Trading Metrics calculated at close of trading on 01-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2007 |
01-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,565 |
12,657 |
92 |
0.7% |
12,613 |
High |
12,689 |
12,726 |
37 |
0.3% |
12,674 |
Low |
12,514 |
12,655 |
141 |
1.1% |
12,464 |
Close |
12,660 |
12,711 |
51 |
0.4% |
12,523 |
Range |
175 |
71 |
-104 |
-59.4% |
210 |
ATR |
100 |
98 |
-2 |
-2.0% |
0 |
Volume |
133,230 |
99,375 |
-33,855 |
-25.4% |
588,771 |
|
Daily Pivots for day following 01-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,910 |
12,882 |
12,750 |
|
R3 |
12,839 |
12,811 |
12,731 |
|
R2 |
12,768 |
12,768 |
12,724 |
|
R1 |
12,740 |
12,740 |
12,718 |
12,754 |
PP |
12,697 |
12,697 |
12,697 |
12,705 |
S1 |
12,669 |
12,669 |
12,705 |
12,683 |
S2 |
12,626 |
12,626 |
12,698 |
|
S3 |
12,555 |
12,598 |
12,692 |
|
S4 |
12,484 |
12,527 |
12,672 |
|
|
Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,184 |
13,063 |
12,639 |
|
R3 |
12,974 |
12,853 |
12,581 |
|
R2 |
12,764 |
12,764 |
12,562 |
|
R1 |
12,643 |
12,643 |
12,542 |
12,599 |
PP |
12,554 |
12,554 |
12,554 |
12,531 |
S1 |
12,433 |
12,433 |
12,504 |
12,389 |
S2 |
12,344 |
12,344 |
12,485 |
|
S3 |
12,134 |
12,223 |
12,465 |
|
S4 |
11,924 |
12,013 |
12,408 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,726 |
12,464 |
262 |
2.1% |
100 |
0.8% |
94% |
True |
False |
112,367 |
10 |
12,726 |
12,464 |
262 |
2.1% |
101 |
0.8% |
94% |
True |
False |
111,312 |
20 |
12,726 |
12,405 |
321 |
2.5% |
100 |
0.8% |
95% |
True |
False |
103,893 |
40 |
12,726 |
12,291 |
435 |
3.4% |
94 |
0.7% |
97% |
True |
False |
89,699 |
60 |
12,726 |
12,122 |
604 |
4.8% |
90 |
0.7% |
98% |
True |
False |
59,863 |
80 |
12,726 |
11,952 |
774 |
6.1% |
79 |
0.6% |
98% |
True |
False |
44,901 |
100 |
12,726 |
11,527 |
1,199 |
9.4% |
70 |
0.6% |
99% |
True |
False |
35,923 |
120 |
12,726 |
11,271 |
1,455 |
11.4% |
60 |
0.5% |
99% |
True |
False |
29,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,028 |
2.618 |
12,912 |
1.618 |
12,841 |
1.000 |
12,797 |
0.618 |
12,770 |
HIGH |
12,726 |
0.618 |
12,699 |
0.500 |
12,691 |
0.382 |
12,682 |
LOW |
12,655 |
0.618 |
12,611 |
1.000 |
12,584 |
1.618 |
12,540 |
2.618 |
12,469 |
4.250 |
12,353 |
|
|
Fisher Pivots for day following 01-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,704 |
12,680 |
PP |
12,697 |
12,649 |
S1 |
12,691 |
12,619 |
|