Trading Metrics calculated at close of trading on 13-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2007 |
13-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,739 |
12,720 |
-19 |
-0.1% |
12,760 |
High |
12,739 |
12,790 |
51 |
0.4% |
12,830 |
Low |
12,674 |
12,720 |
46 |
0.4% |
12,700 |
Close |
12,687 |
12,789 |
102 |
0.8% |
12,717 |
Range |
65 |
70 |
5 |
7.7% |
130 |
ATR |
65 |
67 |
3 |
4.3% |
0 |
Volume |
42 |
47 |
5 |
11.9% |
139 |
|
Daily Pivots for day following 13-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,976 |
12,953 |
12,828 |
|
R3 |
12,906 |
12,883 |
12,808 |
|
R2 |
12,836 |
12,836 |
12,802 |
|
R1 |
12,813 |
12,813 |
12,796 |
12,825 |
PP |
12,766 |
12,766 |
12,766 |
12,772 |
S1 |
12,743 |
12,743 |
12,783 |
12,755 |
S2 |
12,696 |
12,696 |
12,776 |
|
S3 |
12,626 |
12,673 |
12,770 |
|
S4 |
12,556 |
12,603 |
12,751 |
|
|
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% |
70 |
0.5% |
74% |
False |
False |
39 |
10 |
12,830 |
12,674 |
156 |
1.2% |
56 |
0.4% |
74% |
False |
False |
43 |
20 |
12,830 |
12,575 |
255 |
2.0% |
62 |
0.5% |
84% |
False |
False |
38 |
40 |
12,830 |
12,522 |
308 |
2.4% |
48 |
0.4% |
87% |
False |
False |
21 |
60 |
12,830 |
12,307 |
523 |
4.1% |
36 |
0.3% |
92% |
False |
False |
29 |
80 |
12,830 |
12,178 |
652 |
5.1% |
27 |
0.2% |
94% |
False |
False |
21 |
100 |
12,830 |
11,763 |
1,067 |
8.3% |
22 |
0.2% |
96% |
False |
False |
17 |
120 |
12,830 |
11,523 |
1,307 |
10.2% |
18 |
0.1% |
97% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,088 |
2.618 |
12,973 |
1.618 |
12,903 |
1.000 |
12,860 |
0.618 |
12,833 |
HIGH |
12,790 |
0.618 |
12,763 |
0.500 |
12,755 |
0.382 |
12,747 |
LOW |
12,720 |
0.618 |
12,677 |
1.000 |
12,650 |
1.618 |
12,607 |
2.618 |
12,537 |
4.250 |
12,423 |
|
|
Fisher Pivots for day following 13-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,778 |
12,771 |
PP |
12,766 |
12,753 |
S1 |
12,755 |
12,736 |
|