Trading Metrics calculated at close of trading on 25-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2007 |
25-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,534.37 |
12,621.77 |
87.40 |
0.7% |
12,555.84 |
High |
12,623.45 |
12,622.65 |
-0.80 |
0.0% |
12,614.00 |
Low |
12,531.08 |
12,487.34 |
-43.74 |
-0.3% |
12,523.55 |
Close |
12,621.77 |
12,502.56 |
-119.21 |
-0.9% |
12,565.53 |
Range |
92.37 |
135.31 |
42.94 |
46.5% |
90.45 |
ATR |
87.01 |
90.46 |
3.45 |
4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,943.45 |
12,858.31 |
12,576.98 |
|
R3 |
12,808.14 |
12,723.00 |
12,539.77 |
|
R2 |
12,672.83 |
12,672.83 |
12,527.37 |
|
R1 |
12,587.69 |
12,587.69 |
12,514.96 |
12,562.61 |
PP |
12,537.52 |
12,537.52 |
12,537.52 |
12,524.97 |
S1 |
12,452.38 |
12,452.38 |
12,490.16 |
12,427.30 |
S2 |
12,402.21 |
12,402.21 |
12,477.75 |
|
S3 |
12,266.90 |
12,317.07 |
12,465.35 |
|
S4 |
12,131.59 |
12,181.76 |
12,428.14 |
|
|
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 |
12,623.45 |
12,450.89 |
172.56 |
1.4% |
99.71 |
0.8% |
30% |
False |
False |
|
10 |
12,623.45 |
12,442.96 |
180.49 |
1.4% |
84.56 |
0.7% |
33% |
False |
False |
|
20 |
12,623.45 |
12,337.05 |
286.40 |
2.3% |
93.17 |
0.7% |
58% |
False |
False |
|
40 |
12,623.45 |
12,072.60 |
550.85 |
4.4% |
91.22 |
0.7% |
78% |
False |
False |
|
60 |
12,623.45 |
11,965.31 |
658.14 |
5.3% |
88.35 |
0.7% |
82% |
False |
False |
|
80 |
12,623.45 |
11,653.06 |
970.39 |
7.8% |
86.28 |
0.7% |
88% |
False |
False |
|
100 |
12,623.45 |
11,323.84 |
1,299.61 |
10.4% |
85.10 |
0.7% |
91% |
False |
False |
|
120 |
12,623.45 |
11,042.64 |
1,580.81 |
12.6% |
87.21 |
0.7% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,197.72 |
2.618 |
12,976.89 |
1.618 |
12,841.58 |
1.000 |
12,757.96 |
0.618 |
12,706.27 |
HIGH |
12,622.65 |
0.618 |
12,570.96 |
0.500 |
12,555.00 |
0.382 |
12,539.03 |
LOW |
12,487.34 |
0.618 |
12,403.72 |
1.000 |
12,352.03 |
1.618 |
12,268.41 |
2.618 |
12,133.10 |
4.250 |
11,912.27 |
|
|
Fisher Pivots for day following 25-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,555.00 |
12,545.90 |
PP |
12,537.52 |
12,531.45 |
S1 |
12,520.04 |
12,517.01 |
|