| Trading Metrics calculated at close of trading on 07-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2007 |
07-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
12,798 |
12,779 |
-19 |
-0.1% |
12,663 |
| High |
12,798 |
12,830 |
32 |
0.3% |
12,822 |
| Low |
12,788 |
12,773 |
-15 |
-0.1% |
12,625 |
| Close |
12,798 |
12,812 |
14 |
0.1% |
12,790 |
| Range |
10 |
57 |
47 |
470.0% |
197 |
| ATR |
60 |
60 |
0 |
-0.3% |
0 |
| Volume |
13 |
28 |
15 |
115.4% |
233 |
|
| Daily Pivots for day following 07-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,976 |
12,951 |
12,843 |
|
| R3 |
12,919 |
12,894 |
12,828 |
|
| R2 |
12,862 |
12,862 |
12,823 |
|
| R1 |
12,837 |
12,837 |
12,817 |
12,850 |
| PP |
12,805 |
12,805 |
12,805 |
12,811 |
| S1 |
12,780 |
12,780 |
12,807 |
12,793 |
| S2 |
12,748 |
12,748 |
12,802 |
|
| S3 |
12,691 |
12,723 |
12,796 |
|
| S4 |
12,634 |
12,666 |
12,781 |
|
|
| 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 |
12,830 |
12,760 |
70 |
0.5% |
34 |
0.3% |
74% |
True |
False |
23 |
| 10 |
12,830 |
12,575 |
255 |
2.0% |
52 |
0.4% |
93% |
True |
False |
35 |
| 20 |
12,830 |
12,542 |
288 |
2.2% |
56 |
0.4% |
94% |
True |
False |
30 |
| 40 |
12,830 |
12,418 |
412 |
3.2% |
44 |
0.3% |
96% |
True |
False |
34 |
| 60 |
12,830 |
12,303 |
527 |
4.1% |
31 |
0.2% |
97% |
True |
False |
26 |
| 80 |
12,830 |
12,178 |
652 |
5.1% |
24 |
0.2% |
97% |
True |
False |
19 |
| 100 |
12,830 |
11,763 |
1,067 |
8.3% |
19 |
0.1% |
98% |
True |
False |
15 |
| 120 |
12,830 |
11,523 |
1,307 |
10.2% |
16 |
0.1% |
99% |
True |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,072 |
|
2.618 |
12,979 |
|
1.618 |
12,922 |
|
1.000 |
12,887 |
|
0.618 |
12,865 |
|
HIGH |
12,830 |
|
0.618 |
12,808 |
|
0.500 |
12,802 |
|
0.382 |
12,795 |
|
LOW |
12,773 |
|
0.618 |
12,738 |
|
1.000 |
12,716 |
|
1.618 |
12,681 |
|
2.618 |
12,624 |
|
4.250 |
12,531 |
|
|
| Fisher Pivots for day following 07-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,809 |
12,806 |
| PP |
12,805 |
12,801 |
| S1 |
12,802 |
12,795 |
|