Trading Metrics calculated at close of trading on 12-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2007 |
12-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
12,638.03 |
12,580.11 |
-57.92 |
-0.5% |
12,653.41 |
High |
12,675.68 |
12,607.51 |
-68.17 |
-0.5% |
12,700.28 |
Low |
12,545.10 |
12,536.21 |
-8.89 |
-0.1% |
12,545.10 |
Close |
12,580.83 |
12,552.55 |
-28.28 |
-0.2% |
12,580.83 |
Range |
130.58 |
71.30 |
-59.28 |
-45.4% |
155.18 |
ATR |
85.87 |
84.83 |
-1.04 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,779.32 |
12,737.24 |
12,591.77 |
|
R3 |
12,708.02 |
12,665.94 |
12,572.16 |
|
R2 |
12,636.72 |
12,636.72 |
12,565.62 |
|
R1 |
12,594.64 |
12,594.64 |
12,559.09 |
12,580.03 |
PP |
12,565.42 |
12,565.42 |
12,565.42 |
12,558.12 |
S1 |
12,523.34 |
12,523.34 |
12,546.01 |
12,508.73 |
S2 |
12,494.12 |
12,494.12 |
12,539.48 |
|
S3 |
12,422.82 |
12,452.04 |
12,532.94 |
|
S4 |
12,351.52 |
12,380.74 |
12,513.34 |
|
|
Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,074.28 |
12,982.73 |
12,666.18 |
|
R3 |
12,919.10 |
12,827.55 |
12,623.50 |
|
R2 |
12,763.92 |
12,763.92 |
12,609.28 |
|
R1 |
12,672.37 |
12,672.37 |
12,595.05 |
12,640.56 |
PP |
12,608.74 |
12,608.74 |
12,608.74 |
12,592.83 |
S1 |
12,517.19 |
12,517.19 |
12,566.61 |
12,485.38 |
S2 |
12,453.56 |
12,453.56 |
12,552.38 |
|
S3 |
12,298.38 |
12,362.01 |
12,538.16 |
|
S4 |
12,143.20 |
12,206.83 |
12,495.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,700.28 |
12,536.21 |
164.07 |
1.3% |
81.65 |
0.7% |
10% |
False |
True |
|
10 |
12,700.28 |
12,459.46 |
240.82 |
1.9% |
80.25 |
0.6% |
39% |
False |
False |
|
20 |
12,700.28 |
12,431.34 |
268.94 |
2.1% |
82.21 |
0.7% |
45% |
False |
False |
|
40 |
12,700.28 |
12,301.56 |
398.72 |
3.2% |
86.47 |
0.7% |
63% |
False |
False |
|
60 |
12,700.28 |
12,072.60 |
627.68 |
5.0% |
86.84 |
0.7% |
76% |
False |
False |
|
80 |
12,700.28 |
11,887.19 |
813.09 |
6.5% |
87.24 |
0.7% |
82% |
False |
False |
|
100 |
12,700.28 |
11,474.56 |
1,225.72 |
9.8% |
85.92 |
0.7% |
88% |
False |
False |
|
120 |
12,700.28 |
11,260.28 |
1,440.00 |
11.5% |
84.10 |
0.7% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,910.54 |
2.618 |
12,794.17 |
1.618 |
12,722.87 |
1.000 |
12,678.81 |
0.618 |
12,651.57 |
HIGH |
12,607.51 |
0.618 |
12,580.27 |
0.500 |
12,571.86 |
0.382 |
12,563.45 |
LOW |
12,536.21 |
0.618 |
12,492.15 |
1.000 |
12,464.91 |
1.618 |
12,420.85 |
2.618 |
12,349.55 |
4.250 |
12,233.19 |
|
|
Fisher Pivots for day following 12-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
12,571.86 |
12,605.95 |
PP |
12,565.42 |
12,588.15 |
S1 |
12,558.99 |
12,570.35 |
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