Trading Metrics calculated at close of trading on 31-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2007 |
31-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,650 |
12,701 |
51 |
0.4% |
12,682 |
High |
12,659 |
12,781 |
122 |
1.0% |
12,765 |
Low |
12,625 |
12,689 |
64 |
0.5% |
12,575 |
Close |
12,661 |
12,761 |
100 |
0.8% |
12,624 |
Range |
34 |
92 |
58 |
170.6% |
190 |
ATR |
64 |
68 |
4 |
6.3% |
0 |
Volume |
7 |
148 |
141 |
2,014.3% |
247 |
|
Daily Pivots for day following 31-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,020 |
12,982 |
12,812 |
|
R3 |
12,928 |
12,890 |
12,786 |
|
R2 |
12,836 |
12,836 |
12,778 |
|
R1 |
12,798 |
12,798 |
12,770 |
12,817 |
PP |
12,744 |
12,744 |
12,744 |
12,753 |
S1 |
12,706 |
12,706 |
12,753 |
12,725 |
S2 |
12,652 |
12,652 |
12,744 |
|
S3 |
12,560 |
12,614 |
12,736 |
|
S4 |
12,468 |
12,522 |
12,711 |
|
|
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 |
12,781 |
12,575 |
206 |
1.6% |
69 |
0.5% |
90% |
True |
False |
47 |
10 |
12,781 |
12,575 |
206 |
1.6% |
75 |
0.6% |
90% |
True |
False |
46 |
20 |
12,781 |
12,539 |
242 |
1.9% |
67 |
0.5% |
92% |
True |
False |
27 |
40 |
12,781 |
12,394 |
387 |
3.0% |
43 |
0.3% |
95% |
True |
False |
36 |
60 |
12,781 |
12,178 |
603 |
4.7% |
29 |
0.2% |
97% |
True |
False |
24 |
80 |
12,781 |
12,088 |
693 |
5.4% |
22 |
0.2% |
97% |
True |
False |
18 |
100 |
12,781 |
11,605 |
1,176 |
9.2% |
17 |
0.1% |
98% |
True |
False |
14 |
120 |
12,781 |
11,342 |
1,439 |
11.3% |
14 |
0.1% |
99% |
True |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,172 |
2.618 |
13,022 |
1.618 |
12,930 |
1.000 |
12,873 |
0.618 |
12,838 |
HIGH |
12,781 |
0.618 |
12,746 |
0.500 |
12,735 |
0.382 |
12,724 |
LOW |
12,689 |
0.618 |
12,632 |
1.000 |
12,597 |
1.618 |
12,540 |
2.618 |
12,448 |
4.250 |
12,298 |
|
|
Fisher Pivots for day following 31-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,752 |
12,742 |
PP |
12,744 |
12,722 |
S1 |
12,735 |
12,703 |
|