Trading Metrics calculated at close of trading on 16-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2007 |
16-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,514.66 |
12,555.84 |
41.18 |
0.3% |
12,392.01 |
High |
12,561.04 |
12,585.08 |
24.04 |
0.2% |
12,561.04 |
Low |
12,489.66 |
12,538.93 |
49.27 |
0.4% |
12,337.37 |
Close |
12,556.08 |
12,582.59 |
26.51 |
0.2% |
12,556.08 |
Range |
71.38 |
46.15 |
-25.23 |
-35.3% |
223.67 |
ATR |
92.29 |
88.99 |
-3.30 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,707.32 |
12,691.10 |
12,607.97 |
|
R3 |
12,661.17 |
12,644.95 |
12,595.28 |
|
R2 |
12,615.02 |
12,615.02 |
12,591.05 |
|
R1 |
12,598.80 |
12,598.80 |
12,586.82 |
12,606.91 |
PP |
12,568.87 |
12,568.87 |
12,568.87 |
12,572.92 |
S1 |
12,552.65 |
12,552.65 |
12,578.36 |
12,560.76 |
S2 |
12,522.72 |
12,522.72 |
12,574.13 |
|
S3 |
12,476.57 |
12,506.50 |
12,569.90 |
|
S4 |
12,430.42 |
12,460.35 |
12,557.21 |
|
|
Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,155.84 |
13,079.63 |
12,679.10 |
|
R3 |
12,932.17 |
12,855.96 |
12,617.59 |
|
R2 |
12,708.50 |
12,708.50 |
12,597.09 |
|
R1 |
12,632.29 |
12,632.29 |
12,576.58 |
12,670.40 |
PP |
12,484.83 |
12,484.83 |
12,484.83 |
12,503.88 |
S1 |
12,408.62 |
12,408.62 |
12,535.58 |
12,446.73 |
S2 |
12,261.16 |
12,261.16 |
12,515.07 |
|
S3 |
12,037.49 |
12,184.95 |
12,494.57 |
|
S4 |
11,813.82 |
11,961.28 |
12,433.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,585.08 |
12,355.63 |
229.45 |
1.8% |
82.45 |
0.7% |
99% |
True |
False |
|
10 |
12,585.08 |
12,337.37 |
247.71 |
2.0% |
99.25 |
0.8% |
99% |
True |
False |
|
20 |
12,585.08 |
12,307.01 |
278.07 |
2.2% |
89.69 |
0.7% |
99% |
True |
False |
|
40 |
12,585.08 |
12,072.60 |
512.48 |
4.1% |
86.73 |
0.7% |
100% |
True |
False |
|
60 |
12,585.08 |
11,941.94 |
643.14 |
5.1% |
88.16 |
0.7% |
100% |
True |
False |
|
80 |
12,585.08 |
11,474.56 |
1,110.52 |
8.8% |
86.40 |
0.7% |
100% |
True |
False |
|
100 |
12,585.08 |
11,260.28 |
1,324.80 |
10.5% |
84.34 |
0.7% |
100% |
True |
False |
|
120 |
12,585.08 |
10,999.90 |
1,585.18 |
12.6% |
88.08 |
0.7% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,781.22 |
2.618 |
12,705.90 |
1.618 |
12,659.75 |
1.000 |
12,631.23 |
0.618 |
12,613.60 |
HIGH |
12,585.08 |
0.618 |
12,567.45 |
0.500 |
12,562.01 |
0.382 |
12,556.56 |
LOW |
12,538.93 |
0.618 |
12,510.41 |
1.000 |
12,492.78 |
1.618 |
12,464.26 |
2.618 |
12,418.11 |
4.250 |
12,342.79 |
|
|
Fisher Pivots for day following 16-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,575.73 |
12,559.73 |
PP |
12,568.87 |
12,536.88 |
S1 |
12,562.01 |
12,514.02 |
|