Trading Metrics calculated at close of trading on 09-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2007 |
09-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,706 |
12,670 |
-36 |
-0.3% |
12,677 |
High |
12,707 |
12,703 |
-4 |
0.0% |
12,734 |
Low |
12,602 |
12,571 |
-31 |
-0.2% |
12,571 |
Close |
12,672 |
12,614 |
-58 |
-0.5% |
12,614 |
Range |
105 |
132 |
27 |
25.7% |
163 |
ATR |
90 |
93 |
3 |
3.3% |
0 |
Volume |
116,091 |
121,535 |
5,444 |
4.7% |
470,318 |
|
Daily Pivots for day following 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,025 |
12,952 |
12,687 |
|
R3 |
12,893 |
12,820 |
12,650 |
|
R2 |
12,761 |
12,761 |
12,638 |
|
R1 |
12,688 |
12,688 |
12,626 |
12,659 |
PP |
12,629 |
12,629 |
12,629 |
12,615 |
S1 |
12,556 |
12,556 |
12,602 |
12,527 |
S2 |
12,497 |
12,497 |
12,590 |
|
S3 |
12,365 |
12,424 |
12,578 |
|
S4 |
12,233 |
12,292 |
12,542 |
|
|
Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,129 |
13,034 |
12,704 |
|
R3 |
12,966 |
12,871 |
12,659 |
|
R2 |
12,803 |
12,803 |
12,644 |
|
R1 |
12,708 |
12,708 |
12,629 |
12,674 |
PP |
12,640 |
12,640 |
12,640 |
12,623 |
S1 |
12,545 |
12,545 |
12,599 |
12,511 |
S2 |
12,477 |
12,477 |
12,584 |
|
S3 |
12,314 |
12,382 |
12,569 |
|
S4 |
12,151 |
12,219 |
12,524 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,734 |
12,571 |
163 |
1.3% |
84 |
0.7% |
26% |
False |
True |
94,063 |
10 |
12,736 |
12,496 |
240 |
1.9% |
87 |
0.7% |
49% |
False |
False |
97,274 |
20 |
12,736 |
12,464 |
272 |
2.2% |
90 |
0.7% |
55% |
False |
False |
99,697 |
40 |
12,736 |
12,345 |
391 |
3.1% |
94 |
0.7% |
69% |
False |
False |
95,700 |
60 |
12,736 |
12,176 |
560 |
4.4% |
90 |
0.7% |
78% |
False |
False |
68,937 |
80 |
12,736 |
12,035 |
701 |
5.6% |
83 |
0.7% |
83% |
False |
False |
51,708 |
100 |
12,736 |
11,677 |
1,059 |
8.4% |
74 |
0.6% |
88% |
False |
False |
41,369 |
120 |
12,736 |
11,452 |
1,284 |
10.2% |
63 |
0.5% |
90% |
False |
False |
34,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,264 |
2.618 |
13,049 |
1.618 |
12,917 |
1.000 |
12,835 |
0.618 |
12,785 |
HIGH |
12,703 |
0.618 |
12,653 |
0.500 |
12,637 |
0.382 |
12,622 |
LOW |
12,571 |
0.618 |
12,490 |
1.000 |
12,439 |
1.618 |
12,358 |
2.618 |
12,226 |
4.250 |
12,010 |
|
|
Fisher Pivots for day following 09-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,637 |
12,653 |
PP |
12,629 |
12,640 |
S1 |
12,622 |
12,627 |
|