Trading Metrics calculated at close of trading on 24-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2007 |
24-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,640 |
12,710 |
70 |
0.6% |
12,720 |
High |
12,699 |
12,765 |
66 |
0.5% |
12,780 |
Low |
12,640 |
12,697 |
57 |
0.5% |
12,666 |
Close |
12,693 |
12,762 |
69 |
0.5% |
12,712 |
Range |
59 |
68 |
9 |
15.3% |
114 |
ATR |
61 |
61 |
1 |
1.3% |
0 |
Volume |
15 |
68 |
53 |
353.3% |
55 |
|
Daily Pivots for day following 24-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,945 |
12,922 |
12,800 |
|
R3 |
12,877 |
12,854 |
12,781 |
|
R2 |
12,809 |
12,809 |
12,775 |
|
R1 |
12,786 |
12,786 |
12,768 |
12,798 |
PP |
12,741 |
12,741 |
12,741 |
12,747 |
S1 |
12,718 |
12,718 |
12,756 |
12,730 |
S2 |
12,673 |
12,673 |
12,750 |
|
S3 |
12,605 |
12,650 |
12,743 |
|
S4 |
12,537 |
12,582 |
12,725 |
|
|
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% |
81 |
0.6% |
90% |
False |
False |
45 |
10 |
12,780 |
12,542 |
238 |
1.9% |
61 |
0.5% |
92% |
False |
False |
26 |
20 |
12,780 |
12,522 |
258 |
2.0% |
50 |
0.4% |
93% |
False |
False |
15 |
40 |
12,780 |
12,307 |
473 |
3.7% |
34 |
0.3% |
96% |
False |
False |
30 |
60 |
12,780 |
12,178 |
602 |
4.7% |
23 |
0.2% |
97% |
False |
False |
20 |
80 |
12,780 |
11,905 |
875 |
6.9% |
17 |
0.1% |
98% |
False |
False |
15 |
100 |
12,780 |
11,573 |
1,207 |
9.5% |
14 |
0.1% |
99% |
False |
False |
12 |
120 |
12,780 |
11,338 |
1,442 |
11.3% |
11 |
0.1% |
99% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,054 |
2.618 |
12,943 |
1.618 |
12,875 |
1.000 |
12,833 |
0.618 |
12,807 |
HIGH |
12,765 |
0.618 |
12,739 |
0.500 |
12,731 |
0.382 |
12,723 |
LOW |
12,697 |
0.618 |
12,655 |
1.000 |
12,629 |
1.618 |
12,587 |
2.618 |
12,519 |
4.250 |
12,408 |
|
|
Fisher Pivots for day following 24-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,752 |
12,736 |
PP |
12,741 |
12,710 |
S1 |
12,731 |
12,684 |
|