Trading Metrics calculated at close of trading on 29-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2007 |
29-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,503.28 |
12,487.10 |
-16.18 |
-0.1% |
12,566.33 |
High |
12,539.09 |
12,542.70 |
3.61 |
0.0% |
12,623.45 |
Low |
12,431.34 |
12,481.49 |
50.15 |
0.4% |
12,431.34 |
Close |
12,487.02 |
12,490.78 |
3.76 |
0.0% |
12,487.02 |
Range |
107.75 |
61.21 |
-46.54 |
-43.2% |
192.11 |
ATR |
91.70 |
89.52 |
-2.18 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,688.62 |
12,650.91 |
12,524.45 |
|
R3 |
12,627.41 |
12,589.70 |
12,507.61 |
|
R2 |
12,566.20 |
12,566.20 |
12,502.00 |
|
R1 |
12,528.49 |
12,528.49 |
12,496.39 |
12,547.35 |
PP |
12,504.99 |
12,504.99 |
12,504.99 |
12,514.42 |
S1 |
12,467.28 |
12,467.28 |
12,485.17 |
12,486.14 |
S2 |
12,443.78 |
12,443.78 |
12,479.56 |
|
S3 |
12,382.57 |
12,406.07 |
12,473.95 |
|
S4 |
12,321.36 |
12,344.86 |
12,457.11 |
|
|
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% |
96.50 |
0.8% |
31% |
False |
False |
|
10 |
12,623.45 |
12,431.34 |
192.11 |
1.5% |
84.17 |
0.7% |
31% |
False |
False |
|
20 |
12,623.45 |
12,337.37 |
286.08 |
2.3% |
91.99 |
0.7% |
54% |
False |
False |
|
40 |
12,623.45 |
12,089.98 |
533.47 |
4.3% |
89.31 |
0.7% |
75% |
False |
False |
|
60 |
12,623.45 |
11,965.31 |
658.14 |
5.3% |
88.52 |
0.7% |
80% |
False |
False |
|
80 |
12,623.45 |
11,653.06 |
970.39 |
7.8% |
86.74 |
0.7% |
86% |
False |
False |
|
100 |
12,623.45 |
11,323.84 |
1,299.61 |
10.4% |
85.50 |
0.7% |
90% |
False |
False |
|
120 |
12,623.45 |
11,042.64 |
1,580.81 |
12.7% |
86.26 |
0.7% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,802.84 |
2.618 |
12,702.95 |
1.618 |
12,641.74 |
1.000 |
12,603.91 |
0.618 |
12,580.53 |
HIGH |
12,542.70 |
0.618 |
12,519.32 |
0.500 |
12,512.10 |
0.382 |
12,504.87 |
LOW |
12,481.49 |
0.618 |
12,443.66 |
1.000 |
12,420.28 |
1.618 |
12,382.45 |
2.618 |
12,321.24 |
4.250 |
12,221.35 |
|
|
Fisher Pivots for day following 29-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,512.10 |
12,527.00 |
PP |
12,504.99 |
12,514.92 |
S1 |
12,497.89 |
12,502.85 |
|