144.5% |
18,208 |
|
Daily Pivots for day following 05-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,467.0 |
1,467.0 |
1,467.0 |
|
R3 |
1,467.0 |
1,467.0 |
1,467.0 |
|
R2 |
1,467.0 |
1,467.0 |
1,467.0 |
|
R1 |
1,467.0 |
1,467.0 |
1,467.0 |
1,467.0 |
PP |
1,467.0 |
1,467.0 |
1,467.0 |
1,467.0 |
S1 |
1,467.0 |
1,467.0 |
1,467.0 |
1,467.0 |
S2 |
1,467.0 |
1,467.0 |
1,467.0 |
|
S3 |
1,467.0 |
1,467.0 |
1,467.0 |
|
S4 |
1,467.0 |
1,467.0 |
1,467.0 |
|
|
Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,542.8 |
1,533.1 |
1,482.1 |
|
R3 |
1,514.3 |
1,504.6 |
1,474.2 |
|
R2 |
1,485.8 |
1,485.8 |
1,471.6 |
|
R1 |
1,476.1 |
1,476.1 |
1,469.0 |
1,481.0 |
PP |
1,457.3 |
1,457.3 |
1,457.3 |
1,459.7 |
S1 |
1,447.6 |
1,447.6 |
1,463.8 |
1,452.5 |
S2 |
1,428.8 |
1,428.8 |
1,461.2 |
|
S3 |
1,400.3 |
1,419.1 |
1,458.6 |
|
S4 |
1,371.8 |
1,390.6 |
1,450.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,467.0 |
1,440.0 |
27.0 |
1.8% |
7.1 |
0.5% |
100% |
True |
False |
2,376 |
10 |
1,467.0 |
1,435.4 |
31.6 |
2.2% |
6.5 |
0.4% |
100% |
True |
False |
2,371 |
20 |
1,467.0 |
1,426.0 |
41.0 |
2.8% |
7.1 |
0.5% |
100% |
True |
False |
1,842 |
40 |
1,467.0 |
1,426.0 |
41.0 |
2.8% |
6.9 |
0.5% |
100% |
True |
False |
1,507 |
60 |
1,467.0 |
1,407.2 |
59.8 |
4.1% |
4.8 |
0.3% |
100% |
True |
False |
1,150 |
80 |
1,467.0 |
1,382.3 |
84.7 |
5.8% |
3.9 |
0.3% |
100% |
True |
False |
872 |
100 |
1,467.0 |
1,347.7 |
119.3 |
8.1% |
3.2 |
0.2% |
100% |
True |
False |
708 |
120 |
1,467.0 |
1,321.4 |
145.6 |
9.9% |
2.7 |
0.2% |
100% |
True |
False |
597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,467.0 |
2.618 |
1,467.0 |
1.618 |
1,467.0 |
1.000 |
1,467.0 |
0.618 |
1,467.0 |
HIGH |
1,467.0 |
0.618 |
1,467.0 |
0.500 |
1,467.0 |
0.382 |
1,467.0 |
LOW |
1,467.0 |
0.618 |
1,467.0 |
1.000 |
1,467.0 |
1.618 |
1,467.0 |
2.618 |
1,467.0 |
4.250 |
1,467.0 |
|
|
Fisher Pivots for day following 05-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,467.0 |
1,465.5 |
PP |
1,467.0 |
1,464.0 |
S1 |
1,467.0 |
1,462.5 |
|