| Trading Metrics calculated at close of trading on 06-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2007 |
06-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
12,677 |
12,697 |
20 |
0.2% |
12,521 |
| High |
12,710 |
12,716 |
6 |
0.0% |
12,736 |
| Low |
12,660 |
12,661 |
1 |
0.0% |
12,496 |
| Close |
12,703 |
12,697 |
-6 |
0.0% |
12,689 |
| Range |
50 |
55 |
5 |
10.0% |
240 |
| ATR |
92 |
90 |
-3 |
-2.9% |
0 |
| Volume |
65,820 |
72,827 |
7,007 |
10.6% |
502,425 |
|
| Daily Pivots for day following 06-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,856 |
12,832 |
12,727 |
|
| R3 |
12,801 |
12,777 |
12,712 |
|
| R2 |
12,746 |
12,746 |
12,707 |
|
| R1 |
12,722 |
12,722 |
12,702 |
12,725 |
| PP |
12,691 |
12,691 |
12,691 |
12,693 |
| S1 |
12,667 |
12,667 |
12,692 |
12,670 |
| S2 |
12,636 |
12,636 |
12,687 |
|
| S3 |
12,581 |
12,612 |
12,682 |
|
| S4 |
12,526 |
12,557 |
12,667 |
|
|
| Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,360 |
13,265 |
12,821 |
|
| R3 |
13,120 |
13,025 |
12,755 |
|
| R2 |
12,880 |
12,880 |
12,733 |
|
| R1 |
12,785 |
12,785 |
12,711 |
12,833 |
| PP |
12,640 |
12,640 |
12,640 |
12,664 |
| S1 |
12,545 |
12,545 |
12,667 |
12,593 |
| S2 |
12,400 |
12,400 |
12,645 |
|
| S3 |
12,160 |
12,305 |
12,623 |
|
| S4 |
11,920 |
12,065 |
12,557 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,736 |
12,514 |
222 |
1.7% |
84 |
0.7% |
82% |
False |
False |
89,107 |
| 10 |
12,736 |
12,464 |
272 |
2.1% |
90 |
0.7% |
86% |
False |
False |
99,858 |
| 20 |
12,736 |
12,417 |
319 |
2.5% |
92 |
0.7% |
88% |
False |
False |
96,096 |
| 40 |
12,736 |
12,336 |
400 |
3.2% |
93 |
0.7% |
90% |
False |
False |
94,706 |
| 60 |
12,736 |
12,176 |
560 |
4.4% |
89 |
0.7% |
93% |
False |
False |
63,410 |
| 80 |
12,736 |
12,025 |
711 |
5.6% |
81 |
0.6% |
95% |
False |
False |
47,562 |
| 100 |
12,736 |
11,677 |
1,059 |
8.3% |
71 |
0.6% |
96% |
False |
False |
38,053 |
| 120 |
12,736 |
11,450 |
1,286 |
10.1% |
61 |
0.5% |
97% |
False |
False |
31,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,950 |
|
2.618 |
12,860 |
|
1.618 |
12,805 |
|
1.000 |
12,771 |
|
0.618 |
12,750 |
|
HIGH |
12,716 |
|
0.618 |
12,695 |
|
0.500 |
12,689 |
|
0.382 |
12,682 |
|
LOW |
12,661 |
|
0.618 |
12,627 |
|
1.000 |
12,606 |
|
1.618 |
12,572 |
|
2.618 |
12,517 |
|
4.250 |
12,427 |
|
|
| Fisher Pivots for day following 06-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,694 |
12,698 |
| PP |
12,691 |
12,698 |
| S1 |
12,689 |
12,697 |
|