Trading Metrics calculated at close of trading on 19-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2007 |
19-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,575.06 |
12,567.93 |
-7.13 |
-0.1% |
12,555.84 |
High |
12,611.91 |
12,586.84 |
-25.07 |
-0.2% |
12,614.00 |
Low |
12,547.34 |
12,523.55 |
-23.79 |
-0.2% |
12,523.55 |
Close |
12,567.93 |
12,565.53 |
-2.40 |
0.0% |
12,565.53 |
Range |
64.57 |
63.29 |
-1.28 |
-2.0% |
90.45 |
ATR |
85.55 |
83.96 |
-1.59 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,748.51 |
12,720.31 |
12,600.34 |
|
R3 |
12,685.22 |
12,657.02 |
12,582.93 |
|
R2 |
12,621.93 |
12,621.93 |
12,577.13 |
|
R1 |
12,593.73 |
12,593.73 |
12,571.33 |
12,576.19 |
PP |
12,558.64 |
12,558.64 |
12,558.64 |
12,549.87 |
S1 |
12,530.44 |
12,530.44 |
12,559.73 |
12,512.90 |
S2 |
12,495.35 |
12,495.35 |
12,553.93 |
|
S3 |
12,432.06 |
12,467.15 |
12,548.13 |
|
S4 |
12,368.77 |
12,403.86 |
12,530.72 |
|
|
Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,839.04 |
12,792.74 |
12,615.28 |
|
R3 |
12,748.59 |
12,702.29 |
12,590.40 |
|
R2 |
12,658.14 |
12,658.14 |
12,582.11 |
|
R1 |
12,611.84 |
12,611.84 |
12,573.82 |
12,634.99 |
PP |
12,567.69 |
12,567.69 |
12,567.69 |
12,579.27 |
S1 |
12,521.39 |
12,521.39 |
12,557.24 |
12,544.54 |
S2 |
12,477.24 |
12,477.24 |
12,548.95 |
|
S3 |
12,386.79 |
12,430.94 |
12,540.66 |
|
S4 |
12,296.34 |
12,340.49 |
12,515.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,614.00 |
12,489.66 |
124.34 |
1.0% |
61.77 |
0.5% |
61% |
False |
False |
|
10 |
12,614.00 |
12,337.37 |
276.63 |
2.2% |
82.69 |
0.7% |
82% |
False |
False |
|
20 |
12,614.00 |
12,337.05 |
276.95 |
2.2% |
86.53 |
0.7% |
82% |
False |
False |
|
40 |
12,614.00 |
12,072.60 |
541.40 |
4.3% |
85.84 |
0.7% |
91% |
False |
False |
|
60 |
12,614.00 |
11,965.31 |
648.69 |
5.2% |
86.85 |
0.7% |
93% |
False |
False |
|
80 |
12,614.00 |
11,486.00 |
1,128.00 |
9.0% |
85.37 |
0.7% |
96% |
False |
False |
|
100 |
12,614.00 |
11,260.28 |
1,353.72 |
10.8% |
83.78 |
0.7% |
96% |
False |
False |
|
120 |
12,614.00 |
11,042.64 |
1,571.36 |
12.5% |
86.81 |
0.7% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,855.82 |
2.618 |
12,752.53 |
1.618 |
12,689.24 |
1.000 |
12,650.13 |
0.618 |
12,625.95 |
HIGH |
12,586.84 |
0.618 |
12,562.66 |
0.500 |
12,555.20 |
0.382 |
12,547.73 |
LOW |
12,523.55 |
0.618 |
12,484.44 |
1.000 |
12,460.26 |
1.618 |
12,421.15 |
2.618 |
12,357.86 |
4.250 |
12,254.57 |
|
|
Fisher Pivots for day following 19-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,562.09 |
12,568.78 |
PP |
12,558.64 |
12,567.69 |
S1 |
12,555.20 |
12,566.61 |
|