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 |
1,822.00 |
1,820.75 |
-1.25 |
-0.1% |
1,807.00 |
High |
1,823.25 |
1,828.00 |
4.75 |
0.3% |
1,828.00 |
Low |
1,808.75 |
1,787.25 |
-21.50 |
-1.2% |
1,784.75 |
Close |
1,821.75 |
1,792.50 |
-29.25 |
-1.6% |
1,792.50 |
Range |
14.50 |
40.75 |
26.25 |
181.0% |
43.25 |
ATR |
23.72 |
24.94 |
1.22 |
5.1% |
0.00 |
Volume |
396,955 |
241,967 |
-154,988 |
-39.0% |
1,506,550 |
|
Daily Pivots for day following 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,924.75 |
1,899.50 |
1,815.00 |
|
R3 |
1,884.00 |
1,858.75 |
1,803.75 |
|
R2 |
1,843.25 |
1,843.25 |
1,800.00 |
|
R1 |
1,818.00 |
1,818.00 |
1,796.25 |
1,810.25 |
PP |
1,802.50 |
1,802.50 |
1,802.50 |
1,798.75 |
S1 |
1,777.25 |
1,777.25 |
1,788.75 |
1,769.50 |
S2 |
1,761.75 |
1,761.75 |
1,785.00 |
|
S3 |
1,721.00 |
1,736.50 |
1,781.25 |
|
S4 |
1,680.25 |
1,695.75 |
1,770.00 |
|
|
Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,931.50 |
1,905.25 |
1,816.25 |
|
R3 |
1,888.25 |
1,862.00 |
1,804.50 |
|
R2 |
1,845.00 |
1,845.00 |
1,800.50 |
|
R1 |
1,818.75 |
1,818.75 |
1,796.50 |
1,810.25 |
PP |
1,801.75 |
1,801.75 |
1,801.75 |
1,797.50 |
S1 |
1,775.50 |
1,775.50 |
1,788.50 |
1,767.00 |
S2 |
1,758.50 |
1,758.50 |
1,784.50 |
|
S3 |
1,715.25 |
1,732.25 |
1,780.50 |
|
S4 |
1,672.00 |
1,689.00 |
1,768.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,828.00 |
1,784.75 |
43.25 |
2.4% |
24.00 |
1.3% |
18% |
True |
False |
301,310 |
10 |
1,828.00 |
1,773.50 |
54.50 |
3.0% |
22.75 |
1.3% |
35% |
True |
False |
314,498 |
20 |
1,867.75 |
1,773.00 |
94.75 |
5.3% |
24.25 |
1.3% |
21% |
False |
False |
337,855 |
40 |
1,867.75 |
1,747.00 |
120.75 |
6.7% |
25.75 |
1.4% |
38% |
False |
False |
300,807 |
60 |
1,867.75 |
1,747.00 |
120.75 |
6.7% |
24.50 |
1.4% |
38% |
False |
False |
212,924 |
80 |
1,867.75 |
1,722.75 |
145.00 |
8.1% |
24.50 |
1.4% |
48% |
False |
False |
159,731 |
100 |
1,867.75 |
1,648.00 |
219.75 |
12.3% |
24.00 |
1.3% |
66% |
False |
False |
127,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,001.25 |
2.618 |
1,934.75 |
1.618 |
1,894.00 |
1.000 |
1,868.75 |
0.618 |
1,853.25 |
HIGH |
1,828.00 |
0.618 |
1,812.50 |
0.500 |
1,807.50 |
0.382 |
1,802.75 |
LOW |
1,787.25 |
0.618 |
1,762.00 |
1.000 |
1,746.50 |
1.618 |
1,721.25 |
2.618 |
1,680.50 |
4.250 |
1,614.00 |
|
|
Fisher Pivots for day following 09-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,807.50 |
1,807.50 |
PP |
1,802.50 |
1,802.50 |
S1 |
1,797.50 |
1,797.50 |
|