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 |
1,455.4 |
1,453.8 |
-1.6 |
-0.1% |
1,452.6 |
High |
1,455.7 |
1,456.8 |
1.1 |
0.1% |
1,457.7 |
Low |
1,446.8 |
1,437.2 |
-9.6 |
-0.7% |
1,437.2 |
Close |
1,453.9 |
1,442.9 |
-11.0 |
-0.8% |
1,442.9 |
Range |
8.9 |
19.6 |
10.7 |
120.2% |
20.5 |
ATR |
10.3 |
10.9 |
0.7 |
6.5% |
0.0 |
Volume |
24,730 |
22,918 |
-1,812 |
-7.3% |
116,208 |
|
Daily Pivots for day following 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,504.4 |
1,493.3 |
1,453.7 |
|
R3 |
1,484.8 |
1,473.7 |
1,448.3 |
|
R2 |
1,465.2 |
1,465.2 |
1,446.5 |
|
R1 |
1,454.1 |
1,454.1 |
1,444.7 |
1,449.9 |
PP |
1,445.6 |
1,445.6 |
1,445.6 |
1,443.5 |
S1 |
1,434.5 |
1,434.5 |
1,441.1 |
1,430.3 |
S2 |
1,426.0 |
1,426.0 |
1,439.3 |
|
S3 |
1,406.4 |
1,414.9 |
1,437.5 |
|
S4 |
1,386.8 |
1,395.3 |
1,432.1 |
|
|
Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,507.4 |
1,495.7 |
1,454.2 |
|
R3 |
1,486.9 |
1,475.2 |
1,448.5 |
|
R2 |
1,466.4 |
1,466.4 |
1,446.7 |
|
R1 |
1,454.7 |
1,454.7 |
1,444.8 |
1,450.3 |
PP |
1,445.9 |
1,445.9 |
1,445.9 |
1,443.8 |
S1 |
1,434.2 |
1,434.2 |
1,441.0 |
1,429.8 |
S2 |
1,425.4 |
1,425.4 |
1,439.1 |
|
S3 |
1,404.9 |
1,413.7 |
1,437.3 |
|
S4 |
1,384.4 |
1,393.2 |
1,431.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,457.7 |
1,437.2 |
20.5 |
1.4% |
9.9 |
0.7% |
28% |
False |
True |
23,241 |
10 |
1,457.7 |
1,423.3 |
34.4 |
2.4% |
10.1 |
0.7% |
57% |
False |
False |
30,381 |
20 |
1,457.7 |
1,421.8 |
35.9 |
2.5% |
10.6 |
0.7% |
59% |
False |
False |
30,658 |
40 |
1,457.7 |
1,412.2 |
45.5 |
3.2% |
11.2 |
0.8% |
67% |
False |
False |
36,038 |
60 |
1,457.7 |
1,392.0 |
65.7 |
4.6% |
10.6 |
0.7% |
77% |
False |
False |
33,362 |
80 |
1,457.7 |
1,377.5 |
80.2 |
5.6% |
10.0 |
0.7% |
82% |
False |
False |
25,418 |
100 |
1,457.7 |
1,332.0 |
125.7 |
8.7% |
9.3 |
0.6% |
88% |
False |
False |
20,352 |
120 |
1,457.7 |
1,316.9 |
140.8 |
9.8% |
7.9 |
0.6% |
89% |
False |
False |
16,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,540.1 |
2.618 |
1,508.1 |
1.618 |
1,488.5 |
1.000 |
1,476.4 |
0.618 |
1,468.9 |
HIGH |
1,456.8 |
0.618 |
1,449.3 |
0.500 |
1,447.0 |
0.382 |
1,444.7 |
LOW |
1,437.2 |
0.618 |
1,425.1 |
1.000 |
1,417.6 |
1.618 |
1,405.5 |
2.618 |
1,385.9 |
4.250 |
1,353.9 |
|
|
Fisher Pivots for day following 09-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,447.0 |
1,447.5 |
PP |
1,445.6 |
1,445.9 |
S1 |
1,444.3 |
1,444.4 |
|