| Trading Metrics calculated at close of trading on 09-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2007 |
09-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
12,706 |
12,670 |
-36 |
-0.3% |
12,677 |
| High |
12,707 |
12,703 |
-4 |
0.0% |
12,734 |
| Low |
12,602 |
12,571 |
-31 |
-0.2% |
12,571 |
| Close |
12,672 |
12,614 |
-58 |
-0.5% |
12,614 |
| Range |
105 |
132 |
27 |
25.7% |
163 |
| ATR |
90 |
93 |
3 |
3.3% |
0 |
| Volume |
116,091 |
121,535 |
5,444 |
4.7% |
470,318 |
|
| Daily Pivots for day following 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,025 |
12,952 |
12,687 |
|
| R3 |
12,893 |
12,820 |
12,650 |
|
| R2 |
12,761 |
12,761 |
12,638 |
|
| R1 |
12,688 |
12,688 |
12,626 |
12,659 |
| PP |
12,629 |
12,629 |
12,629 |
12,615 |
| S1 |
12,556 |
12,556 |
12,602 |
12,527 |
| S2 |
12,497 |
12,497 |
12,590 |
|
| S3 |
12,365 |
12,424 |
12,578 |
|
| S4 |
12,233 |
12,292 |
12,542 |
|
|
| Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,129 |
13,034 |
12,704 |
|
| R3 |
12,966 |
12,871 |
12,659 |
|
| R2 |
12,803 |
12,803 |
12,644 |
|
| R1 |
12,708 |
12,708 |
12,629 |
12,674 |
| PP |
12,640 |
12,640 |
12,640 |
12,623 |
| S1 |
12,545 |
12,545 |
12,599 |
12,511 |
| S2 |
12,477 |
12,477 |
12,584 |
|
| S3 |
12,314 |
12,382 |
12,569 |
|
| S4 |
12,151 |
12,219 |
12,524 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,734 |
12,571 |
163 |
1.3% |
84 |
0.7% |
26% |
False |
True |
94,063 |
| 10 |
12,736 |
12,496 |
240 |
1.9% |
87 |
0.7% |
49% |
False |
False |
97,274 |
| 20 |
12,736 |
12,464 |
272 |
2.2% |
90 |
0.7% |
55% |
False |
False |
99,697 |
| 40 |
12,736 |
12,345 |
391 |
3.1% |
94 |
0.7% |
69% |
False |
False |
95,700 |
| 60 |
12,736 |
12,176 |
560 |
4.4% |
90 |
0.7% |
78% |
False |
False |
68,937 |
| 80 |
12,736 |
12,035 |
701 |
5.6% |
83 |
0.7% |
83% |
False |
False |
51,708 |
| 100 |
12,736 |
11,677 |
1,059 |
8.4% |
74 |
0.6% |
88% |
False |
False |
41,369 |
| 120 |
12,736 |
11,452 |
1,284 |
10.2% |
63 |
0.5% |
90% |
False |
False |
34,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,264 |
|
2.618 |
13,049 |
|
1.618 |
12,917 |
|
1.000 |
12,835 |
|
0.618 |
12,785 |
|
HIGH |
12,703 |
|
0.618 |
12,653 |
|
0.500 |
12,637 |
|
0.382 |
12,622 |
|
LOW |
12,571 |
|
0.618 |
12,490 |
|
1.000 |
12,439 |
|
1.618 |
12,358 |
|
2.618 |
12,226 |
|
4.250 |
12,010 |
|
|
| Fisher Pivots for day following 09-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,637 |
12,653 |
| PP |
12,629 |
12,640 |
| S1 |
12,622 |
12,627 |
|