Trading Metrics calculated at close of trading on 22-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2007 |
22-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,666 |
12,682 |
16 |
0.1% |
12,720 |
High |
12,740 |
12,713 |
-27 |
-0.2% |
12,780 |
Low |
12,666 |
12,603 |
-63 |
-0.5% |
12,666 |
Close |
12,712 |
12,635 |
-77 |
-0.6% |
12,712 |
Range |
74 |
110 |
36 |
48.6% |
114 |
ATR |
57 |
60 |
4 |
6.8% |
0 |
Volume |
24 |
102 |
78 |
325.0% |
55 |
|
Daily Pivots for day following 22-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,980 |
12,918 |
12,696 |
|
R3 |
12,870 |
12,808 |
12,665 |
|
R2 |
12,760 |
12,760 |
12,655 |
|
R1 |
12,698 |
12,698 |
12,645 |
12,674 |
PP |
12,650 |
12,650 |
12,650 |
12,639 |
S1 |
12,588 |
12,588 |
12,625 |
12,564 |
S2 |
12,540 |
12,540 |
12,615 |
|
S3 |
12,430 |
12,478 |
12,605 |
|
S4 |
12,320 |
12,368 |
12,575 |
|
|
Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,061 |
13,001 |
12,775 |
|
R3 |
12,947 |
12,887 |
12,743 |
|
R2 |
12,833 |
12,833 |
12,733 |
|
R1 |
12,773 |
12,773 |
12,723 |
12,746 |
PP |
12,719 |
12,719 |
12,719 |
12,706 |
S1 |
12,659 |
12,659 |
12,702 |
12,632 |
S2 |
12,605 |
12,605 |
12,691 |
|
S3 |
12,491 |
12,545 |
12,681 |
|
S4 |
12,377 |
12,431 |
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 |
12,603 |
177 |
1.4% |
64 |
0.5% |
18% |
False |
True |
31 |
10 |
12,780 |
12,539 |
241 |
1.9% |
61 |
0.5% |
40% |
False |
False |
20 |
20 |
12,780 |
12,522 |
258 |
2.0% |
46 |
0.4% |
44% |
False |
False |
12 |
40 |
12,780 |
12,307 |
473 |
3.7% |
31 |
0.2% |
69% |
False |
False |
28 |
60 |
12,780 |
12,178 |
602 |
4.8% |
21 |
0.2% |
76% |
False |
False |
19 |
80 |
12,780 |
11,905 |
875 |
6.9% |
16 |
0.1% |
83% |
False |
False |
14 |
100 |
12,780 |
11,573 |
1,207 |
9.6% |
12 |
0.1% |
88% |
False |
False |
11 |
120 |
12,780 |
11,338 |
1,442 |
11.4% |
10 |
0.1% |
90% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,181 |
2.618 |
13,001 |
1.618 |
12,891 |
1.000 |
12,823 |
0.618 |
12,781 |
HIGH |
12,713 |
0.618 |
12,671 |
0.500 |
12,658 |
0.382 |
12,645 |
LOW |
12,603 |
0.618 |
12,535 |
1.000 |
12,493 |
1.618 |
12,425 |
2.618 |
12,315 |
4.250 |
12,136 |
|
|
Fisher Pivots for day following 22-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,658 |
12,692 |
PP |
12,650 |
12,673 |
S1 |
12,643 |
12,654 |
|