Trading Metrics calculated at close of trading on 05-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2007 |
05-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,714 |
12,677 |
-37 |
-0.3% |
12,521 |
High |
12,736 |
12,710 |
-26 |
-0.2% |
12,736 |
Low |
12,668 |
12,660 |
-8 |
-0.1% |
12,496 |
Close |
12,689 |
12,703 |
14 |
0.1% |
12,689 |
Range |
68 |
50 |
-18 |
-26.5% |
240 |
ATR |
95 |
92 |
-3 |
-3.4% |
0 |
Volume |
74,283 |
65,820 |
-8,463 |
-11.4% |
502,425 |
|
Daily Pivots for day following 05-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,841 |
12,822 |
12,731 |
|
R3 |
12,791 |
12,772 |
12,717 |
|
R2 |
12,741 |
12,741 |
12,712 |
|
R1 |
12,722 |
12,722 |
12,708 |
12,732 |
PP |
12,691 |
12,691 |
12,691 |
12,696 |
S1 |
12,672 |
12,672 |
12,699 |
12,682 |
S2 |
12,641 |
12,641 |
12,694 |
|
S3 |
12,591 |
12,622 |
12,689 |
|
S4 |
12,541 |
12,572 |
12,676 |
|
|
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 |
12,511 |
225 |
1.8% |
85 |
0.7% |
85% |
False |
False |
93,115 |
10 |
12,736 |
12,464 |
272 |
2.1% |
94 |
0.7% |
88% |
False |
False |
103,086 |
20 |
12,736 |
12,405 |
331 |
2.6% |
94 |
0.7% |
90% |
False |
False |
98,536 |
40 |
12,736 |
12,336 |
400 |
3.1% |
93 |
0.7% |
92% |
False |
False |
93,131 |
60 |
12,736 |
12,176 |
560 |
4.4% |
89 |
0.7% |
94% |
False |
False |
62,197 |
80 |
12,736 |
11,985 |
751 |
5.9% |
80 |
0.6% |
96% |
False |
False |
46,652 |
100 |
12,736 |
11,677 |
1,059 |
8.3% |
71 |
0.6% |
97% |
False |
False |
37,324 |
120 |
12,736 |
11,399 |
1,337 |
10.5% |
61 |
0.5% |
98% |
False |
False |
31,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,923 |
2.618 |
12,841 |
1.618 |
12,791 |
1.000 |
12,760 |
0.618 |
12,741 |
HIGH |
12,710 |
0.618 |
12,691 |
0.500 |
12,685 |
0.382 |
12,679 |
LOW |
12,660 |
0.618 |
12,629 |
1.000 |
12,610 |
1.618 |
12,579 |
2.618 |
12,529 |
4.250 |
12,448 |
|
|
Fisher Pivots for day following 05-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,697 |
12,701 |
PP |
12,691 |
12,698 |
S1 |
12,685 |
12,696 |
|