Trading Metrics calculated at close of trading on 01-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2007 |
01-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,520.03 |
12,617.20 |
97.17 |
0.8% |
12,566.33 |
High |
12,657.02 |
12,682.57 |
25.55 |
0.2% |
12,623.45 |
Low |
12,505.20 |
12,616.08 |
110.88 |
0.9% |
12,431.34 |
Close |
12,621.69 |
12,673.68 |
51.99 |
0.4% |
12,487.02 |
Range |
151.82 |
66.49 |
-85.33 |
-56.2% |
192.11 |
ATR |
93.27 |
91.36 |
-1.91 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,856.91 |
12,831.79 |
12,710.25 |
|
R3 |
12,790.42 |
12,765.30 |
12,691.96 |
|
R2 |
12,723.93 |
12,723.93 |
12,685.87 |
|
R1 |
12,698.81 |
12,698.81 |
12,679.77 |
12,711.37 |
PP |
12,657.44 |
12,657.44 |
12,657.44 |
12,663.73 |
S1 |
12,632.32 |
12,632.32 |
12,667.59 |
12,644.88 |
S2 |
12,590.95 |
12,590.95 |
12,661.49 |
|
S3 |
12,524.46 |
12,565.83 |
12,655.40 |
|
S4 |
12,457.97 |
12,499.34 |
12,637.11 |
|
|
Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,090.27 |
12,980.75 |
12,592.68 |
|
R3 |
12,898.16 |
12,788.64 |
12,539.85 |
|
R2 |
12,706.05 |
12,706.05 |
12,522.24 |
|
R1 |
12,596.53 |
12,596.53 |
12,504.63 |
12,555.24 |
PP |
12,513.94 |
12,513.94 |
12,513.94 |
12,493.29 |
S1 |
12,404.42 |
12,404.42 |
12,469.41 |
12,363.13 |
S2 |
12,321.83 |
12,321.83 |
12,451.80 |
|
S3 |
12,129.72 |
12,212.31 |
12,434.19 |
|
S4 |
11,937.61 |
12,020.20 |
12,381.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,682.57 |
12,431.34 |
251.23 |
2.0% |
93.25 |
0.7% |
96% |
True |
False |
|
10 |
12,682.57 |
12,431.34 |
251.23 |
2.0% |
96.48 |
0.8% |
96% |
True |
False |
|
20 |
12,682.57 |
12,337.37 |
345.20 |
2.7% |
91.75 |
0.7% |
97% |
True |
False |
|
40 |
12,682.57 |
12,195.57 |
487.00 |
3.8% |
87.32 |
0.7% |
98% |
True |
False |
|
60 |
12,682.57 |
11,965.31 |
717.26 |
5.7% |
89.17 |
0.7% |
99% |
True |
False |
|
80 |
12,682.57 |
11,794.17 |
888.40 |
7.0% |
86.72 |
0.7% |
99% |
True |
False |
|
100 |
12,682.57 |
11,331.04 |
1,351.53 |
10.7% |
86.45 |
0.7% |
99% |
True |
False |
|
120 |
12,682.57 |
11,042.64 |
1,639.93 |
12.9% |
85.64 |
0.7% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,965.15 |
2.618 |
12,856.64 |
1.618 |
12,790.15 |
1.000 |
12,749.06 |
0.618 |
12,723.66 |
HIGH |
12,682.57 |
0.618 |
12,657.17 |
0.500 |
12,649.33 |
0.382 |
12,641.48 |
LOW |
12,616.08 |
0.618 |
12,574.99 |
1.000 |
12,549.59 |
1.618 |
12,508.50 |
2.618 |
12,442.01 |
4.250 |
12,333.50 |
|
|
Fisher Pivots for day following 01-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,665.56 |
12,639.46 |
PP |
12,657.44 |
12,605.24 |
S1 |
12,649.33 |
12,571.02 |
|