Trading Metrics calculated at close of trading on 12-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2007 |
12-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,788 |
12,739 |
-49 |
-0.4% |
12,760 |
High |
12,797 |
12,739 |
-58 |
-0.5% |
12,830 |
Low |
12,700 |
12,674 |
-26 |
-0.2% |
12,700 |
Close |
12,717 |
12,687 |
-30 |
-0.2% |
12,717 |
Range |
97 |
65 |
-32 |
-33.0% |
130 |
ATR |
64 |
65 |
0 |
0.1% |
0 |
Volume |
30 |
42 |
12 |
40.0% |
139 |
|
Daily Pivots for day following 12-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,895 |
12,856 |
12,723 |
|
R3 |
12,830 |
12,791 |
12,705 |
|
R2 |
12,765 |
12,765 |
12,699 |
|
R1 |
12,726 |
12,726 |
12,693 |
12,713 |
PP |
12,700 |
12,700 |
12,700 |
12,694 |
S1 |
12,661 |
12,661 |
12,681 |
12,648 |
S2 |
12,635 |
12,635 |
12,675 |
|
S3 |
12,570 |
12,596 |
12,669 |
|
S4 |
12,505 |
12,531 |
12,651 |
|
|
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 |
12,674 |
156 |
1.2% |
58 |
0.5% |
8% |
False |
True |
33 |
10 |
12,830 |
12,625 |
205 |
1.6% |
52 |
0.4% |
30% |
False |
False |
39 |
20 |
12,830 |
12,575 |
255 |
2.0% |
59 |
0.5% |
44% |
False |
False |
35 |
40 |
12,830 |
12,472 |
358 |
2.8% |
48 |
0.4% |
60% |
False |
False |
20 |
60 |
12,830 |
12,307 |
523 |
4.1% |
35 |
0.3% |
73% |
False |
False |
28 |
80 |
12,830 |
12,178 |
652 |
5.1% |
26 |
0.2% |
78% |
False |
False |
21 |
100 |
12,830 |
11,763 |
1,067 |
8.4% |
21 |
0.2% |
87% |
False |
False |
17 |
120 |
12,830 |
11,523 |
1,307 |
10.3% |
18 |
0.1% |
89% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,015 |
2.618 |
12,909 |
1.618 |
12,844 |
1.000 |
12,804 |
0.618 |
12,779 |
HIGH |
12,739 |
0.618 |
12,714 |
0.500 |
12,707 |
0.382 |
12,699 |
LOW |
12,674 |
0.618 |
12,634 |
1.000 |
12,609 |
1.618 |
12,569 |
2.618 |
12,504 |
4.250 |
12,398 |
|
|
Fisher Pivots for day following 12-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,707 |
12,736 |
PP |
12,700 |
12,719 |
S1 |
12,694 |
12,703 |
|