Trading Metrics calculated at close of trading on 08-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2007 |
08-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,779 |
12,766 |
-13 |
-0.1% |
12,663 |
High |
12,830 |
12,782 |
-48 |
-0.4% |
12,822 |
Low |
12,773 |
12,720 |
-53 |
-0.4% |
12,625 |
Close |
12,812 |
12,775 |
-37 |
-0.3% |
12,790 |
Range |
57 |
62 |
5 |
8.8% |
197 |
ATR |
60 |
62 |
2 |
3.9% |
0 |
Volume |
28 |
52 |
24 |
85.7% |
233 |
|
Daily Pivots for day following 08-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,945 |
12,922 |
12,809 |
|
R3 |
12,883 |
12,860 |
12,792 |
|
R2 |
12,821 |
12,821 |
12,786 |
|
R1 |
12,798 |
12,798 |
12,781 |
12,810 |
PP |
12,759 |
12,759 |
12,759 |
12,765 |
S1 |
12,736 |
12,736 |
12,769 |
12,748 |
S2 |
12,697 |
12,697 |
12,764 |
|
S3 |
12,635 |
12,674 |
12,758 |
|
S4 |
12,573 |
12,612 |
12,741 |
|
|
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 |
12,830 |
12,720 |
110 |
0.9% |
40 |
0.3% |
50% |
False |
True |
30 |
10 |
12,830 |
12,575 |
255 |
2.0% |
45 |
0.4% |
78% |
False |
False |
36 |
20 |
12,830 |
12,575 |
255 |
2.0% |
57 |
0.4% |
78% |
False |
False |
32 |
40 |
12,830 |
12,418 |
412 |
3.2% |
44 |
0.3% |
87% |
False |
False |
27 |
60 |
12,830 |
12,307 |
523 |
4.1% |
32 |
0.3% |
89% |
False |
False |
27 |
80 |
12,830 |
12,178 |
652 |
5.1% |
24 |
0.2% |
92% |
False |
False |
20 |
100 |
12,830 |
11,763 |
1,067 |
8.4% |
20 |
0.2% |
95% |
False |
False |
16 |
120 |
12,830 |
11,523 |
1,307 |
10.2% |
16 |
0.1% |
96% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,046 |
2.618 |
12,944 |
1.618 |
12,882 |
1.000 |
12,844 |
0.618 |
12,820 |
HIGH |
12,782 |
0.618 |
12,758 |
0.500 |
12,751 |
0.382 |
12,744 |
LOW |
12,720 |
0.618 |
12,682 |
1.000 |
12,658 |
1.618 |
12,620 |
2.618 |
12,558 |
4.250 |
12,457 |
|
|
Fisher Pivots for day following 08-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,767 |
12,775 |
PP |
12,759 |
12,775 |
S1 |
12,751 |
12,775 |
|