Trading Metrics calculated at close of trading on 26-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2007 |
26-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,763 |
12,640 |
-123 |
-1.0% |
12,682 |
High |
12,763 |
12,660 |
-103 |
-0.8% |
12,765 |
Low |
12,635 |
12,575 |
-60 |
-0.5% |
12,575 |
Close |
12,642 |
12,624 |
-18 |
-0.1% |
12,624 |
Range |
128 |
85 |
-43 |
-33.6% |
190 |
ATR |
66 |
68 |
1 |
2.0% |
0 |
Volume |
35 |
27 |
-8 |
-22.9% |
247 |
|
Daily Pivots for day following 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,875 |
12,834 |
12,671 |
|
R3 |
12,790 |
12,749 |
12,648 |
|
R2 |
12,705 |
12,705 |
12,640 |
|
R1 |
12,664 |
12,664 |
12,632 |
12,642 |
PP |
12,620 |
12,620 |
12,620 |
12,609 |
S1 |
12,579 |
12,579 |
12,616 |
12,557 |
S2 |
12,535 |
12,535 |
12,609 |
|
S3 |
12,450 |
12,494 |
12,601 |
|
S4 |
12,365 |
12,409 |
12,577 |
|
|
Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,225 |
13,114 |
12,729 |
|
R3 |
13,035 |
12,924 |
12,676 |
|
R2 |
12,845 |
12,845 |
12,659 |
|
R1 |
12,734 |
12,734 |
12,642 |
12,695 |
PP |
12,655 |
12,655 |
12,655 |
12,635 |
S1 |
12,544 |
12,544 |
12,607 |
12,505 |
S2 |
12,465 |
12,465 |
12,589 |
|
S3 |
12,275 |
12,354 |
12,572 |
|
S4 |
12,085 |
12,164 |
12,520 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,765 |
12,575 |
190 |
1.5% |
90 |
0.7% |
26% |
False |
True |
49 |
10 |
12,780 |
12,575 |
205 |
1.6% |
68 |
0.5% |
24% |
False |
True |
30 |
20 |
12,780 |
12,539 |
241 |
1.9% |
60 |
0.5% |
35% |
False |
False |
18 |
40 |
12,780 |
12,323 |
457 |
3.6% |
40 |
0.3% |
66% |
False |
False |
32 |
60 |
12,780 |
12,178 |
602 |
4.8% |
26 |
0.2% |
74% |
False |
False |
21 |
80 |
12,780 |
11,960 |
820 |
6.5% |
20 |
0.2% |
81% |
False |
False |
16 |
100 |
12,780 |
11,573 |
1,207 |
9.6% |
16 |
0.1% |
87% |
False |
False |
12 |
120 |
12,780 |
11,338 |
1,442 |
11.4% |
13 |
0.1% |
89% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,021 |
2.618 |
12,883 |
1.618 |
12,798 |
1.000 |
12,745 |
0.618 |
12,713 |
HIGH |
12,660 |
0.618 |
12,628 |
0.500 |
12,618 |
0.382 |
12,608 |
LOW |
12,575 |
0.618 |
12,523 |
1.000 |
12,490 |
1.618 |
12,438 |
2.618 |
12,353 |
4.250 |
12,214 |
|
|
Fisher Pivots for day following 26-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,622 |
12,670 |
PP |
12,620 |
12,655 |
S1 |
12,618 |
12,639 |
|