Trading Metrics calculated at close of trading on 25-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2007 |
25-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,710 |
12,763 |
53 |
0.4% |
12,720 |
High |
12,765 |
12,763 |
-2 |
0.0% |
12,780 |
Low |
12,697 |
12,635 |
-62 |
-0.5% |
12,666 |
Close |
12,762 |
12,642 |
-120 |
-0.9% |
12,712 |
Range |
68 |
128 |
60 |
88.2% |
114 |
ATR |
61 |
66 |
5 |
7.7% |
0 |
Volume |
68 |
35 |
-33 |
-48.5% |
55 |
|
Daily Pivots for day following 25-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,064 |
12,981 |
12,713 |
|
R3 |
12,936 |
12,853 |
12,677 |
|
R2 |
12,808 |
12,808 |
12,666 |
|
R1 |
12,725 |
12,725 |
12,654 |
12,703 |
PP |
12,680 |
12,680 |
12,680 |
12,669 |
S1 |
12,597 |
12,597 |
12,630 |
12,575 |
S2 |
12,552 |
12,552 |
12,619 |
|
S3 |
12,424 |
12,469 |
12,607 |
|
S4 |
12,296 |
12,341 |
12,572 |
|
|
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 |
12,765 |
12,603 |
162 |
1.3% |
88 |
0.7% |
24% |
False |
False |
48 |
10 |
12,780 |
12,588 |
192 |
1.5% |
69 |
0.5% |
28% |
False |
False |
28 |
20 |
12,780 |
12,539 |
241 |
1.9% |
56 |
0.4% |
43% |
False |
False |
17 |
40 |
12,780 |
12,307 |
473 |
3.7% |
37 |
0.3% |
71% |
False |
False |
31 |
60 |
12,780 |
12,178 |
602 |
4.8% |
25 |
0.2% |
77% |
False |
False |
21 |
80 |
12,780 |
11,905 |
875 |
6.9% |
19 |
0.1% |
84% |
False |
False |
15 |
100 |
12,780 |
11,573 |
1,207 |
9.5% |
15 |
0.1% |
89% |
False |
False |
12 |
120 |
12,780 |
11,338 |
1,442 |
11.4% |
13 |
0.1% |
90% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,307 |
2.618 |
13,098 |
1.618 |
12,970 |
1.000 |
12,891 |
0.618 |
12,842 |
HIGH |
12,763 |
0.618 |
12,714 |
0.500 |
12,699 |
0.382 |
12,684 |
LOW |
12,635 |
0.618 |
12,556 |
1.000 |
12,507 |
1.618 |
12,428 |
2.618 |
12,300 |
4.250 |
12,091 |
|
|
Fisher Pivots for day following 25-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,699 |
12,700 |
PP |
12,680 |
12,681 |
S1 |
12,661 |
12,661 |
|