Trading Metrics calculated at close of trading on 08-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2007 |
08-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,700 |
12,706 |
6 |
0.0% |
12,521 |
High |
12,734 |
12,707 |
-27 |
-0.2% |
12,736 |
Low |
12,659 |
12,602 |
-57 |
-0.5% |
12,496 |
Close |
12,710 |
12,672 |
-38 |
-0.3% |
12,689 |
Range |
75 |
105 |
30 |
40.0% |
240 |
ATR |
88 |
90 |
1 |
1.6% |
0 |
Volume |
94,045 |
116,091 |
22,046 |
23.4% |
502,425 |
|
Daily Pivots for day following 08-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,975 |
12,929 |
12,730 |
|
R3 |
12,870 |
12,824 |
12,701 |
|
R2 |
12,765 |
12,765 |
12,691 |
|
R1 |
12,719 |
12,719 |
12,682 |
12,690 |
PP |
12,660 |
12,660 |
12,660 |
12,646 |
S1 |
12,614 |
12,614 |
12,663 |
12,585 |
S2 |
12,555 |
12,555 |
12,653 |
|
S3 |
12,450 |
12,509 |
12,643 |
|
S4 |
12,345 |
12,404 |
12,614 |
|
|
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 |
12,602 |
134 |
1.1% |
71 |
0.6% |
52% |
False |
True |
84,613 |
10 |
12,736 |
12,464 |
272 |
2.1% |
85 |
0.7% |
76% |
False |
False |
98,490 |
20 |
12,736 |
12,464 |
272 |
2.1% |
89 |
0.7% |
76% |
False |
False |
94,351 |
40 |
12,736 |
12,345 |
391 |
3.1% |
92 |
0.7% |
84% |
False |
False |
94,656 |
60 |
12,736 |
12,176 |
560 |
4.4% |
90 |
0.7% |
89% |
False |
False |
66,912 |
80 |
12,736 |
12,035 |
701 |
5.5% |
82 |
0.6% |
91% |
False |
False |
50,189 |
100 |
12,736 |
11,677 |
1,059 |
8.4% |
73 |
0.6% |
94% |
False |
False |
40,154 |
120 |
12,736 |
11,452 |
1,284 |
10.1% |
62 |
0.5% |
95% |
False |
False |
33,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,153 |
2.618 |
12,982 |
1.618 |
12,877 |
1.000 |
12,812 |
0.618 |
12,772 |
HIGH |
12,707 |
0.618 |
12,667 |
0.500 |
12,655 |
0.382 |
12,642 |
LOW |
12,602 |
0.618 |
12,537 |
1.000 |
12,497 |
1.618 |
12,432 |
2.618 |
12,327 |
4.250 |
12,156 |
|
|
Fisher Pivots for day following 08-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,666 |
12,671 |
PP |
12,660 |
12,669 |
S1 |
12,655 |
12,668 |
|