Trading Metrics calculated at close of trading on 01-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2007 |
01-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,789.50 |
1,804.50 |
15.00 |
0.8% |
1,807.00 |
High |
1,808.75 |
1,817.00 |
8.25 |
0.5% |
1,823.50 |
Low |
1,773.50 |
1,794.25 |
20.75 |
1.2% |
1,773.00 |
Close |
1,802.50 |
1,803.25 |
0.75 |
0.0% |
1,779.25 |
Range |
35.25 |
22.75 |
-12.50 |
-35.5% |
50.50 |
ATR |
26.24 |
25.99 |
-0.25 |
-0.9% |
0.00 |
Volume |
228,165 |
385,592 |
157,427 |
69.0% |
1,687,843 |
|
Daily Pivots for day following 01-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,873.00 |
1,861.00 |
1,815.75 |
|
R3 |
1,850.25 |
1,838.25 |
1,809.50 |
|
R2 |
1,827.50 |
1,827.50 |
1,807.50 |
|
R1 |
1,815.50 |
1,815.50 |
1,805.25 |
1,810.00 |
PP |
1,804.75 |
1,804.75 |
1,804.75 |
1,802.25 |
S1 |
1,792.75 |
1,792.75 |
1,801.25 |
1,787.50 |
S2 |
1,782.00 |
1,782.00 |
1,799.00 |
|
S3 |
1,759.25 |
1,770.00 |
1,797.00 |
|
S4 |
1,736.50 |
1,747.25 |
1,790.75 |
|
|
Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,943.50 |
1,911.75 |
1,807.00 |
|
R3 |
1,893.00 |
1,861.25 |
1,793.25 |
|
R2 |
1,842.50 |
1,842.50 |
1,788.50 |
|
R1 |
1,810.75 |
1,810.75 |
1,784.00 |
1,801.50 |
PP |
1,792.00 |
1,792.00 |
1,792.00 |
1,787.25 |
S1 |
1,760.25 |
1,760.25 |
1,774.50 |
1,751.00 |
S2 |
1,741.50 |
1,741.50 |
1,770.00 |
|
S3 |
1,691.00 |
1,709.75 |
1,765.25 |
|
S4 |
1,640.50 |
1,659.25 |
1,751.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,817.00 |
1,773.00 |
44.00 |
2.4% |
23.25 |
1.3% |
69% |
True |
False |
338,696 |
10 |
1,823.50 |
1,773.00 |
50.50 |
2.8% |
25.25 |
1.4% |
60% |
False |
False |
356,052 |
20 |
1,867.75 |
1,770.50 |
97.25 |
5.4% |
26.75 |
1.5% |
34% |
False |
False |
355,792 |
40 |
1,867.75 |
1,747.00 |
120.75 |
6.7% |
26.25 |
1.5% |
47% |
False |
False |
272,900 |
60 |
1,867.75 |
1,735.50 |
132.25 |
7.3% |
24.75 |
1.4% |
51% |
False |
False |
182,152 |
80 |
1,867.75 |
1,708.50 |
159.25 |
8.8% |
24.25 |
1.4% |
59% |
False |
False |
136,648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,913.75 |
2.618 |
1,876.50 |
1.618 |
1,853.75 |
1.000 |
1,839.75 |
0.618 |
1,831.00 |
HIGH |
1,817.00 |
0.618 |
1,808.25 |
0.500 |
1,805.50 |
0.382 |
1,803.00 |
LOW |
1,794.25 |
0.618 |
1,780.25 |
1.000 |
1,771.50 |
1.618 |
1,757.50 |
2.618 |
1,734.75 |
4.250 |
1,697.50 |
|
|
Fisher Pivots for day following 01-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,805.50 |
1,800.50 |
PP |
1,804.75 |
1,798.00 |
S1 |
1,804.00 |
1,795.25 |
|