Trading Metrics calculated at close of trading on 09-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2007 |
09-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,464.0 |
1,468.5 |
4.5 |
0.3% |
1,467.0 |
High |
1,467.0 |
1,469.7 |
2.7 |
0.2% |
1,470.5 |
Low |
1,461.5 |
1,451.2 |
-10.3 |
-0.7% |
1,451.2 |
Close |
1,467.2 |
1,456.1 |
-11.1 |
-0.8% |
1,456.1 |
Range |
5.5 |
18.5 |
13.0 |
236.4% |
19.3 |
ATR |
8.0 |
8.8 |
0.7 |
9.3% |
0.0 |
Volume |
388 |
1,643 |
1,255 |
323.5% |
3,431 |
|
Daily Pivots for day following 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,514.5 |
1,503.8 |
1,466.3 |
|
R3 |
1,496.0 |
1,485.3 |
1,461.2 |
|
R2 |
1,477.5 |
1,477.5 |
1,459.5 |
|
R1 |
1,466.8 |
1,466.8 |
1,457.8 |
1,462.9 |
PP |
1,459.0 |
1,459.0 |
1,459.0 |
1,457.1 |
S1 |
1,448.3 |
1,448.3 |
1,454.4 |
1,444.4 |
S2 |
1,440.5 |
1,440.5 |
1,452.7 |
|
S3 |
1,422.0 |
1,429.8 |
1,451.0 |
|
S4 |
1,403.5 |
1,411.3 |
1,445.9 |
|
|
Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,517.2 |
1,505.9 |
1,466.7 |
|
R3 |
1,497.9 |
1,486.6 |
1,461.4 |
|
R2 |
1,478.6 |
1,478.6 |
1,459.6 |
|
R1 |
1,467.3 |
1,467.3 |
1,457.9 |
1,463.3 |
PP |
1,459.3 |
1,459.3 |
1,459.3 |
1,457.3 |
S1 |
1,448.0 |
1,448.0 |
1,454.3 |
1,444.0 |
S2 |
1,440.0 |
1,440.0 |
1,452.6 |
|
S3 |
1,420.7 |
1,428.7 |
1,450.8 |
|
S4 |
1,401.4 |
1,409.4 |
1,445.5 |
|
|
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 |
1,451.2 |
19.3 |
1.3% |
7.5 |
0.5% |
25% |
False |
True |
686 |
10 |
1,470.5 |
1,438.5 |
32.0 |
2.2% |
7.9 |
0.5% |
55% |
False |
False |
2,163 |
20 |
1,470.5 |
1,435.4 |
35.1 |
2.4% |
7.0 |
0.5% |
59% |
False |
False |
1,911 |
40 |
1,470.5 |
1,426.0 |
44.5 |
3.1% |
7.5 |
0.5% |
68% |
False |
False |
1,493 |
60 |
1,470.5 |
1,407.2 |
63.3 |
4.3% |
5.4 |
0.4% |
77% |
False |
False |
1,193 |
80 |
1,470.5 |
1,391.9 |
78.6 |
5.4% |
4.3 |
0.3% |
82% |
False |
False |
904 |
100 |
1,470.5 |
1,347.7 |
122.8 |
8.4% |
3.5 |
0.2% |
88% |
False |
False |
732 |
120 |
1,470.5 |
1,329.0 |
141.5 |
9.7% |
3.1 |
0.2% |
90% |
False |
False |
619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,548.3 |
2.618 |
1,518.1 |
1.618 |
1,499.6 |
1.000 |
1,488.2 |
0.618 |
1,481.1 |
HIGH |
1,469.7 |
0.618 |
1,462.6 |
0.500 |
1,460.5 |
0.382 |
1,458.3 |
LOW |
1,451.2 |
0.618 |
1,439.8 |
1.000 |
1,432.7 |
1.618 |
1,421.3 |
2.618 |
1,402.8 |
4.250 |
1,372.6 |
|
|
Fisher Pivots for day following 09-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,460.5 |
1,460.9 |
PP |
1,459.0 |
1,459.3 |
S1 |
1,457.6 |
1,457.7 |
|