Trading Metrics calculated at close of trading on 06-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2007 |
06-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,807.00 |
1,805.50 |
-1.50 |
-0.1% |
1,781.00 |
High |
1,814.50 |
1,810.25 |
-4.25 |
-0.2% |
1,817.00 |
Low |
1,798.25 |
1,784.75 |
-13.50 |
-0.8% |
1,773.50 |
Close |
1,805.50 |
1,803.50 |
-2.00 |
-0.1% |
1,807.25 |
Range |
16.25 |
25.50 |
9.25 |
56.9% |
43.50 |
ATR |
24.45 |
24.52 |
0.08 |
0.3% |
0.00 |
Volume |
235,952 |
229,724 |
-6,228 |
-2.6% |
1,638,431 |
|
Daily Pivots for day following 06-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,876.00 |
1,865.25 |
1,817.50 |
|
R3 |
1,850.50 |
1,839.75 |
1,810.50 |
|
R2 |
1,825.00 |
1,825.00 |
1,808.25 |
|
R1 |
1,814.25 |
1,814.25 |
1,805.75 |
1,807.00 |
PP |
1,799.50 |
1,799.50 |
1,799.50 |
1,795.75 |
S1 |
1,788.75 |
1,788.75 |
1,801.25 |
1,781.50 |
S2 |
1,774.00 |
1,774.00 |
1,798.75 |
|
S3 |
1,748.50 |
1,763.25 |
1,796.50 |
|
S4 |
1,723.00 |
1,737.75 |
1,789.50 |
|
|
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% |
22.50 |
1.3% |
69% |
False |
False |
284,147 |
10 |
1,823.50 |
1,773.00 |
50.50 |
2.8% |
24.00 |
1.3% |
60% |
False |
False |
316,347 |
20 |
1,867.75 |
1,773.00 |
94.75 |
5.3% |
24.75 |
1.4% |
32% |
False |
False |
335,085 |
40 |
1,867.75 |
1,747.00 |
120.75 |
6.7% |
26.25 |
1.5% |
47% |
False |
False |
292,854 |
60 |
1,867.75 |
1,747.00 |
120.75 |
6.7% |
24.25 |
1.3% |
47% |
False |
False |
195,592 |
80 |
1,867.75 |
1,722.75 |
145.00 |
8.0% |
24.25 |
1.3% |
56% |
False |
False |
146,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,918.50 |
2.618 |
1,877.00 |
1.618 |
1,851.50 |
1.000 |
1,835.75 |
0.618 |
1,826.00 |
HIGH |
1,810.25 |
0.618 |
1,800.50 |
0.500 |
1,797.50 |
0.382 |
1,794.50 |
LOW |
1,784.75 |
0.618 |
1,769.00 |
1.000 |
1,759.25 |
1.618 |
1,743.50 |
2.618 |
1,718.00 |
4.250 |
1,676.50 |
|
|
Fisher Pivots for day following 06-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,801.50 |
1,802.25 |
PP |
1,799.50 |
1,801.00 |
S1 |
1,797.50 |
1,799.50 |
|