Trading Metrics calculated at close of trading on 17-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2007 |
17-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,720 |
12,710 |
-10 |
-0.1% |
12,570 |
High |
12,727 |
12,741 |
14 |
0.1% |
12,680 |
Low |
12,720 |
12,710 |
-10 |
-0.1% |
12,539 |
Close |
12,729 |
12,740 |
11 |
0.1% |
12,726 |
Range |
7 |
31 |
24 |
342.9% |
141 |
ATR |
54 |
52 |
-2 |
-3.0% |
0 |
Volume |
3 |
8 |
5 |
166.7% |
48 |
|
Daily Pivots for day following 17-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,823 |
12,813 |
12,757 |
|
R3 |
12,792 |
12,782 |
12,749 |
|
R2 |
12,761 |
12,761 |
12,746 |
|
R1 |
12,751 |
12,751 |
12,743 |
12,756 |
PP |
12,730 |
12,730 |
12,730 |
12,733 |
S1 |
12,720 |
12,720 |
12,737 |
12,725 |
S2 |
12,699 |
12,699 |
12,734 |
|
S3 |
12,668 |
12,689 |
12,732 |
|
S4 |
12,637 |
12,658 |
12,723 |
|
|
Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,071 |
13,040 |
12,804 |
|
R3 |
12,930 |
12,899 |
12,765 |
|
R2 |
12,789 |
12,789 |
12,752 |
|
R1 |
12,758 |
12,758 |
12,739 |
12,774 |
PP |
12,648 |
12,648 |
12,648 |
12,656 |
S1 |
12,617 |
12,617 |
12,713 |
12,633 |
S2 |
12,507 |
12,507 |
12,700 |
|
S3 |
12,366 |
12,476 |
12,687 |
|
S4 |
12,225 |
12,335 |
12,649 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,741 |
12,542 |
199 |
1.6% |
41 |
0.3% |
99% |
True |
False |
6 |
10 |
12,741 |
12,539 |
202 |
1.6% |
58 |
0.5% |
100% |
True |
False |
7 |
20 |
12,741 |
12,522 |
219 |
1.7% |
35 |
0.3% |
100% |
True |
False |
5 |
40 |
12,741 |
12,307 |
434 |
3.4% |
24 |
0.2% |
100% |
True |
False |
24 |
60 |
12,741 |
12,178 |
563 |
4.4% |
16 |
0.1% |
100% |
True |
False |
16 |
80 |
12,741 |
11,763 |
978 |
7.7% |
12 |
0.1% |
100% |
True |
False |
12 |
100 |
12,741 |
11,523 |
1,218 |
9.6% |
10 |
0.1% |
100% |
True |
False |
9 |
120 |
12,741 |
11,338 |
1,403 |
11.0% |
8 |
0.1% |
100% |
True |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,873 |
2.618 |
12,822 |
1.618 |
12,791 |
1.000 |
12,772 |
0.618 |
12,760 |
HIGH |
12,741 |
0.618 |
12,729 |
0.500 |
12,726 |
0.382 |
12,722 |
LOW |
12,710 |
0.618 |
12,691 |
1.000 |
12,679 |
1.618 |
12,660 |
2.618 |
12,629 |
4.250 |
12,578 |
|
|
Fisher Pivots for day following 17-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,735 |
12,725 |
PP |
12,730 |
12,710 |
S1 |
12,726 |
12,695 |
|