Trading Metrics calculated at close of trading on 14-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2007 |
14-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,785.75 |
1,795.75 |
10.00 |
0.6% |
1,807.00 |
High |
1,798.25 |
1,826.25 |
28.00 |
1.6% |
1,828.00 |
Low |
1,784.75 |
1,793.50 |
8.75 |
0.5% |
1,784.75 |
Close |
1,796.00 |
1,822.75 |
26.75 |
1.5% |
1,792.50 |
Range |
13.50 |
32.75 |
19.25 |
142.6% |
43.25 |
ATR |
23.36 |
24.03 |
0.67 |
2.9% |
0.00 |
Volume |
304,375 |
313,179 |
8,804 |
2.9% |
1,506,550 |
|
Daily Pivots for day following 14-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,912.50 |
1,900.25 |
1,840.75 |
|
R3 |
1,879.75 |
1,867.50 |
1,831.75 |
|
R2 |
1,847.00 |
1,847.00 |
1,828.75 |
|
R1 |
1,834.75 |
1,834.75 |
1,825.75 |
1,841.00 |
PP |
1,814.25 |
1,814.25 |
1,814.25 |
1,817.25 |
S1 |
1,802.00 |
1,802.00 |
1,819.75 |
1,808.00 |
S2 |
1,781.50 |
1,781.50 |
1,816.75 |
|
S3 |
1,748.75 |
1,769.25 |
1,813.75 |
|
S4 |
1,716.00 |
1,736.50 |
1,804.75 |
|
|
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% |
23.00 |
1.3% |
89% |
False |
False |
332,675 |
10 |
1,828.00 |
1,781.25 |
46.75 |
2.6% |
21.50 |
1.2% |
89% |
False |
False |
325,789 |
20 |
1,846.75 |
1,773.00 |
73.75 |
4.0% |
24.50 |
1.3% |
67% |
False |
False |
340,947 |
40 |
1,867.75 |
1,747.00 |
120.75 |
6.6% |
25.50 |
1.4% |
63% |
False |
False |
304,014 |
60 |
1,867.75 |
1,747.00 |
120.75 |
6.6% |
24.25 |
1.3% |
63% |
False |
False |
229,966 |
80 |
1,867.75 |
1,722.75 |
145.00 |
8.0% |
24.25 |
1.3% |
69% |
False |
False |
172,532 |
100 |
1,867.75 |
1,652.25 |
215.50 |
11.8% |
24.00 |
1.3% |
79% |
False |
False |
138,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,965.50 |
2.618 |
1,912.00 |
1.618 |
1,879.25 |
1.000 |
1,859.00 |
0.618 |
1,846.50 |
HIGH |
1,826.25 |
0.618 |
1,813.75 |
0.500 |
1,810.00 |
0.382 |
1,806.00 |
LOW |
1,793.50 |
0.618 |
1,773.25 |
1.000 |
1,760.75 |
1.618 |
1,740.50 |
2.618 |
1,707.75 |
4.250 |
1,654.25 |
|
|
Fisher Pivots for day following 14-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,818.50 |
1,816.50 |
PP |
1,814.25 |
1,810.00 |
S1 |
1,810.00 |
1,803.75 |
|