| 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 |
6,980.0 |
7,002.5 |
22.5 |
0.3% |
6,795.5 |
| High |
7,020.0 |
7,008.0 |
-12.0 |
-0.2% |
6,998.0 |
| Low |
6,979.5 |
6,941.0 |
-38.5 |
-0.6% |
6,782.5 |
| Close |
7,005.5 |
6,971.0 |
-34.5 |
-0.5% |
6,985.5 |
| Range |
40.5 |
67.0 |
26.5 |
65.4% |
215.5 |
| ATR |
66.7 |
66.7 |
0.0 |
0.0% |
0.0 |
| Volume |
1,024 |
808 |
-216 |
-21.1% |
2,784 |
|
| Daily Pivots for day following 08-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,174.3 |
7,139.7 |
7,007.9 |
|
| R3 |
7,107.3 |
7,072.7 |
6,989.4 |
|
| R2 |
7,040.3 |
7,040.3 |
6,983.3 |
|
| R1 |
7,005.7 |
7,005.7 |
6,977.1 |
6,989.5 |
| PP |
6,973.3 |
6,973.3 |
6,973.3 |
6,965.3 |
| S1 |
6,938.7 |
6,938.7 |
6,964.9 |
6,922.5 |
| S2 |
6,906.3 |
6,906.3 |
6,958.7 |
|
| S3 |
6,839.3 |
6,871.7 |
6,952.6 |
|
| S4 |
6,772.3 |
6,804.7 |
6,934.2 |
|
|
| Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,568.5 |
7,492.5 |
7,104.0 |
|
| R3 |
7,353.0 |
7,277.0 |
7,044.8 |
|
| R2 |
7,137.5 |
7,137.5 |
7,025.0 |
|
| R1 |
7,061.5 |
7,061.5 |
7,005.3 |
7,099.5 |
| PP |
6,922.0 |
6,922.0 |
6,922.0 |
6,941.0 |
| S1 |
6,846.0 |
6,846.0 |
6,965.7 |
6,884.0 |
| S2 |
6,706.5 |
6,706.5 |
6,946.0 |
|
| S3 |
6,491.0 |
6,630.5 |
6,926.2 |
|
| S4 |
6,275.5 |
6,415.0 |
6,867.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,020.0 |
6,941.0 |
79.0 |
1.1% |
44.9 |
0.6% |
38% |
False |
True |
708 |
| 10 |
7,020.0 |
6,760.0 |
260.0 |
3.7% |
54.6 |
0.8% |
81% |
False |
False |
629 |
| 20 |
7,020.0 |
6,729.0 |
291.0 |
4.2% |
61.9 |
0.9% |
83% |
False |
False |
731 |
| 40 |
7,020.0 |
6,574.5 |
445.5 |
6.4% |
61.8 |
0.9% |
89% |
False |
False |
1,677 |
| 60 |
7,020.0 |
6,331.0 |
689.0 |
9.9% |
64.7 |
0.9% |
93% |
False |
False |
1,591 |
| 80 |
7,020.0 |
6,260.0 |
760.0 |
10.9% |
61.7 |
0.9% |
94% |
False |
False |
1,289 |
| 100 |
7,020.0 |
6,016.0 |
1,004.0 |
14.4% |
59.6 |
0.9% |
95% |
False |
False |
1,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,292.8 |
|
2.618 |
7,183.4 |
|
1.618 |
7,116.4 |
|
1.000 |
7,075.0 |
|
0.618 |
7,049.4 |
|
HIGH |
7,008.0 |
|
0.618 |
6,982.4 |
|
0.500 |
6,974.5 |
|
0.382 |
6,966.6 |
|
LOW |
6,941.0 |
|
0.618 |
6,899.6 |
|
1.000 |
6,874.0 |
|
1.618 |
6,832.6 |
|
2.618 |
6,765.6 |
|
4.250 |
6,656.3 |
|
|
| Fisher Pivots for day following 08-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,974.5 |
6,980.5 |
| PP |
6,973.3 |
6,977.3 |
| S1 |
6,972.2 |
6,974.2 |
|