Trading Metrics calculated at close of trading on 15-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2007 |
15-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,795.75 |
1,822.75 |
27.00 |
1.5% |
1,807.00 |
High |
1,826.25 |
1,832.00 |
5.75 |
0.3% |
1,828.00 |
Low |
1,793.50 |
1,818.25 |
24.75 |
1.4% |
1,784.75 |
Close |
1,822.75 |
1,831.00 |
8.25 |
0.5% |
1,792.50 |
Range |
32.75 |
13.75 |
-19.00 |
-58.0% |
43.25 |
ATR |
24.03 |
23.30 |
-0.73 |
-3.1% |
0.00 |
Volume |
313,179 |
413,696 |
100,517 |
32.1% |
1,506,550 |
|
Daily Pivots for day following 15-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,868.25 |
1,863.50 |
1,838.50 |
|
R3 |
1,854.50 |
1,849.75 |
1,834.75 |
|
R2 |
1,840.75 |
1,840.75 |
1,833.50 |
|
R1 |
1,836.00 |
1,836.00 |
1,832.25 |
1,838.50 |
PP |
1,827.00 |
1,827.00 |
1,827.00 |
1,828.25 |
S1 |
1,822.25 |
1,822.25 |
1,829.75 |
1,824.50 |
S2 |
1,813.25 |
1,813.25 |
1,828.50 |
|
S3 |
1,799.50 |
1,808.50 |
1,827.25 |
|
S4 |
1,785.75 |
1,794.75 |
1,823.50 |
|
|
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 |
1,832.00 |
1,781.25 |
50.75 |
2.8% |
22.75 |
1.2% |
98% |
True |
False |
336,023 |
10 |
1,832.00 |
1,781.25 |
50.75 |
2.8% |
20.75 |
1.1% |
98% |
True |
False |
328,600 |
20 |
1,832.00 |
1,773.00 |
59.00 |
3.2% |
23.00 |
1.3% |
98% |
True |
False |
342,326 |
40 |
1,867.75 |
1,747.00 |
120.75 |
6.6% |
25.25 |
1.4% |
70% |
False |
False |
304,607 |
60 |
1,867.75 |
1,747.00 |
120.75 |
6.6% |
24.25 |
1.3% |
70% |
False |
False |
236,856 |
80 |
1,867.75 |
1,722.75 |
145.00 |
7.9% |
24.25 |
1.3% |
75% |
False |
False |
177,702 |
100 |
1,867.75 |
1,652.25 |
215.50 |
11.8% |
23.75 |
1.3% |
83% |
False |
False |
142,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,890.50 |
2.618 |
1,868.00 |
1.618 |
1,854.25 |
1.000 |
1,845.75 |
0.618 |
1,840.50 |
HIGH |
1,832.00 |
0.618 |
1,826.75 |
0.500 |
1,825.00 |
0.382 |
1,823.50 |
LOW |
1,818.25 |
0.618 |
1,809.75 |
1.000 |
1,804.50 |
1.618 |
1,796.00 |
2.618 |
1,782.25 |
4.250 |
1,759.75 |
|
|
Fisher Pivots for day following 15-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,829.00 |
1,823.50 |
PP |
1,827.00 |
1,816.00 |
S1 |
1,825.00 |
1,808.50 |
|