Trading Metrics calculated at close of trading on 07-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2007 |
07-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,464.5 |
1,470.5 |
6.0 |
0.4% |
1,443.5 |
High |
1,468.0 |
1,470.5 |
2.5 |
0.2% |
1,467.0 |
Low |
1,461.0 |
1,464.1 |
3.1 |
0.2% |
1,438.5 |
Close |
1,466.6 |
1,469.0 |
2.4 |
0.2% |
1,466.4 |
Range |
7.0 |
6.4 |
-0.6 |
-8.6% |
28.5 |
ATR |
8.2 |
8.1 |
-0.1 |
-1.6% |
0.0 |
Volume |
327 |
227 |
-100 |
-30.6% |
18,208 |
|
Daily Pivots for day following 07-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,487.1 |
1,484.4 |
1,472.5 |
|
R3 |
1,480.7 |
1,478.0 |
1,470.8 |
|
R2 |
1,474.3 |
1,474.3 |
1,470.2 |
|
R1 |
1,471.6 |
1,471.6 |
1,469.6 |
1,469.8 |
PP |
1,467.9 |
1,467.9 |
1,467.9 |
1,466.9 |
S1 |
1,465.2 |
1,465.2 |
1,468.4 |
1,463.4 |
S2 |
1,461.5 |
1,461.5 |
1,467.8 |
|
S3 |
1,455.1 |
1,458.8 |
1,467.2 |
|
S4 |
1,448.7 |
1,452.4 |
1,465.5 |
|
|
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 |
1,470.5 |
1,458.0 |
12.5 |
0.9% |
4.9 |
0.3% |
88% |
True |
False |
455 |
10 |
1,470.5 |
1,435.4 |
35.1 |
2.4% |
7.4 |
0.5% |
96% |
True |
False |
2,217 |
20 |
1,470.5 |
1,426.0 |
44.5 |
3.0% |
6.7 |
0.5% |
97% |
True |
False |
1,864 |
40 |
1,470.5 |
1,426.0 |
44.5 |
3.0% |
6.9 |
0.5% |
97% |
True |
False |
1,446 |
60 |
1,470.5 |
1,407.2 |
63.3 |
4.3% |
5.0 |
0.3% |
98% |
True |
False |
1,159 |
80 |
1,470.5 |
1,391.9 |
78.6 |
5.4% |
4.1 |
0.3% |
98% |
True |
False |
879 |
100 |
1,470.5 |
1,347.7 |
122.8 |
8.4% |
3.3 |
0.2% |
99% |
True |
False |
712 |
120 |
1,470.5 |
1,329.0 |
141.5 |
9.6% |
2.9 |
0.2% |
99% |
True |
False |
602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,497.7 |
2.618 |
1,487.3 |
1.618 |
1,480.9 |
1.000 |
1,476.9 |
0.618 |
1,474.5 |
HIGH |
1,470.5 |
0.618 |
1,468.1 |
0.500 |
1,467.3 |
0.382 |
1,466.5 |
LOW |
1,464.1 |
0.618 |
1,460.1 |
1.000 |
1,457.7 |
1.618 |
1,453.7 |
2.618 |
1,447.3 |
4.250 |
1,436.9 |
|
|
Fisher Pivots for day following 07-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,468.4 |
1,467.9 |
PP |
1,467.9 |
1,466.8 |
S1 |
1,467.3 |
1,465.8 |
|