Trading Metrics calculated at close of trading on 07-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2007 |
07-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,697 |
12,700 |
3 |
0.0% |
12,521 |
High |
12,716 |
12,734 |
18 |
0.1% |
12,736 |
Low |
12,661 |
12,659 |
-2 |
0.0% |
12,496 |
Close |
12,697 |
12,710 |
13 |
0.1% |
12,689 |
Range |
55 |
75 |
20 |
36.4% |
240 |
ATR |
90 |
88 |
-1 |
-1.2% |
0 |
Volume |
72,827 |
94,045 |
21,218 |
29.1% |
502,425 |
|
Daily Pivots for day following 07-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,926 |
12,893 |
12,751 |
|
R3 |
12,851 |
12,818 |
12,731 |
|
R2 |
12,776 |
12,776 |
12,724 |
|
R1 |
12,743 |
12,743 |
12,717 |
12,760 |
PP |
12,701 |
12,701 |
12,701 |
12,709 |
S1 |
12,668 |
12,668 |
12,703 |
12,685 |
S2 |
12,626 |
12,626 |
12,696 |
|
S3 |
12,551 |
12,593 |
12,690 |
|
S4 |
12,476 |
12,518 |
12,669 |
|
|
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 |
12,655 |
81 |
0.6% |
64 |
0.5% |
68% |
False |
False |
81,270 |
10 |
12,736 |
12,464 |
272 |
2.1% |
89 |
0.7% |
90% |
False |
False |
98,963 |
20 |
12,736 |
12,417 |
319 |
2.5% |
90 |
0.7% |
92% |
False |
False |
94,349 |
40 |
12,736 |
12,336 |
400 |
3.1% |
92 |
0.7% |
94% |
False |
False |
94,836 |
60 |
12,736 |
12,176 |
560 |
4.4% |
89 |
0.7% |
95% |
False |
False |
64,977 |
80 |
12,736 |
12,035 |
701 |
5.5% |
80 |
0.6% |
96% |
False |
False |
48,738 |
100 |
12,736 |
11,677 |
1,059 |
8.3% |
72 |
0.6% |
98% |
False |
False |
38,993 |
120 |
12,736 |
11,452 |
1,284 |
10.1% |
61 |
0.5% |
98% |
False |
False |
32,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,053 |
2.618 |
12,930 |
1.618 |
12,855 |
1.000 |
12,809 |
0.618 |
12,780 |
HIGH |
12,734 |
0.618 |
12,705 |
0.500 |
12,697 |
0.382 |
12,688 |
LOW |
12,659 |
0.618 |
12,613 |
1.000 |
12,584 |
1.618 |
12,538 |
2.618 |
12,463 |
4.250 |
12,340 |
|
|
Fisher Pivots for day following 07-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,706 |
12,706 |
PP |
12,701 |
12,701 |
S1 |
12,697 |
12,697 |
|