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 |
12,766 |
12,788 |
22 |
0.2% |
12,760 |
High |
12,782 |
12,797 |
15 |
0.1% |
12,830 |
Low |
12,720 |
12,700 |
-20 |
-0.2% |
12,700 |
Close |
12,775 |
12,717 |
-58 |
-0.5% |
12,717 |
Range |
62 |
97 |
35 |
56.5% |
130 |
ATR |
62 |
64 |
3 |
4.0% |
0 |
Volume |
52 |
30 |
-22 |
-42.3% |
139 |
|
Daily Pivots for day following 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,029 |
12,970 |
12,770 |
|
R3 |
12,932 |
12,873 |
12,744 |
|
R2 |
12,835 |
12,835 |
12,735 |
|
R1 |
12,776 |
12,776 |
12,726 |
12,757 |
PP |
12,738 |
12,738 |
12,738 |
12,729 |
S1 |
12,679 |
12,679 |
12,708 |
12,660 |
S2 |
12,641 |
12,641 |
12,699 |
|
S3 |
12,544 |
12,582 |
12,690 |
|
S4 |
12,447 |
12,485 |
12,664 |
|
|
Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,139 |
13,058 |
12,789 |
|
R3 |
13,009 |
12,928 |
12,753 |
|
R2 |
12,879 |
12,879 |
12,741 |
|
R1 |
12,798 |
12,798 |
12,729 |
12,774 |
PP |
12,749 |
12,749 |
12,749 |
12,737 |
S1 |
12,668 |
12,668 |
12,705 |
12,644 |
S2 |
12,619 |
12,619 |
12,693 |
|
S3 |
12,489 |
12,538 |
12,681 |
|
S4 |
12,359 |
12,408 |
12,646 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,830 |
12,700 |
130 |
1.0% |
54 |
0.4% |
13% |
False |
True |
27 |
10 |
12,830 |
12,625 |
205 |
1.6% |
46 |
0.4% |
45% |
False |
False |
37 |
20 |
12,830 |
12,575 |
255 |
2.0% |
57 |
0.5% |
56% |
False |
False |
33 |
40 |
12,830 |
12,418 |
412 |
3.2% |
47 |
0.4% |
73% |
False |
False |
19 |
60 |
12,830 |
12,307 |
523 |
4.1% |
34 |
0.3% |
78% |
False |
False |
27 |
80 |
12,830 |
12,178 |
652 |
5.1% |
26 |
0.2% |
83% |
False |
False |
20 |
100 |
12,830 |
11,763 |
1,067 |
8.4% |
21 |
0.2% |
89% |
False |
False |
16 |
120 |
12,830 |
11,523 |
1,307 |
10.3% |
17 |
0.1% |
91% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,209 |
2.618 |
13,051 |
1.618 |
12,954 |
1.000 |
12,894 |
0.618 |
12,857 |
HIGH |
12,797 |
0.618 |
12,760 |
0.500 |
12,749 |
0.382 |
12,737 |
LOW |
12,700 |
0.618 |
12,640 |
1.000 |
12,603 |
1.618 |
12,543 |
2.618 |
12,446 |
4.250 |
12,288 |
|
|
Fisher Pivots for day following 09-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,749 |
12,765 |
PP |
12,738 |
12,749 |
S1 |
12,728 |
12,733 |
|