| Trading Metrics calculated at close of trading on 02-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2007 |
02-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
12,790 |
12,807 |
17 |
0.1% |
12,663 |
| High |
12,822 |
12,807 |
-15 |
-0.1% |
12,822 |
| Low |
12,790 |
12,777 |
-13 |
-0.1% |
12,625 |
| Close |
12,812 |
12,790 |
-22 |
-0.2% |
12,790 |
| Range |
32 |
30 |
-2 |
-6.3% |
197 |
| ATR |
67 |
65 |
-2 |
-3.4% |
0 |
| Volume |
16 |
43 |
27 |
168.8% |
233 |
|
| Daily Pivots for day following 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,881 |
12,866 |
12,807 |
|
| R3 |
12,851 |
12,836 |
12,798 |
|
| R2 |
12,821 |
12,821 |
12,796 |
|
| R1 |
12,806 |
12,806 |
12,793 |
12,799 |
| PP |
12,791 |
12,791 |
12,791 |
12,788 |
| S1 |
12,776 |
12,776 |
12,787 |
12,769 |
| S2 |
12,761 |
12,761 |
12,785 |
|
| S3 |
12,731 |
12,746 |
12,782 |
|
| S4 |
12,701 |
12,716 |
12,774 |
|
|
| Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,337 |
13,260 |
12,898 |
|
| R3 |
13,140 |
13,063 |
12,844 |
|
| R2 |
12,943 |
12,943 |
12,826 |
|
| R1 |
12,866 |
12,866 |
12,808 |
12,905 |
| PP |
12,746 |
12,746 |
12,746 |
12,765 |
| S1 |
12,669 |
12,669 |
12,772 |
12,708 |
| S2 |
12,549 |
12,549 |
12,754 |
|
| S3 |
12,352 |
12,472 |
12,736 |
|
| S4 |
12,155 |
12,275 |
12,682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,822 |
12,625 |
197 |
1.5% |
39 |
0.3% |
84% |
False |
False |
46 |
| 10 |
12,822 |
12,575 |
247 |
1.9% |
65 |
0.5% |
87% |
False |
False |
48 |
| 20 |
12,822 |
12,539 |
283 |
2.2% |
62 |
0.5% |
89% |
False |
False |
29 |
| 40 |
12,822 |
12,418 |
404 |
3.2% |
44 |
0.3% |
92% |
False |
False |
38 |
| 60 |
12,822 |
12,303 |
519 |
4.1% |
30 |
0.2% |
94% |
False |
False |
25 |
| 80 |
12,822 |
12,089 |
733 |
5.7% |
22 |
0.2% |
96% |
False |
False |
19 |
| 100 |
12,822 |
11,719 |
1,103 |
8.6% |
18 |
0.1% |
97% |
False |
False |
15 |
| 120 |
12,822 |
11,355 |
1,467 |
11.5% |
15 |
0.1% |
98% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,935 |
|
2.618 |
12,886 |
|
1.618 |
12,856 |
|
1.000 |
12,837 |
|
0.618 |
12,826 |
|
HIGH |
12,807 |
|
0.618 |
12,796 |
|
0.500 |
12,792 |
|
0.382 |
12,789 |
|
LOW |
12,777 |
|
0.618 |
12,759 |
|
1.000 |
12,747 |
|
1.618 |
12,729 |
|
2.618 |
12,699 |
|
4.250 |
12,650 |
|
|
| Fisher Pivots for day following 02-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,792 |
12,779 |
| PP |
12,791 |
12,767 |
| S1 |
12,791 |
12,756 |
|