Trading Metrics calculated at close of trading on 02-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2007 |
02-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,657 |
12,714 |
57 |
0.5% |
12,521 |
High |
12,726 |
12,736 |
10 |
0.1% |
12,736 |
Low |
12,655 |
12,668 |
13 |
0.1% |
12,496 |
Close |
12,711 |
12,689 |
-22 |
-0.2% |
12,689 |
Range |
71 |
68 |
-3 |
-4.2% |
240 |
ATR |
98 |
95 |
-2 |
-2.2% |
0 |
Volume |
99,375 |
74,283 |
-25,092 |
-25.2% |
502,425 |
|
Daily Pivots for day following 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,902 |
12,863 |
12,727 |
|
R3 |
12,834 |
12,795 |
12,708 |
|
R2 |
12,766 |
12,766 |
12,702 |
|
R1 |
12,727 |
12,727 |
12,695 |
12,713 |
PP |
12,698 |
12,698 |
12,698 |
12,690 |
S1 |
12,659 |
12,659 |
12,683 |
12,645 |
S2 |
12,630 |
12,630 |
12,677 |
|
S3 |
12,562 |
12,591 |
12,670 |
|
S4 |
12,494 |
12,523 |
12,652 |
|
|
Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,360 |
13,265 |
12,821 |
|
R3 |
13,120 |
13,025 |
12,755 |
|
R2 |
12,880 |
12,880 |
12,733 |
|
R1 |
12,785 |
12,785 |
12,711 |
12,833 |
PP |
12,640 |
12,640 |
12,640 |
12,664 |
S1 |
12,545 |
12,545 |
12,667 |
12,593 |
S2 |
12,400 |
12,400 |
12,645 |
|
S3 |
12,160 |
12,305 |
12,623 |
|
S4 |
11,920 |
12,065 |
12,557 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,736 |
12,496 |
240 |
1.9% |
91 |
0.7% |
80% |
True |
False |
100,485 |
10 |
12,736 |
12,464 |
272 |
2.1% |
102 |
0.8% |
83% |
True |
False |
109,119 |
20 |
12,736 |
12,405 |
331 |
2.6% |
98 |
0.8% |
86% |
True |
False |
101,573 |
40 |
12,736 |
12,336 |
400 |
3.2% |
93 |
0.7% |
88% |
True |
False |
91,532 |
60 |
12,736 |
12,176 |
560 |
4.4% |
90 |
0.7% |
92% |
True |
False |
61,100 |
80 |
12,736 |
11,985 |
751 |
5.9% |
79 |
0.6% |
94% |
True |
False |
45,829 |
100 |
12,736 |
11,552 |
1,184 |
9.3% |
71 |
0.6% |
96% |
True |
False |
36,666 |
120 |
12,736 |
11,284 |
1,452 |
11.4% |
61 |
0.5% |
97% |
True |
False |
30,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,025 |
2.618 |
12,914 |
1.618 |
12,846 |
1.000 |
12,804 |
0.618 |
12,778 |
HIGH |
12,736 |
0.618 |
12,710 |
0.500 |
12,702 |
0.382 |
12,694 |
LOW |
12,668 |
0.618 |
12,626 |
1.000 |
12,600 |
1.618 |
12,558 |
2.618 |
12,490 |
4.250 |
12,379 |
|
|
Fisher Pivots for day following 02-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,702 |
12,668 |
PP |
12,698 |
12,646 |
S1 |
12,693 |
12,625 |
|