Trading Metrics calculated at close of trading on 13-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2007 |
13-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,792.75 |
1,785.75 |
-7.00 |
-0.4% |
1,807.00 |
High |
1,794.75 |
1,798.25 |
3.50 |
0.2% |
1,828.00 |
Low |
1,781.25 |
1,784.75 |
3.50 |
0.2% |
1,784.75 |
Close |
1,785.50 |
1,796.00 |
10.50 |
0.6% |
1,792.50 |
Range |
13.50 |
13.50 |
0.00 |
0.0% |
43.25 |
ATR |
24.12 |
23.36 |
-0.76 |
-3.1% |
0.00 |
Volume |
406,901 |
304,375 |
-102,526 |
-25.2% |
1,506,550 |
|
Daily Pivots for day following 13-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,833.50 |
1,828.25 |
1,803.50 |
|
R3 |
1,820.00 |
1,814.75 |
1,799.75 |
|
R2 |
1,806.50 |
1,806.50 |
1,798.50 |
|
R1 |
1,801.25 |
1,801.25 |
1,797.25 |
1,804.00 |
PP |
1,793.00 |
1,793.00 |
1,793.00 |
1,794.25 |
S1 |
1,787.75 |
1,787.75 |
1,794.75 |
1,790.50 |
S2 |
1,779.50 |
1,779.50 |
1,793.50 |
|
S3 |
1,766.00 |
1,774.25 |
1,792.25 |
|
S4 |
1,752.50 |
1,760.75 |
1,788.50 |
|
|
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 |
1,781.25 |
46.75 |
2.6% |
21.00 |
1.2% |
32% |
False |
False |
350,430 |
10 |
1,828.00 |
1,773.50 |
54.50 |
3.0% |
21.75 |
1.2% |
41% |
False |
False |
317,288 |
20 |
1,857.75 |
1,773.00 |
84.75 |
4.7% |
23.75 |
1.3% |
27% |
False |
False |
339,733 |
40 |
1,867.75 |
1,747.00 |
120.75 |
6.7% |
25.25 |
1.4% |
41% |
False |
False |
303,279 |
60 |
1,867.75 |
1,747.00 |
120.75 |
6.7% |
24.00 |
1.3% |
41% |
False |
False |
224,754 |
80 |
1,867.75 |
1,722.75 |
145.00 |
8.1% |
24.25 |
1.3% |
51% |
False |
False |
168,617 |
100 |
1,867.75 |
1,652.25 |
215.50 |
12.0% |
23.75 |
1.3% |
67% |
False |
False |
134,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,855.50 |
2.618 |
1,833.50 |
1.618 |
1,820.00 |
1.000 |
1,811.75 |
0.618 |
1,806.50 |
HIGH |
1,798.25 |
0.618 |
1,793.00 |
0.500 |
1,791.50 |
0.382 |
1,790.00 |
LOW |
1,784.75 |
0.618 |
1,776.50 |
1.000 |
1,771.25 |
1.618 |
1,763.00 |
2.618 |
1,749.50 |
4.250 |
1,727.50 |
|
|
Fisher Pivots for day following 13-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,794.50 |
1,804.50 |
PP |
1,793.00 |
1,801.75 |
S1 |
1,791.50 |
1,799.00 |
|