| Trading Metrics calculated at close of trading on 01-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2007 |
01-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
12,701 |
12,790 |
89 |
0.7% |
12,682 |
| High |
12,781 |
12,822 |
41 |
0.3% |
12,765 |
| Low |
12,689 |
12,790 |
101 |
0.8% |
12,575 |
| Close |
12,761 |
12,812 |
51 |
0.4% |
12,624 |
| Range |
92 |
32 |
-60 |
-65.2% |
190 |
| ATR |
68 |
67 |
0 |
-0.7% |
0 |
| Volume |
148 |
16 |
-132 |
-89.2% |
247 |
|
| Daily Pivots for day following 01-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,904 |
12,890 |
12,830 |
|
| R3 |
12,872 |
12,858 |
12,821 |
|
| R2 |
12,840 |
12,840 |
12,818 |
|
| R1 |
12,826 |
12,826 |
12,815 |
12,833 |
| PP |
12,808 |
12,808 |
12,808 |
12,812 |
| S1 |
12,794 |
12,794 |
12,809 |
12,801 |
| S2 |
12,776 |
12,776 |
12,806 |
|
| S3 |
12,744 |
12,762 |
12,803 |
|
| S4 |
12,712 |
12,730 |
12,795 |
|
|
| Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,225 |
13,114 |
12,729 |
|
| R3 |
13,035 |
12,924 |
12,676 |
|
| R2 |
12,845 |
12,845 |
12,659 |
|
| R1 |
12,734 |
12,734 |
12,642 |
12,695 |
| PP |
12,655 |
12,655 |
12,655 |
12,635 |
| S1 |
12,544 |
12,544 |
12,607 |
12,505 |
| S2 |
12,465 |
12,465 |
12,589 |
|
| S3 |
12,275 |
12,354 |
12,572 |
|
| S4 |
12,085 |
12,164 |
12,520 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,822 |
12,575 |
247 |
1.9% |
50 |
0.4% |
96% |
True |
False |
43 |
| 10 |
12,822 |
12,575 |
247 |
1.9% |
69 |
0.5% |
96% |
True |
False |
46 |
| 20 |
12,822 |
12,539 |
283 |
2.2% |
60 |
0.5% |
96% |
True |
False |
27 |
| 40 |
12,822 |
12,418 |
404 |
3.2% |
44 |
0.3% |
98% |
True |
False |
36 |
| 60 |
12,822 |
12,303 |
519 |
4.1% |
29 |
0.2% |
98% |
True |
False |
24 |
| 80 |
12,822 |
12,089 |
733 |
5.7% |
22 |
0.2% |
99% |
True |
False |
18 |
| 100 |
12,822 |
11,617 |
1,205 |
9.4% |
18 |
0.1% |
99% |
True |
False |
14 |
| 120 |
12,822 |
11,342 |
1,480 |
11.6% |
15 |
0.1% |
99% |
True |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,958 |
|
2.618 |
12,906 |
|
1.618 |
12,874 |
|
1.000 |
12,854 |
|
0.618 |
12,842 |
|
HIGH |
12,822 |
|
0.618 |
12,810 |
|
0.500 |
12,806 |
|
0.382 |
12,802 |
|
LOW |
12,790 |
|
0.618 |
12,770 |
|
1.000 |
12,758 |
|
1.618 |
12,738 |
|
2.618 |
12,706 |
|
4.250 |
12,654 |
|
|
| Fisher Pivots for day following 01-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,810 |
12,783 |
| PP |
12,808 |
12,753 |
| S1 |
12,806 |
12,724 |
|