Trading Metrics calculated at close of trading on 23-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2007 |
23-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,682 |
12,640 |
-42 |
-0.3% |
12,720 |
High |
12,713 |
12,699 |
-14 |
-0.1% |
12,780 |
Low |
12,603 |
12,640 |
37 |
0.3% |
12,666 |
Close |
12,635 |
12,693 |
58 |
0.5% |
12,712 |
Range |
110 |
59 |
-51 |
-46.4% |
114 |
ATR |
60 |
61 |
0 |
0.4% |
0 |
Volume |
102 |
15 |
-87 |
-85.3% |
55 |
|
Daily Pivots for day following 23-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,854 |
12,833 |
12,726 |
|
R3 |
12,795 |
12,774 |
12,709 |
|
R2 |
12,736 |
12,736 |
12,704 |
|
R1 |
12,715 |
12,715 |
12,699 |
12,726 |
PP |
12,677 |
12,677 |
12,677 |
12,683 |
S1 |
12,656 |
12,656 |
12,688 |
12,667 |
S2 |
12,618 |
12,618 |
12,682 |
|
S3 |
12,559 |
12,597 |
12,677 |
|
S4 |
12,500 |
12,538 |
12,661 |
|
|
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% |
74 |
0.6% |
51% |
False |
False |
33 |
10 |
12,780 |
12,539 |
241 |
1.9% |
63 |
0.5% |
64% |
False |
False |
20 |
20 |
12,780 |
12,522 |
258 |
2.0% |
48 |
0.4% |
66% |
False |
False |
12 |
40 |
12,780 |
12,307 |
473 |
3.7% |
33 |
0.3% |
82% |
False |
False |
28 |
60 |
12,780 |
12,178 |
602 |
4.7% |
22 |
0.2% |
86% |
False |
False |
19 |
80 |
12,780 |
11,905 |
875 |
6.9% |
16 |
0.1% |
90% |
False |
False |
14 |
100 |
12,780 |
11,573 |
1,207 |
9.5% |
13 |
0.1% |
93% |
False |
False |
11 |
120 |
12,780 |
11,338 |
1,442 |
11.4% |
11 |
0.1% |
94% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,950 |
2.618 |
12,854 |
1.618 |
12,795 |
1.000 |
12,758 |
0.618 |
12,736 |
HIGH |
12,699 |
0.618 |
12,677 |
0.500 |
12,670 |
0.382 |
12,663 |
LOW |
12,640 |
0.618 |
12,604 |
1.000 |
12,581 |
1.618 |
12,545 |
2.618 |
12,486 |
4.250 |
12,389 |
|
|
Fisher Pivots for day following 23-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,685 |
12,686 |
PP |
12,677 |
12,679 |
S1 |
12,670 |
12,672 |
|