Trading Metrics calculated at close of trading on 09-Feb-2007 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
08-Feb-2007 |
09-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,665.67 |
12,638.03 |
-27.64 |
-0.2% |
12,653.41 |
High |
12,665.83 |
12,675.68 |
9.85 |
0.1% |
12,700.28 |
Low |
12,575.86 |
12,545.10 |
-30.76 |
-0.2% |
12,545.10 |
Close |
12,637.63 |
12,580.83 |
-56.80 |
-0.4% |
12,580.83 |
Range |
89.97 |
130.58 |
40.61 |
45.1% |
155.18 |
ATR |
82.43 |
85.87 |
3.44 |
4.2% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,992.28 |
12,917.13 |
12,652.65 |
|
R3 |
12,861.70 |
12,786.55 |
12,616.74 |
|
R2 |
12,731.12 |
12,731.12 |
12,604.77 |
|
R1 |
12,655.97 |
12,655.97 |
12,592.80 |
12,628.26 |
PP |
12,600.54 |
12,600.54 |
12,600.54 |
12,586.68 |
S1 |
12,525.39 |
12,525.39 |
12,568.86 |
12,497.68 |
S2 |
12,469.96 |
12,469.96 |
12,556.89 |
|
S3 |
12,339.38 |
12,394.81 |
12,544.92 |
|
S4 |
12,208.80 |
12,264.23 |
12,509.01 |
|
|
Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,074.28 |
12,982.73 |
12,666.18 |
|
R3 |
12,919.10 |
12,827.55 |
12,623.50 |
|
R2 |
12,763.92 |
12,763.92 |
12,609.28 |
|
R1 |
12,672.37 |
12,672.37 |
12,595.05 |
12,640.56 |
PP |
12,608.74 |
12,608.74 |
12,608.74 |
12,592.83 |
S1 |
12,517.19 |
12,517.19 |
12,566.61 |
12,485.38 |
S2 |
12,453.56 |
12,453.56 |
12,552.38 |
|
S3 |
12,298.38 |
12,362.01 |
12,538.16 |
|
S4 |
12,143.20 |
12,206.83 |
12,495.48 |
|
|
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 |
12,545.10 |
155.18 |
1.2% |
77.66 |
0.6% |
23% |
False |
True |
|
10 |
12,700.28 |
12,459.46 |
240.82 |
1.9% |
79.24 |
0.6% |
50% |
False |
False |
|
20 |
12,700.28 |
12,431.34 |
268.94 |
2.1% |
82.21 |
0.7% |
56% |
False |
False |
|
40 |
12,700.28 |
12,252.05 |
448.23 |
3.6% |
86.73 |
0.7% |
73% |
False |
False |
|
60 |
12,700.28 |
12,072.60 |
627.68 |
5.0% |
86.98 |
0.7% |
81% |
False |
False |
|
80 |
12,700.28 |
11,887.19 |
813.09 |
6.5% |
87.00 |
0.7% |
85% |
False |
False |
|
100 |
12,700.28 |
11,474.56 |
1,225.72 |
9.7% |
85.81 |
0.7% |
90% |
False |
False |
|
120 |
12,700.28 |
11,260.28 |
1,440.00 |
11.4% |
84.03 |
0.7% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,230.65 |
2.618 |
13,017.54 |
1.618 |
12,886.96 |
1.000 |
12,806.26 |
0.618 |
12,756.38 |
HIGH |
12,675.68 |
0.618 |
12,625.80 |
0.500 |
12,610.39 |
0.382 |
12,594.98 |
LOW |
12,545.10 |
0.618 |
12,464.40 |
1.000 |
12,414.52 |
1.618 |
12,333.82 |
2.618 |
12,203.24 |
4.250 |
11,990.14 |
|
|
Fisher Pivots for day following 09-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,610.39 |
12,622.69 |
PP |
12,600.54 |
12,608.74 |
S1 |
12,590.68 |
12,594.78 |
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