Trading Metrics calculated at close of trading on 02-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2007 |
02-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,617.20 |
12,673.84 |
56.64 |
0.4% |
12,487.10 |
High |
12,682.57 |
12,683.93 |
1.36 |
0.0% |
12,683.93 |
Low |
12,616.08 |
12,638.35 |
22.27 |
0.2% |
12,459.46 |
Close |
12,673.68 |
12,653.49 |
-20.19 |
-0.2% |
12,653.49 |
Range |
66.49 |
45.58 |
-20.91 |
-31.4% |
224.47 |
ATR |
91.36 |
88.09 |
-3.27 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,795.33 |
12,769.99 |
12,678.56 |
|
R3 |
12,749.75 |
12,724.41 |
12,666.02 |
|
R2 |
12,704.17 |
12,704.17 |
12,661.85 |
|
R1 |
12,678.83 |
12,678.83 |
12,657.67 |
12,668.71 |
PP |
12,658.59 |
12,658.59 |
12,658.59 |
12,653.53 |
S1 |
12,633.25 |
12,633.25 |
12,649.31 |
12,623.13 |
S2 |
12,613.01 |
12,613.01 |
12,645.13 |
|
S3 |
12,567.43 |
12,587.67 |
12,640.96 |
|
S4 |
12,521.85 |
12,542.09 |
12,628.42 |
|
|
Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,272.37 |
13,187.40 |
12,776.95 |
|
R3 |
13,047.90 |
12,962.93 |
12,715.22 |
|
R2 |
12,823.43 |
12,823.43 |
12,694.64 |
|
R1 |
12,738.46 |
12,738.46 |
12,674.07 |
12,780.95 |
PP |
12,598.96 |
12,598.96 |
12,598.96 |
12,620.20 |
S1 |
12,513.99 |
12,513.99 |
12,632.91 |
12,556.48 |
S2 |
12,374.49 |
12,374.49 |
12,612.34 |
|
S3 |
12,150.02 |
12,289.52 |
12,591.76 |
|
S4 |
11,925.55 |
12,065.05 |
12,530.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,683.93 |
12,459.46 |
224.47 |
1.8% |
80.82 |
0.6% |
86% |
True |
False |
|
10 |
12,683.93 |
12,431.34 |
252.59 |
2.0% |
94.71 |
0.7% |
88% |
True |
False |
|
20 |
12,683.93 |
12,337.37 |
346.56 |
2.7% |
88.70 |
0.7% |
91% |
True |
False |
|
40 |
12,683.93 |
12,243.08 |
440.85 |
3.5% |
85.60 |
0.7% |
93% |
True |
False |
|
60 |
12,683.93 |
11,984.76 |
699.17 |
5.5% |
88.33 |
0.7% |
96% |
True |
False |
|
80 |
12,683.93 |
11,794.17 |
889.76 |
7.0% |
86.48 |
0.7% |
97% |
True |
False |
|
100 |
12,683.93 |
11,342.17 |
1,341.76 |
10.6% |
86.18 |
0.7% |
98% |
True |
False |
|
120 |
12,683.93 |
11,042.64 |
1,641.29 |
13.0% |
85.19 |
0.7% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,877.65 |
2.618 |
12,803.26 |
1.618 |
12,757.68 |
1.000 |
12,729.51 |
0.618 |
12,712.10 |
HIGH |
12,683.93 |
0.618 |
12,666.52 |
0.500 |
12,661.14 |
0.382 |
12,655.76 |
LOW |
12,638.35 |
0.618 |
12,610.18 |
1.000 |
12,592.77 |
1.618 |
12,564.60 |
2.618 |
12,519.02 |
4.250 |
12,444.64 |
|
|
Fisher Pivots for day following 02-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,661.14 |
12,633.85 |
PP |
12,658.59 |
12,614.21 |
S1 |
12,656.04 |
12,594.57 |
|