Trading Metrics calculated at close of trading on 30-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2007 |
30-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,663 |
12,650 |
-13 |
-0.1% |
12,682 |
High |
12,670 |
12,659 |
-11 |
-0.1% |
12,765 |
Low |
12,663 |
12,625 |
-38 |
-0.3% |
12,575 |
Close |
12,626 |
12,661 |
35 |
0.3% |
12,624 |
Range |
7 |
34 |
27 |
385.7% |
190 |
ATR |
66 |
64 |
-2 |
-3.5% |
0 |
Volume |
19 |
7 |
-12 |
-63.2% |
247 |
|
Daily Pivots for day following 30-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,750 |
12,740 |
12,680 |
|
R3 |
12,716 |
12,706 |
12,670 |
|
R2 |
12,682 |
12,682 |
12,667 |
|
R1 |
12,672 |
12,672 |
12,664 |
12,677 |
PP |
12,648 |
12,648 |
12,648 |
12,651 |
S1 |
12,638 |
12,638 |
12,658 |
12,643 |
S2 |
12,614 |
12,614 |
12,655 |
|
S3 |
12,580 |
12,604 |
12,652 |
|
S4 |
12,546 |
12,570 |
12,642 |
|
|
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% |
65 |
0.5% |
45% |
False |
False |
31 |
10 |
12,780 |
12,575 |
205 |
1.6% |
69 |
0.5% |
42% |
False |
False |
32 |
20 |
12,780 |
12,539 |
241 |
1.9% |
62 |
0.5% |
51% |
False |
False |
19 |
40 |
12,780 |
12,394 |
386 |
3.0% |
41 |
0.3% |
69% |
False |
False |
32 |
60 |
12,780 |
12,178 |
602 |
4.8% |
27 |
0.2% |
80% |
False |
False |
21 |
80 |
12,780 |
12,088 |
692 |
5.5% |
20 |
0.2% |
83% |
False |
False |
16 |
100 |
12,780 |
11,573 |
1,207 |
9.5% |
16 |
0.1% |
90% |
False |
False |
13 |
120 |
12,780 |
11,338 |
1,442 |
11.4% |
14 |
0.1% |
92% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,804 |
2.618 |
12,748 |
1.618 |
12,714 |
1.000 |
12,693 |
0.618 |
12,680 |
HIGH |
12,659 |
0.618 |
12,646 |
0.500 |
12,642 |
0.382 |
12,638 |
LOW |
12,625 |
0.618 |
12,604 |
1.000 |
12,591 |
1.618 |
12,570 |
2.618 |
12,536 |
4.250 |
12,481 |
|
|
Fisher Pivots for day following 30-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,655 |
12,648 |
PP |
12,648 |
12,635 |
S1 |
12,642 |
12,623 |
|