Trading Metrics calculated at close of trading on 05-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2007 |
05-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,673.84 |
12,653.41 |
-20.43 |
-0.2% |
12,487.10 |
High |
12,683.93 |
12,681.21 |
-2.72 |
0.0% |
12,683.93 |
Low |
12,638.35 |
12,629.86 |
-8.49 |
-0.1% |
12,459.46 |
Close |
12,653.49 |
12,661.74 |
8.25 |
0.1% |
12,653.49 |
Range |
45.58 |
51.35 |
5.77 |
12.7% |
224.47 |
ATR |
88.09 |
85.46 |
-2.62 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,811.65 |
12,788.05 |
12,689.98 |
|
R3 |
12,760.30 |
12,736.70 |
12,675.86 |
|
R2 |
12,708.95 |
12,708.95 |
12,671.15 |
|
R1 |
12,685.35 |
12,685.35 |
12,666.45 |
12,697.15 |
PP |
12,657.60 |
12,657.60 |
12,657.60 |
12,663.51 |
S1 |
12,634.00 |
12,634.00 |
12,657.03 |
12,645.80 |
S2 |
12,606.25 |
12,606.25 |
12,652.33 |
|
S3 |
12,554.90 |
12,582.65 |
12,647.62 |
|
S4 |
12,503.55 |
12,531.30 |
12,633.50 |
|
|
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% |
78.85 |
0.6% |
90% |
False |
False |
|
10 |
12,683.93 |
12,431.34 |
252.59 |
2.0% |
87.68 |
0.7% |
91% |
False |
False |
|
20 |
12,683.93 |
12,337.37 |
346.56 |
2.7% |
85.53 |
0.7% |
94% |
False |
False |
|
40 |
12,683.93 |
12,243.08 |
440.85 |
3.5% |
85.40 |
0.7% |
95% |
False |
False |
|
60 |
12,683.93 |
12,072.60 |
611.33 |
4.8% |
86.97 |
0.7% |
96% |
False |
False |
|
80 |
12,683.93 |
11,794.17 |
889.76 |
7.0% |
86.38 |
0.7% |
98% |
False |
False |
|
100 |
12,683.93 |
11,395.71 |
1,288.22 |
10.2% |
85.91 |
0.7% |
98% |
False |
False |
|
120 |
12,683.93 |
11,079.78 |
1,604.15 |
12.7% |
84.97 |
0.7% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,899.45 |
2.618 |
12,815.64 |
1.618 |
12,764.29 |
1.000 |
12,732.56 |
0.618 |
12,712.94 |
HIGH |
12,681.21 |
0.618 |
12,661.59 |
0.500 |
12,655.54 |
0.382 |
12,649.48 |
LOW |
12,629.86 |
0.618 |
12,598.13 |
1.000 |
12,578.51 |
1.618 |
12,546.78 |
2.618 |
12,495.43 |
4.250 |
12,411.62 |
|
|
Fisher Pivots for day following 05-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,659.67 |
12,657.83 |
PP |
12,657.60 |
12,653.92 |
S1 |
12,655.54 |
12,650.01 |
|