Trading Metrics calculated at close of trading on 17-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2007 |
17-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,640 |
12,621 |
-19 |
-0.2% |
12,460 |
High |
12,654 |
12,668 |
14 |
0.1% |
12,631 |
Low |
12,592 |
12,601 |
9 |
0.1% |
12,405 |
Close |
12,628 |
12,639 |
11 |
0.1% |
12,626 |
Range |
62 |
67 |
5 |
8.1% |
226 |
ATR |
96 |
94 |
-2 |
-2.2% |
0 |
Volume |
86,983 |
113,493 |
26,510 |
30.5% |
389,155 |
|
Daily Pivots for day following 17-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,837 |
12,805 |
12,676 |
|
R3 |
12,770 |
12,738 |
12,658 |
|
R2 |
12,703 |
12,703 |
12,651 |
|
R1 |
12,671 |
12,671 |
12,645 |
12,687 |
PP |
12,636 |
12,636 |
12,636 |
12,644 |
S1 |
12,604 |
12,604 |
12,633 |
12,620 |
S2 |
12,569 |
12,569 |
12,627 |
|
S3 |
12,502 |
12,537 |
12,621 |
|
S4 |
12,435 |
12,470 |
12,602 |
|
|
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 |
12,668 |
12,417 |
251 |
2.0% |
93 |
0.7% |
88% |
True |
False |
67,803 |
10 |
12,668 |
12,405 |
263 |
2.1% |
109 |
0.9% |
89% |
True |
False |
98,102 |
20 |
12,668 |
12,405 |
263 |
2.1% |
95 |
0.8% |
89% |
True |
False |
82,847 |
40 |
12,668 |
12,176 |
492 |
3.9% |
89 |
0.7% |
94% |
True |
False |
58,761 |
60 |
12,668 |
12,059 |
609 |
4.8% |
83 |
0.7% |
95% |
True |
False |
39,183 |
80 |
12,668 |
11,677 |
991 |
7.8% |
72 |
0.6% |
97% |
True |
False |
29,391 |
100 |
12,668 |
11,452 |
1,216 |
9.6% |
60 |
0.5% |
98% |
True |
False |
23,515 |
120 |
12,668 |
11,267 |
1,401 |
11.1% |
51 |
0.4% |
98% |
True |
False |
19,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,953 |
2.618 |
12,844 |
1.618 |
12,777 |
1.000 |
12,735 |
0.618 |
12,710 |
HIGH |
12,668 |
0.618 |
12,643 |
0.500 |
12,635 |
0.382 |
12,627 |
LOW |
12,601 |
0.618 |
12,560 |
1.000 |
12,534 |
1.618 |
12,493 |
2.618 |
12,426 |
4.250 |
12,316 |
|
|
Fisher Pivots for day following 17-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,638 |
12,628 |
PP |
12,636 |
12,617 |
S1 |
12,635 |
12,607 |
|