Trading Metrics calculated at close of trading on 23-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2007 |
23-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,566.33 |
12,477.81 |
-88.52 |
-0.7% |
12,555.84 |
High |
12,572.58 |
12,554.23 |
-18.35 |
-0.1% |
12,614.00 |
Low |
12,450.89 |
12,468.35 |
17.46 |
0.1% |
12,523.55 |
Close |
12,477.16 |
12,533.80 |
56.64 |
0.5% |
12,565.53 |
Range |
121.69 |
85.88 |
-35.81 |
-29.4% |
90.45 |
ATR |
86.66 |
86.60 |
-0.06 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,776.43 |
12,741.00 |
12,581.03 |
|
R3 |
12,690.55 |
12,655.12 |
12,557.42 |
|
R2 |
12,604.67 |
12,604.67 |
12,549.54 |
|
R1 |
12,569.24 |
12,569.24 |
12,541.67 |
12,586.96 |
PP |
12,518.79 |
12,518.79 |
12,518.79 |
12,527.65 |
S1 |
12,483.36 |
12,483.36 |
12,525.93 |
12,501.08 |
S2 |
12,432.91 |
12,432.91 |
12,518.06 |
|
S3 |
12,347.03 |
12,397.48 |
12,510.18 |
|
S4 |
12,261.15 |
12,311.60 |
12,486.57 |
|
|
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 |
12,450.89 |
163.11 |
1.3% |
79.78 |
0.6% |
51% |
False |
False |
|
10 |
12,614.00 |
12,355.63 |
258.37 |
2.1% |
81.12 |
0.6% |
69% |
False |
False |
|
20 |
12,614.00 |
12,337.05 |
276.95 |
2.2% |
90.10 |
0.7% |
71% |
False |
False |
|
40 |
12,614.00 |
12,072.60 |
541.40 |
4.3% |
88.62 |
0.7% |
85% |
False |
False |
|
60 |
12,614.00 |
11,965.31 |
648.69 |
5.2% |
86.84 |
0.7% |
88% |
False |
False |
|
80 |
12,614.00 |
11,653.06 |
960.94 |
7.7% |
85.05 |
0.7% |
92% |
False |
False |
|
100 |
12,614.00 |
11,299.58 |
1,314.42 |
10.5% |
84.14 |
0.7% |
94% |
False |
False |
|
120 |
12,614.00 |
11,042.64 |
1,571.36 |
12.5% |
87.02 |
0.7% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,919.22 |
2.618 |
12,779.06 |
1.618 |
12,693.18 |
1.000 |
12,640.11 |
0.618 |
12,607.30 |
HIGH |
12,554.23 |
0.618 |
12,521.42 |
0.500 |
12,511.29 |
0.382 |
12,501.16 |
LOW |
12,468.35 |
0.618 |
12,415.28 |
1.000 |
12,382.47 |
1.618 |
12,329.40 |
2.618 |
12,243.52 |
4.250 |
12,103.36 |
|
|
Fisher Pivots for day following 23-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,526.30 |
12,528.82 |
PP |
12,518.79 |
12,523.84 |
S1 |
12,511.29 |
12,518.87 |
|