Trading Metrics calculated at close of trading on 13-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2007 |
13-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,604 |
12,586 |
-18 |
-0.1% |
12,677 |
High |
12,632 |
12,689 |
57 |
0.5% |
12,734 |
Low |
12,561 |
12,586 |
25 |
0.2% |
12,571 |
Close |
12,584 |
12,686 |
102 |
0.8% |
12,614 |
Range |
71 |
103 |
32 |
45.1% |
163 |
ATR |
91 |
92 |
1 |
1.1% |
0 |
Volume |
82,312 |
96,083 |
13,771 |
16.7% |
470,318 |
|
Daily Pivots for day following 13-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,963 |
12,927 |
12,743 |
|
R3 |
12,860 |
12,824 |
12,714 |
|
R2 |
12,757 |
12,757 |
12,705 |
|
R1 |
12,721 |
12,721 |
12,696 |
12,739 |
PP |
12,654 |
12,654 |
12,654 |
12,663 |
S1 |
12,618 |
12,618 |
12,677 |
12,636 |
S2 |
12,551 |
12,551 |
12,667 |
|
S3 |
12,448 |
12,515 |
12,658 |
|
S4 |
12,345 |
12,412 |
12,629 |
|
|
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 |
12,561 |
173 |
1.4% |
97 |
0.8% |
72% |
False |
False |
102,013 |
10 |
12,736 |
12,514 |
222 |
1.7% |
91 |
0.7% |
77% |
False |
False |
95,560 |
20 |
12,736 |
12,464 |
272 |
2.1% |
91 |
0.7% |
82% |
False |
False |
103,874 |
40 |
12,736 |
12,405 |
331 |
2.6% |
94 |
0.7% |
85% |
False |
False |
93,905 |
60 |
12,736 |
12,176 |
560 |
4.4% |
90 |
0.7% |
91% |
False |
False |
71,908 |
80 |
12,736 |
12,059 |
677 |
5.3% |
85 |
0.7% |
93% |
False |
False |
53,938 |
100 |
12,736 |
11,677 |
1,059 |
8.3% |
75 |
0.6% |
95% |
False |
False |
43,153 |
120 |
12,736 |
11,452 |
1,284 |
10.1% |
65 |
0.5% |
96% |
False |
False |
35,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,127 |
2.618 |
12,959 |
1.618 |
12,856 |
1.000 |
12,792 |
0.618 |
12,753 |
HIGH |
12,689 |
0.618 |
12,650 |
0.500 |
12,638 |
0.382 |
12,625 |
LOW |
12,586 |
0.618 |
12,522 |
1.000 |
12,483 |
1.618 |
12,419 |
2.618 |
12,316 |
4.250 |
12,148 |
|
|
Fisher Pivots for day following 13-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,670 |
12,668 |
PP |
12,654 |
12,650 |
S1 |
12,638 |
12,632 |
|