Trading Metrics calculated at close of trading on 26-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2007 |
26-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,621.77 |
12,503.28 |
-118.49 |
-0.9% |
12,566.33 |
High |
12,622.65 |
12,539.09 |
-83.56 |
-0.7% |
12,623.45 |
Low |
12,487.34 |
12,431.34 |
-56.00 |
-0.4% |
12,431.34 |
Close |
12,502.56 |
12,487.02 |
-15.54 |
-0.1% |
12,487.02 |
Range |
135.31 |
107.75 |
-27.56 |
-20.4% |
192.11 |
ATR |
90.46 |
91.70 |
1.23 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,809.07 |
12,755.79 |
12,546.28 |
|
R3 |
12,701.32 |
12,648.04 |
12,516.65 |
|
R2 |
12,593.57 |
12,593.57 |
12,506.77 |
|
R1 |
12,540.29 |
12,540.29 |
12,496.90 |
12,513.06 |
PP |
12,485.82 |
12,485.82 |
12,485.82 |
12,472.20 |
S1 |
12,432.54 |
12,432.54 |
12,477.14 |
12,405.31 |
S2 |
12,378.07 |
12,378.07 |
12,467.27 |
|
S3 |
12,270.32 |
12,324.79 |
12,457.39 |
|
S4 |
12,162.57 |
12,217.04 |
12,427.76 |
|
|
Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,090.27 |
12,980.75 |
12,592.68 |
|
R3 |
12,898.16 |
12,788.64 |
12,539.85 |
|
R2 |
12,706.05 |
12,706.05 |
12,522.24 |
|
R1 |
12,596.53 |
12,596.53 |
12,504.63 |
12,555.24 |
PP |
12,513.94 |
12,513.94 |
12,513.94 |
12,493.29 |
S1 |
12,404.42 |
12,404.42 |
12,469.41 |
12,363.13 |
S2 |
12,321.83 |
12,321.83 |
12,451.80 |
|
S3 |
12,129.72 |
12,212.31 |
12,434.19 |
|
S4 |
11,937.61 |
12,020.20 |
12,381.36 |
|
|
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 |
12,431.34 |
192.11 |
1.5% |
108.60 |
0.9% |
29% |
False |
True |
|
10 |
12,623.45 |
12,431.34 |
192.11 |
1.5% |
85.18 |
0.7% |
29% |
False |
True |
|
20 |
12,623.45 |
12,337.37 |
286.08 |
2.3% |
94.50 |
0.8% |
52% |
False |
False |
|
40 |
12,623.45 |
12,072.60 |
550.85 |
4.4% |
89.70 |
0.7% |
75% |
False |
False |
|
60 |
12,623.45 |
11,965.31 |
658.14 |
5.3% |
88.62 |
0.7% |
79% |
False |
False |
|
80 |
12,623.45 |
11,653.06 |
970.39 |
7.8% |
86.83 |
0.7% |
86% |
False |
False |
|
100 |
12,623.45 |
11,323.84 |
1,299.61 |
10.4% |
85.82 |
0.7% |
90% |
False |
False |
|
120 |
12,623.45 |
11,042.64 |
1,580.81 |
12.7% |
87.06 |
0.7% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,997.03 |
2.618 |
12,821.18 |
1.618 |
12,713.43 |
1.000 |
12,646.84 |
0.618 |
12,605.68 |
HIGH |
12,539.09 |
0.618 |
12,497.93 |
0.500 |
12,485.22 |
0.382 |
12,472.50 |
LOW |
12,431.34 |
0.618 |
12,364.75 |
1.000 |
12,323.59 |
1.618 |
12,257.00 |
2.618 |
12,149.25 |
4.250 |
11,973.40 |
|
|
Fisher Pivots for day following 26-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,486.42 |
12,527.40 |
PP |
12,485.82 |
12,513.94 |
S1 |
12,485.22 |
12,500.48 |
|