Trading Metrics calculated at close of trading on 18-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2007 |
18-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,710 |
12,780 |
70 |
0.6% |
12,570 |
High |
12,741 |
12,780 |
39 |
0.3% |
12,680 |
Low |
12,710 |
12,685 |
-25 |
-0.2% |
12,539 |
Close |
12,740 |
12,705 |
-35 |
-0.3% |
12,726 |
Range |
31 |
95 |
64 |
206.5% |
141 |
ATR |
52 |
55 |
3 |
5.9% |
0 |
Volume |
8 |
20 |
12 |
150.0% |
48 |
|
Daily Pivots for day following 18-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,008 |
12,952 |
12,757 |
|
R3 |
12,913 |
12,857 |
12,731 |
|
R2 |
12,818 |
12,818 |
12,723 |
|
R1 |
12,762 |
12,762 |
12,714 |
12,743 |
PP |
12,723 |
12,723 |
12,723 |
12,714 |
S1 |
12,667 |
12,667 |
12,696 |
12,648 |
S2 |
12,628 |
12,628 |
12,688 |
|
S3 |
12,533 |
12,572 |
12,679 |
|
S4 |
12,438 |
12,477 |
12,653 |
|
|
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 |
12,780 |
12,588 |
192 |
1.5% |
50 |
0.4% |
61% |
True |
False |
7 |
10 |
12,780 |
12,539 |
241 |
1.9% |
52 |
0.4% |
69% |
True |
False |
9 |
20 |
12,780 |
12,522 |
258 |
2.0% |
40 |
0.3% |
71% |
True |
False |
6 |
40 |
12,780 |
12,307 |
473 |
3.7% |
26 |
0.2% |
84% |
True |
False |
25 |
60 |
12,780 |
12,178 |
602 |
4.7% |
18 |
0.1% |
88% |
True |
False |
16 |
80 |
12,780 |
11,818 |
962 |
7.6% |
13 |
0.1% |
92% |
True |
False |
12 |
100 |
12,780 |
11,530 |
1,250 |
9.8% |
11 |
0.1% |
94% |
True |
False |
10 |
120 |
12,780 |
11,338 |
1,442 |
11.3% |
9 |
0.1% |
95% |
True |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,184 |
2.618 |
13,029 |
1.618 |
12,934 |
1.000 |
12,875 |
0.618 |
12,839 |
HIGH |
12,780 |
0.618 |
12,744 |
0.500 |
12,733 |
0.382 |
12,721 |
LOW |
12,685 |
0.618 |
12,626 |
1.000 |
12,590 |
1.618 |
12,531 |
2.618 |
12,436 |
4.250 |
12,281 |
|
|
Fisher Pivots for day following 18-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,733 |
12,733 |
PP |
12,723 |
12,723 |
S1 |
12,714 |
12,714 |
|