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 |
12,656.86 |
12,665.67 |
8.81 |
0.1% |
12,487.10 |
High |
12,700.28 |
12,665.83 |
-34.45 |
-0.3% |
12,683.93 |
Low |
12,630.50 |
12,575.86 |
-54.64 |
-0.4% |
12,459.46 |
Close |
12,666.87 |
12,637.63 |
-29.24 |
-0.2% |
12,653.49 |
Range |
69.78 |
89.97 |
20.19 |
28.9% |
224.47 |
ATR |
81.77 |
82.43 |
0.66 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,896.35 |
12,856.96 |
12,687.11 |
|
R3 |
12,806.38 |
12,766.99 |
12,662.37 |
|
R2 |
12,716.41 |
12,716.41 |
12,654.12 |
|
R1 |
12,677.02 |
12,677.02 |
12,645.88 |
12,651.73 |
PP |
12,626.44 |
12,626.44 |
12,626.44 |
12,613.80 |
S1 |
12,587.05 |
12,587.05 |
12,629.38 |
12,561.76 |
S2 |
12,536.47 |
12,536.47 |
12,621.14 |
|
S3 |
12,446.50 |
12,497.08 |
12,612.89 |
|
S4 |
12,356.53 |
12,407.11 |
12,588.15 |
|
|
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 |
12,700.28 |
12,575.86 |
124.42 |
1.0% |
60.66 |
0.5% |
50% |
False |
True |
|
10 |
12,700.28 |
12,431.34 |
268.94 |
2.1% |
76.96 |
0.6% |
77% |
False |
False |
|
20 |
12,700.28 |
12,431.34 |
268.94 |
2.1% |
80.76 |
0.6% |
77% |
False |
False |
|
40 |
12,700.28 |
12,252.05 |
448.23 |
3.5% |
84.89 |
0.7% |
86% |
False |
False |
|
60 |
12,700.28 |
12,072.60 |
627.68 |
5.0% |
85.69 |
0.7% |
90% |
False |
False |
|
80 |
12,700.28 |
11,887.19 |
813.09 |
6.4% |
86.01 |
0.7% |
92% |
False |
False |
|
100 |
12,700.28 |
11,474.56 |
1,225.72 |
9.7% |
85.35 |
0.7% |
95% |
False |
False |
|
120 |
12,700.28 |
11,260.28 |
1,440.00 |
11.4% |
83.56 |
0.7% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,048.20 |
2.618 |
12,901.37 |
1.618 |
12,811.40 |
1.000 |
12,755.80 |
0.618 |
12,721.43 |
HIGH |
12,665.83 |
0.618 |
12,631.46 |
0.500 |
12,620.85 |
0.382 |
12,610.23 |
LOW |
12,575.86 |
0.618 |
12,520.26 |
1.000 |
12,485.89 |
1.618 |
12,430.29 |
2.618 |
12,340.32 |
4.250 |
12,193.49 |
|
|
Fisher Pivots for day following 08-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,632.04 |
12,638.07 |
PP |
12,626.44 |
12,637.92 |
S1 |
12,620.85 |
12,637.78 |
|