Trading Metrics calculated at close of trading on 01-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2007 |
01-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1,434.1 |
1,442.4 |
8.3 |
0.6% |
1,437.2 |
High |
1,446.5 |
1,451.7 |
5.2 |
0.4% |
1,447.2 |
Low |
1,429.2 |
1,441.0 |
11.8 |
0.8% |
1,421.8 |
Close |
1,443.0 |
1,450.8 |
7.8 |
0.5% |
1,427.5 |
Range |
17.3 |
10.7 |
-6.6 |
-38.2% |
25.4 |
ATR |
11.7 |
11.6 |
-0.1 |
-0.6% |
0.0 |
Volume |
28,234 |
43,075 |
14,841 |
52.6% |
153,812 |
|
Daily Pivots for day following 01-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,479.9 |
1,476.1 |
1,456.7 |
|
R3 |
1,469.2 |
1,465.4 |
1,453.7 |
|
R2 |
1,458.5 |
1,458.5 |
1,452.8 |
|
R1 |
1,454.7 |
1,454.7 |
1,451.8 |
1,456.6 |
PP |
1,447.8 |
1,447.8 |
1,447.8 |
1,448.8 |
S1 |
1,444.0 |
1,444.0 |
1,449.8 |
1,445.9 |
S2 |
1,437.1 |
1,437.1 |
1,448.8 |
|
S3 |
1,426.4 |
1,433.3 |
1,447.9 |
|
S4 |
1,415.7 |
1,422.6 |
1,444.9 |
|
|
Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,508.4 |
1,493.3 |
1,441.5 |
|
R3 |
1,483.0 |
1,467.9 |
1,434.5 |
|
R2 |
1,457.6 |
1,457.6 |
1,432.2 |
|
R1 |
1,442.5 |
1,442.5 |
1,429.8 |
1,437.4 |
PP |
1,432.2 |
1,432.2 |
1,432.2 |
1,429.6 |
S1 |
1,417.1 |
1,417.1 |
1,425.2 |
1,412.0 |
S2 |
1,406.8 |
1,406.8 |
1,422.8 |
|
S3 |
1,381.4 |
1,391.7 |
1,420.5 |
|
S4 |
1,356.0 |
1,366.3 |
1,413.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,451.7 |
1,421.8 |
29.9 |
2.1% |
11.4 |
0.8% |
97% |
True |
False |
36,481 |
10 |
1,451.7 |
1,421.8 |
29.9 |
2.1% |
11.8 |
0.8% |
97% |
True |
False |
33,168 |
20 |
1,451.7 |
1,412.2 |
39.5 |
2.7% |
11.9 |
0.8% |
98% |
True |
False |
32,487 |
40 |
1,451.7 |
1,412.0 |
39.7 |
2.7% |
11.2 |
0.8% |
98% |
True |
False |
42,878 |
60 |
1,451.7 |
1,377.5 |
74.2 |
5.1% |
10.5 |
0.7% |
99% |
True |
False |
30,982 |
80 |
1,451.7 |
1,363.0 |
88.7 |
6.1% |
9.7 |
0.7% |
99% |
True |
False |
23,468 |
100 |
1,451.7 |
1,321.5 |
130.2 |
9.0% |
9.0 |
0.6% |
99% |
True |
False |
18,786 |
120 |
1,451.7 |
1,287.7 |
164.0 |
11.3% |
7.5 |
0.5% |
99% |
True |
False |
15,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,497.2 |
2.618 |
1,479.7 |
1.618 |
1,469.0 |
1.000 |
1,462.4 |
0.618 |
1,458.3 |
HIGH |
1,451.7 |
0.618 |
1,447.6 |
0.500 |
1,446.4 |
0.382 |
1,445.1 |
LOW |
1,441.0 |
0.618 |
1,434.4 |
1.000 |
1,430.3 |
1.618 |
1,423.7 |
2.618 |
1,413.0 |
4.250 |
1,395.5 |
|
|
Fisher Pivots for day following 01-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,449.3 |
1,446.8 |
PP |
1,447.8 |
1,442.7 |
S1 |
1,446.4 |
1,438.7 |
|