Trading Metrics calculated at close of trading on 29-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2007 |
29-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,640 |
12,663 |
23 |
0.2% |
12,682 |
High |
12,660 |
12,670 |
10 |
0.1% |
12,765 |
Low |
12,575 |
12,663 |
88 |
0.7% |
12,575 |
Close |
12,624 |
12,626 |
2 |
0.0% |
12,624 |
Range |
85 |
7 |
-78 |
-91.8% |
190 |
ATR |
68 |
66 |
-2 |
-2.3% |
0 |
Volume |
27 |
19 |
-8 |
-29.6% |
247 |
|
Daily Pivots for day following 29-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,674 |
12,657 |
12,630 |
|
R3 |
12,667 |
12,650 |
12,628 |
|
R2 |
12,660 |
12,660 |
12,627 |
|
R1 |
12,643 |
12,643 |
12,627 |
12,648 |
PP |
12,653 |
12,653 |
12,653 |
12,656 |
S1 |
12,636 |
12,636 |
12,625 |
12,641 |
S2 |
12,646 |
12,646 |
12,625 |
|
S3 |
12,639 |
12,629 |
12,624 |
|
S4 |
12,632 |
12,622 |
12,622 |
|
|
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% |
70 |
0.5% |
27% |
False |
False |
32 |
10 |
12,780 |
12,575 |
205 |
1.6% |
67 |
0.5% |
25% |
False |
False |
32 |
20 |
12,780 |
12,539 |
241 |
1.9% |
60 |
0.5% |
36% |
False |
False |
19 |
40 |
12,780 |
12,394 |
386 |
3.1% |
40 |
0.3% |
60% |
False |
False |
32 |
60 |
12,780 |
12,178 |
602 |
4.8% |
27 |
0.2% |
74% |
False |
False |
21 |
80 |
12,780 |
12,076 |
704 |
5.6% |
20 |
0.2% |
78% |
False |
False |
16 |
100 |
12,780 |
11,573 |
1,207 |
9.6% |
16 |
0.1% |
87% |
False |
False |
13 |
120 |
12,780 |
11,338 |
1,442 |
11.4% |
13 |
0.1% |
89% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,700 |
2.618 |
12,688 |
1.618 |
12,681 |
1.000 |
12,677 |
0.618 |
12,674 |
HIGH |
12,670 |
0.618 |
12,667 |
0.500 |
12,667 |
0.382 |
12,666 |
LOW |
12,663 |
0.618 |
12,659 |
1.000 |
12,656 |
1.618 |
12,652 |
2.618 |
12,645 |
4.250 |
12,633 |
|
|
Fisher Pivots for day following 29-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,667 |
12,669 |
PP |
12,653 |
12,655 |
S1 |
12,640 |
12,640 |
|