Trading Metrics calculated at close of trading on 06-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2007 |
06-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,653.41 |
12,661.66 |
8.25 |
0.1% |
12,487.10 |
High |
12,681.21 |
12,680.57 |
-0.64 |
0.0% |
12,683.93 |
Low |
12,629.86 |
12,633.94 |
4.08 |
0.0% |
12,459.46 |
Close |
12,661.74 |
12,666.31 |
4.57 |
0.0% |
12,653.49 |
Range |
51.35 |
46.63 |
-4.72 |
-9.2% |
224.47 |
ATR |
85.46 |
82.69 |
-2.77 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,800.16 |
12,779.87 |
12,691.96 |
|
R3 |
12,753.53 |
12,733.24 |
12,679.13 |
|
R2 |
12,706.90 |
12,706.90 |
12,674.86 |
|
R1 |
12,686.61 |
12,686.61 |
12,670.58 |
12,696.76 |
PP |
12,660.27 |
12,660.27 |
12,660.27 |
12,665.35 |
S1 |
12,639.98 |
12,639.98 |
12,662.04 |
12,650.13 |
S2 |
12,613.64 |
12,613.64 |
12,657.76 |
|
S3 |
12,567.01 |
12,593.35 |
12,653.49 |
|
S4 |
12,520.38 |
12,546.72 |
12,640.66 |
|
|
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 |
12,505.20 |
178.73 |
1.4% |
72.37 |
0.6% |
90% |
False |
False |
|
10 |
12,683.93 |
12,431.34 |
252.59 |
2.0% |
83.75 |
0.7% |
93% |
False |
False |
|
20 |
12,683.93 |
12,355.63 |
328.30 |
2.6% |
82.43 |
0.7% |
95% |
False |
False |
|
40 |
12,683.93 |
12,243.08 |
440.85 |
3.5% |
85.55 |
0.7% |
96% |
False |
False |
|
60 |
12,683.93 |
12,072.60 |
611.33 |
4.8% |
86.16 |
0.7% |
97% |
False |
False |
|
80 |
12,683.93 |
11,794.17 |
889.76 |
7.0% |
86.36 |
0.7% |
98% |
False |
False |
|
100 |
12,683.93 |
11,474.56 |
1,209.37 |
9.5% |
85.20 |
0.7% |
99% |
False |
False |
|
120 |
12,683.93 |
11,098.03 |
1,585.90 |
12.5% |
84.33 |
0.7% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,878.75 |
2.618 |
12,802.65 |
1.618 |
12,756.02 |
1.000 |
12,727.20 |
0.618 |
12,709.39 |
HIGH |
12,680.57 |
0.618 |
12,662.76 |
0.500 |
12,657.26 |
0.382 |
12,651.75 |
LOW |
12,633.94 |
0.618 |
12,605.12 |
1.000 |
12,587.31 |
1.618 |
12,558.49 |
2.618 |
12,511.86 |
4.250 |
12,435.76 |
|
|
Fisher Pivots for day following 06-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,663.29 |
12,663.17 |
PP |
12,660.27 |
12,660.03 |
S1 |
12,657.26 |
12,656.90 |
|