Trading Metrics calculated at close of trading on 16-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2007 |
16-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,567 |
12,640 |
73 |
0.6% |
12,460 |
High |
12,631 |
12,654 |
23 |
0.2% |
12,631 |
Low |
12,545 |
12,592 |
47 |
0.4% |
12,405 |
Close |
12,626 |
12,628 |
2 |
0.0% |
12,626 |
Range |
86 |
62 |
-24 |
-27.9% |
226 |
ATR |
98 |
96 |
-3 |
-2.6% |
0 |
Volume |
7,886 |
86,983 |
79,097 |
1,003.0% |
389,155 |
|
Daily Pivots for day following 16-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,811 |
12,781 |
12,662 |
|
R3 |
12,749 |
12,719 |
12,645 |
|
R2 |
12,687 |
12,687 |
12,639 |
|
R1 |
12,657 |
12,657 |
12,634 |
12,641 |
PP |
12,625 |
12,625 |
12,625 |
12,617 |
S1 |
12,595 |
12,595 |
12,622 |
12,579 |
S2 |
12,563 |
12,563 |
12,617 |
|
S3 |
12,501 |
12,533 |
12,611 |
|
S4 |
12,439 |
12,471 |
12,594 |
|
|
Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,232 |
13,155 |
12,750 |
|
R3 |
13,006 |
12,929 |
12,688 |
|
R2 |
12,780 |
12,780 |
12,668 |
|
R1 |
12,703 |
12,703 |
12,647 |
12,742 |
PP |
12,554 |
12,554 |
12,554 |
12,573 |
S1 |
12,477 |
12,477 |
12,605 |
12,516 |
S2 |
12,328 |
12,328 |
12,585 |
|
S3 |
12,102 |
12,251 |
12,564 |
|
S4 |
11,876 |
12,025 |
12,502 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,654 |
12,417 |
237 |
1.9% |
99 |
0.8% |
89% |
True |
False |
70,901 |
10 |
12,654 |
12,405 |
249 |
2.0% |
110 |
0.9% |
90% |
True |
False |
90,842 |
20 |
12,654 |
12,405 |
249 |
2.0% |
98 |
0.8% |
90% |
True |
False |
83,936 |
40 |
12,654 |
12,176 |
478 |
3.8% |
89 |
0.7% |
95% |
True |
False |
55,925 |
60 |
12,654 |
12,059 |
595 |
4.7% |
83 |
0.7% |
96% |
True |
False |
37,292 |
80 |
12,654 |
11,677 |
977 |
7.7% |
71 |
0.6% |
97% |
True |
False |
27,973 |
100 |
12,654 |
11,452 |
1,202 |
9.5% |
59 |
0.5% |
98% |
True |
False |
22,380 |
120 |
12,654 |
11,267 |
1,387 |
11.0% |
50 |
0.4% |
98% |
True |
False |
18,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,918 |
2.618 |
12,816 |
1.618 |
12,754 |
1.000 |
12,716 |
0.618 |
12,692 |
HIGH |
12,654 |
0.618 |
12,630 |
0.500 |
12,623 |
0.382 |
12,616 |
LOW |
12,592 |
0.618 |
12,554 |
1.000 |
12,530 |
1.618 |
12,492 |
2.618 |
12,430 |
4.250 |
12,329 |
|
|
Fisher Pivots for day following 16-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,626 |
12,608 |
PP |
12,625 |
12,588 |
S1 |
12,623 |
12,568 |
|