Trading Metrics calculated at close of trading on 06-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2007 |
06-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,760 |
12,798 |
38 |
0.3% |
12,663 |
High |
12,801 |
12,798 |
-3 |
0.0% |
12,822 |
Low |
12,760 |
12,788 |
28 |
0.2% |
12,625 |
Close |
12,804 |
12,798 |
-6 |
0.0% |
12,790 |
Range |
41 |
10 |
-31 |
-75.6% |
197 |
ATR |
63 |
60 |
-3 |
-5.3% |
0 |
Volume |
16 |
13 |
-3 |
-18.8% |
233 |
|
Daily Pivots for day following 06-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,825 |
12,821 |
12,804 |
|
R3 |
12,815 |
12,811 |
12,801 |
|
R2 |
12,805 |
12,805 |
12,800 |
|
R1 |
12,801 |
12,801 |
12,799 |
12,803 |
PP |
12,795 |
12,795 |
12,795 |
12,796 |
S1 |
12,791 |
12,791 |
12,797 |
12,793 |
S2 |
12,785 |
12,785 |
12,796 |
|
S3 |
12,775 |
12,781 |
12,795 |
|
S4 |
12,765 |
12,771 |
12,793 |
|
|
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 |
12,689 |
133 |
1.0% |
41 |
0.3% |
82% |
False |
False |
47 |
10 |
12,822 |
12,575 |
247 |
1.9% |
53 |
0.4% |
90% |
False |
False |
39 |
20 |
12,822 |
12,539 |
283 |
2.2% |
58 |
0.5% |
92% |
False |
False |
29 |
40 |
12,822 |
12,418 |
404 |
3.2% |
46 |
0.4% |
94% |
False |
False |
38 |
60 |
12,822 |
12,303 |
519 |
4.1% |
31 |
0.2% |
95% |
False |
False |
25 |
80 |
12,822 |
12,176 |
646 |
5.0% |
23 |
0.2% |
96% |
False |
False |
19 |
100 |
12,822 |
11,761 |
1,061 |
8.3% |
18 |
0.1% |
98% |
False |
False |
15 |
120 |
12,822 |
11,523 |
1,299 |
10.2% |
15 |
0.1% |
98% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,841 |
2.618 |
12,824 |
1.618 |
12,814 |
1.000 |
12,808 |
0.618 |
12,804 |
HIGH |
12,798 |
0.618 |
12,794 |
0.500 |
12,793 |
0.382 |
12,792 |
LOW |
12,788 |
0.618 |
12,782 |
1.000 |
12,778 |
1.618 |
12,772 |
2.618 |
12,762 |
4.250 |
12,746 |
|
|
Fisher Pivots for day following 06-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,796 |
12,793 |
PP |
12,795 |
12,788 |
S1 |
12,793 |
12,784 |
|