Trading Metrics calculated at close of trading on 08-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2007 |
08-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,802.50 |
1,822.00 |
19.50 |
1.1% |
1,781.00 |
High |
1,825.75 |
1,823.25 |
-2.50 |
-0.1% |
1,817.00 |
Low |
1,802.50 |
1,808.75 |
6.25 |
0.3% |
1,773.50 |
Close |
1,823.00 |
1,821.75 |
-1.25 |
-0.1% |
1,807.25 |
Range |
23.25 |
14.50 |
-8.75 |
-37.6% |
43.50 |
ATR |
24.43 |
23.72 |
-0.71 |
-2.9% |
0.00 |
Volume |
401,952 |
396,955 |
-4,997 |
-1.2% |
1,638,431 |
|
Daily Pivots for day following 08-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,861.50 |
1,856.00 |
1,829.75 |
|
R3 |
1,847.00 |
1,841.50 |
1,825.75 |
|
R2 |
1,832.50 |
1,832.50 |
1,824.50 |
|
R1 |
1,827.00 |
1,827.00 |
1,823.00 |
1,822.50 |
PP |
1,818.00 |
1,818.00 |
1,818.00 |
1,815.50 |
S1 |
1,812.50 |
1,812.50 |
1,820.50 |
1,808.00 |
S2 |
1,803.50 |
1,803.50 |
1,819.00 |
|
S3 |
1,789.00 |
1,798.00 |
1,817.75 |
|
S4 |
1,774.50 |
1,783.50 |
1,813.75 |
|
|
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 |
1,825.75 |
1,784.75 |
41.00 |
2.3% |
18.50 |
1.0% |
90% |
False |
False |
321,177 |
10 |
1,825.75 |
1,773.00 |
52.75 |
2.9% |
21.00 |
1.1% |
92% |
False |
False |
329,936 |
20 |
1,867.75 |
1,773.00 |
94.75 |
5.2% |
23.50 |
1.3% |
51% |
False |
False |
343,879 |
40 |
1,867.75 |
1,747.00 |
120.75 |
6.6% |
25.50 |
1.4% |
62% |
False |
False |
304,271 |
60 |
1,867.75 |
1,747.00 |
120.75 |
6.6% |
24.25 |
1.3% |
62% |
False |
False |
208,897 |
80 |
1,867.75 |
1,722.75 |
145.00 |
8.0% |
24.25 |
1.3% |
68% |
False |
False |
156,707 |
100 |
1,867.75 |
1,648.00 |
219.75 |
12.1% |
23.75 |
1.3% |
79% |
False |
False |
125,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,885.00 |
2.618 |
1,861.25 |
1.618 |
1,846.75 |
1.000 |
1,837.75 |
0.618 |
1,832.25 |
HIGH |
1,823.25 |
0.618 |
1,817.75 |
0.500 |
1,816.00 |
0.382 |
1,814.25 |
LOW |
1,808.75 |
0.618 |
1,799.75 |
1.000 |
1,794.25 |
1.618 |
1,785.25 |
2.618 |
1,770.75 |
4.250 |
1,747.00 |
|
|
Fisher Pivots for day following 08-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,819.75 |
1,816.25 |
PP |
1,818.00 |
1,810.75 |
S1 |
1,816.00 |
1,805.25 |
|