Trading Metrics calculated at close of trading on 05-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2007 |
05-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,807 |
12,760 |
-47 |
-0.4% |
12,663 |
High |
12,807 |
12,801 |
-6 |
0.0% |
12,822 |
Low |
12,777 |
12,760 |
-17 |
-0.1% |
12,625 |
Close |
12,790 |
12,804 |
14 |
0.1% |
12,790 |
Range |
30 |
41 |
11 |
36.7% |
197 |
ATR |
65 |
63 |
-2 |
-2.6% |
0 |
Volume |
43 |
16 |
-27 |
-62.8% |
233 |
|
Daily Pivots for day following 05-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,911 |
12,899 |
12,827 |
|
R3 |
12,870 |
12,858 |
12,815 |
|
R2 |
12,829 |
12,829 |
12,812 |
|
R1 |
12,817 |
12,817 |
12,808 |
12,823 |
PP |
12,788 |
12,788 |
12,788 |
12,792 |
S1 |
12,776 |
12,776 |
12,800 |
12,782 |
S2 |
12,747 |
12,747 |
12,797 |
|
S3 |
12,706 |
12,735 |
12,793 |
|
S4 |
12,665 |
12,694 |
12,782 |
|
|
Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,337 |
13,260 |
12,898 |
|
R3 |
13,140 |
13,063 |
12,844 |
|
R2 |
12,943 |
12,943 |
12,826 |
|
R1 |
12,866 |
12,866 |
12,808 |
12,905 |
PP |
12,746 |
12,746 |
12,746 |
12,765 |
S1 |
12,669 |
12,669 |
12,772 |
12,708 |
S2 |
12,549 |
12,549 |
12,754 |
|
S3 |
12,352 |
12,472 |
12,736 |
|
S4 |
12,155 |
12,275 |
12,682 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,822 |
12,625 |
197 |
1.5% |
46 |
0.4% |
91% |
False |
False |
46 |
10 |
12,822 |
12,575 |
247 |
1.9% |
58 |
0.4% |
93% |
False |
False |
39 |
20 |
12,822 |
12,539 |
283 |
2.2% |
59 |
0.5% |
94% |
False |
False |
29 |
40 |
12,822 |
12,418 |
404 |
3.2% |
45 |
0.4% |
96% |
False |
False |
38 |
60 |
12,822 |
12,303 |
519 |
4.1% |
30 |
0.2% |
97% |
False |
False |
25 |
80 |
12,822 |
12,089 |
733 |
5.7% |
23 |
0.2% |
98% |
False |
False |
19 |
100 |
12,822 |
11,761 |
1,061 |
8.3% |
18 |
0.1% |
98% |
False |
False |
15 |
120 |
12,822 |
11,470 |
1,352 |
10.6% |
15 |
0.1% |
99% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,975 |
2.618 |
12,908 |
1.618 |
12,867 |
1.000 |
12,842 |
0.618 |
12,826 |
HIGH |
12,801 |
0.618 |
12,785 |
0.500 |
12,781 |
0.382 |
12,776 |
LOW |
12,760 |
0.618 |
12,735 |
1.000 |
12,719 |
1.618 |
12,694 |
2.618 |
12,653 |
4.250 |
12,586 |
|
|
Fisher Pivots for day following 05-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,796 |
12,800 |
PP |
12,788 |
12,795 |
S1 |
12,781 |
12,791 |
|