| Trading Metrics calculated at close of trading on 12-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2007 |
12-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
12,670 |
12,604 |
-66 |
-0.5% |
12,677 |
| High |
12,703 |
12,632 |
-71 |
-0.6% |
12,734 |
| Low |
12,571 |
12,561 |
-10 |
-0.1% |
12,571 |
| Close |
12,614 |
12,584 |
-30 |
-0.2% |
12,614 |
| Range |
132 |
71 |
-61 |
-46.2% |
163 |
| ATR |
93 |
91 |
-2 |
-1.7% |
0 |
| Volume |
121,535 |
82,312 |
-39,223 |
-32.3% |
470,318 |
|
| Daily Pivots for day following 12-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,805 |
12,766 |
12,623 |
|
| R3 |
12,734 |
12,695 |
12,604 |
|
| R2 |
12,663 |
12,663 |
12,597 |
|
| R1 |
12,624 |
12,624 |
12,591 |
12,608 |
| PP |
12,592 |
12,592 |
12,592 |
12,585 |
| S1 |
12,553 |
12,553 |
12,578 |
12,537 |
| S2 |
12,521 |
12,521 |
12,571 |
|
| S3 |
12,450 |
12,482 |
12,565 |
|
| S4 |
12,379 |
12,411 |
12,545 |
|
|
| 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 |
12,561 |
173 |
1.4% |
88 |
0.7% |
13% |
False |
True |
97,362 |
| 10 |
12,736 |
12,511 |
225 |
1.8% |
86 |
0.7% |
32% |
False |
False |
95,238 |
| 20 |
12,736 |
12,464 |
272 |
2.2% |
89 |
0.7% |
44% |
False |
False |
103,419 |
| 40 |
12,736 |
12,393 |
343 |
2.7% |
94 |
0.7% |
56% |
False |
False |
94,536 |
| 60 |
12,736 |
12,176 |
560 |
4.5% |
90 |
0.7% |
73% |
False |
False |
70,308 |
| 80 |
12,736 |
12,059 |
677 |
5.4% |
84 |
0.7% |
78% |
False |
False |
52,737 |
| 100 |
12,736 |
11,677 |
1,059 |
8.4% |
75 |
0.6% |
86% |
False |
False |
42,192 |
| 120 |
12,736 |
11,452 |
1,284 |
10.2% |
64 |
0.5% |
88% |
False |
False |
35,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,934 |
|
2.618 |
12,818 |
|
1.618 |
12,747 |
|
1.000 |
12,703 |
|
0.618 |
12,676 |
|
HIGH |
12,632 |
|
0.618 |
12,605 |
|
0.500 |
12,597 |
|
0.382 |
12,588 |
|
LOW |
12,561 |
|
0.618 |
12,517 |
|
1.000 |
12,490 |
|
1.618 |
12,446 |
|
2.618 |
12,375 |
|
4.250 |
12,259 |
|
|
| Fisher Pivots for day following 12-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,597 |
12,634 |
| PP |
12,592 |
12,617 |
| S1 |
12,588 |
12,601 |
|