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 |
1,804.25 |
1,807.00 |
2.75 |
0.2% |
1,781.00 |
High |
1,810.50 |
1,814.50 |
4.00 |
0.2% |
1,817.00 |
Low |
1,797.25 |
1,798.25 |
1.00 |
0.1% |
1,773.50 |
Close |
1,807.25 |
1,805.50 |
-1.75 |
-0.1% |
1,807.25 |
Range |
13.25 |
16.25 |
3.00 |
22.6% |
43.50 |
ATR |
25.08 |
24.45 |
-0.63 |
-2.5% |
0.00 |
Volume |
341,302 |
235,952 |
-105,350 |
-30.9% |
1,638,431 |
|
Daily Pivots for day following 05-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,854.75 |
1,846.50 |
1,814.50 |
|
R3 |
1,838.50 |
1,830.25 |
1,810.00 |
|
R2 |
1,822.25 |
1,822.25 |
1,808.50 |
|
R1 |
1,814.00 |
1,814.00 |
1,807.00 |
1,810.00 |
PP |
1,806.00 |
1,806.00 |
1,806.00 |
1,804.00 |
S1 |
1,797.75 |
1,797.75 |
1,804.00 |
1,793.75 |
S2 |
1,789.75 |
1,789.75 |
1,802.50 |
|
S3 |
1,773.50 |
1,781.50 |
1,801.00 |
|
S4 |
1,757.25 |
1,765.25 |
1,796.50 |
|
|
Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,929.75 |
1,912.00 |
1,831.25 |
|
R3 |
1,886.25 |
1,868.50 |
1,819.25 |
|
R2 |
1,842.75 |
1,842.75 |
1,815.25 |
|
R1 |
1,825.00 |
1,825.00 |
1,811.25 |
1,834.00 |
PP |
1,799.25 |
1,799.25 |
1,799.25 |
1,803.75 |
S1 |
1,781.50 |
1,781.50 |
1,803.25 |
1,790.50 |
S2 |
1,755.75 |
1,755.75 |
1,799.25 |
|
S3 |
1,712.25 |
1,738.00 |
1,795.25 |
|
S4 |
1,668.75 |
1,694.50 |
1,783.25 |
|
|
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 |
1,773.50 |
43.50 |
2.4% |
20.00 |
1.1% |
74% |
False |
False |
300,086 |
10 |
1,823.50 |
1,773.00 |
50.50 |
2.8% |
23.50 |
1.3% |
64% |
False |
False |
324,211 |
20 |
1,867.75 |
1,773.00 |
94.75 |
5.2% |
24.50 |
1.4% |
34% |
False |
False |
341,281 |
40 |
1,867.75 |
1,747.00 |
120.75 |
6.7% |
26.00 |
1.4% |
48% |
False |
False |
287,192 |
60 |
1,867.75 |
1,747.00 |
120.75 |
6.7% |
24.25 |
1.3% |
48% |
False |
False |
191,765 |
80 |
1,867.75 |
1,708.50 |
159.25 |
8.8% |
24.25 |
1.3% |
61% |
False |
False |
143,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,883.50 |
2.618 |
1,857.00 |
1.618 |
1,840.75 |
1.000 |
1,830.75 |
0.618 |
1,824.50 |
HIGH |
1,814.50 |
0.618 |
1,808.25 |
0.500 |
1,806.50 |
0.382 |
1,804.50 |
LOW |
1,798.25 |
0.618 |
1,788.25 |
1.000 |
1,782.00 |
1.618 |
1,772.00 |
2.618 |
1,755.75 |
4.250 |
1,729.25 |
|
|
Fisher Pivots for day following 05-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,806.50 |
1,805.50 |
PP |
1,806.00 |
1,805.50 |
S1 |
1,805.75 |
1,805.50 |
|