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 |
1,442.7 |
1,438.1 |
-4.6 |
-0.3% |
1,452.6 |
High |
1,444.7 |
1,449.7 |
5.0 |
0.3% |
1,457.7 |
Low |
1,435.1 |
1,437.6 |
2.5 |
0.2% |
1,437.2 |
Close |
1,437.9 |
1,449.4 |
11.5 |
0.8% |
1,442.9 |
Range |
9.6 |
12.1 |
2.5 |
26.0% |
20.5 |
ATR |
10.8 |
10.9 |
0.1 |
0.8% |
0.0 |
Volume |
40,378 |
23,796 |
-16,582 |
-41.1% |
116,208 |
|
Daily Pivots for day following 13-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,481.9 |
1,477.7 |
1,456.1 |
|
R3 |
1,469.8 |
1,465.6 |
1,452.7 |
|
R2 |
1,457.7 |
1,457.7 |
1,451.6 |
|
R1 |
1,453.5 |
1,453.5 |
1,450.5 |
1,455.6 |
PP |
1,445.6 |
1,445.6 |
1,445.6 |
1,446.6 |
S1 |
1,441.4 |
1,441.4 |
1,448.3 |
1,443.5 |
S2 |
1,433.5 |
1,433.5 |
1,447.2 |
|
S3 |
1,421.4 |
1,429.3 |
1,446.1 |
|
S4 |
1,409.3 |
1,417.2 |
1,442.7 |
|
|
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 |
1,435.1 |
22.6 |
1.6% |
11.5 |
0.8% |
63% |
False |
False |
26,755 |
10 |
1,457.7 |
1,429.2 |
28.5 |
2.0% |
10.5 |
0.7% |
71% |
False |
False |
29,272 |
20 |
1,457.7 |
1,421.8 |
35.9 |
2.5% |
10.7 |
0.7% |
77% |
False |
False |
31,022 |
40 |
1,457.7 |
1,412.2 |
45.5 |
3.1% |
11.3 |
0.8% |
82% |
False |
False |
31,892 |
60 |
1,457.7 |
1,392.0 |
65.7 |
4.5% |
10.6 |
0.7% |
87% |
False |
False |
34,367 |
80 |
1,457.7 |
1,377.5 |
80.2 |
5.5% |
10.1 |
0.7% |
90% |
False |
False |
26,170 |
100 |
1,457.7 |
1,332.0 |
125.7 |
8.7% |
9.4 |
0.7% |
93% |
False |
False |
20,993 |
120 |
1,457.7 |
1,316.9 |
140.8 |
9.7% |
8.1 |
0.6% |
94% |
False |
False |
17,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,501.1 |
2.618 |
1,481.4 |
1.618 |
1,469.3 |
1.000 |
1,461.8 |
0.618 |
1,457.2 |
HIGH |
1,449.7 |
0.618 |
1,445.1 |
0.500 |
1,443.7 |
0.382 |
1,442.2 |
LOW |
1,437.6 |
0.618 |
1,430.1 |
1.000 |
1,425.5 |
1.618 |
1,418.0 |
2.618 |
1,405.9 |
4.250 |
1,386.2 |
|
|
Fisher Pivots for day following 13-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1,447.5 |
1,448.3 |
PP |
1,445.6 |
1,447.1 |
S1 |
1,443.7 |
1,446.0 |
|