Trading Metrics calculated at close of trading on 13-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2007 |
13-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,580.11 |
12,549.19 |
-30.92 |
-0.2% |
12,653.41 |
High |
12,607.51 |
12,658.22 |
50.71 |
0.4% |
12,700.28 |
Low |
12,536.21 |
12,549.19 |
12.98 |
0.1% |
12,545.10 |
Close |
12,552.55 |
12,654.85 |
102.30 |
0.8% |
12,580.83 |
Range |
71.30 |
109.03 |
37.73 |
52.9% |
155.18 |
ATR |
84.83 |
86.56 |
1.73 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,947.84 |
12,910.38 |
12,714.82 |
|
R3 |
12,838.81 |
12,801.35 |
12,684.83 |
|
R2 |
12,729.78 |
12,729.78 |
12,674.84 |
|
R1 |
12,692.32 |
12,692.32 |
12,664.84 |
12,711.05 |
PP |
12,620.75 |
12,620.75 |
12,620.75 |
12,630.12 |
S1 |
12,583.29 |
12,583.29 |
12,644.86 |
12,602.02 |
S2 |
12,511.72 |
12,511.72 |
12,634.86 |
|
S3 |
12,402.69 |
12,474.26 |
12,624.87 |
|
S4 |
12,293.66 |
12,365.23 |
12,594.88 |
|
|
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 |
12,536.21 |
164.07 |
1.3% |
94.13 |
0.7% |
72% |
False |
False |
|
10 |
12,700.28 |
12,505.20 |
195.08 |
1.5% |
83.25 |
0.7% |
77% |
False |
False |
|
20 |
12,700.28 |
12,431.34 |
268.94 |
2.1% |
85.35 |
0.7% |
83% |
False |
False |
|
40 |
12,700.28 |
12,307.01 |
393.27 |
3.1% |
87.52 |
0.7% |
88% |
False |
False |
|
60 |
12,700.28 |
12,072.60 |
627.68 |
5.0% |
86.27 |
0.7% |
93% |
False |
False |
|
80 |
12,700.28 |
11,941.94 |
758.34 |
6.0% |
87.46 |
0.7% |
94% |
False |
False |
|
100 |
12,700.28 |
11,474.56 |
1,225.72 |
9.7% |
86.19 |
0.7% |
96% |
False |
False |
|
120 |
12,700.28 |
11,260.28 |
1,440.00 |
11.4% |
84.51 |
0.7% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,121.60 |
2.618 |
12,943.66 |
1.618 |
12,834.63 |
1.000 |
12,767.25 |
0.618 |
12,725.60 |
HIGH |
12,658.22 |
0.618 |
12,616.57 |
0.500 |
12,603.71 |
0.382 |
12,590.84 |
LOW |
12,549.19 |
0.618 |
12,481.81 |
1.000 |
12,440.16 |
1.618 |
12,372.78 |
2.618 |
12,263.75 |
4.250 |
12,085.81 |
|
|
Fisher Pivots for day following 13-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,637.80 |
12,638.55 |
PP |
12,620.75 |
12,622.25 |
S1 |
12,603.71 |
12,605.95 |
|