Trading Metrics calculated at close of trading on 18-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2007 |
18-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,621 |
12,628 |
7 |
0.1% |
12,460 |
High |
12,668 |
12,665 |
-3 |
0.0% |
12,631 |
Low |
12,601 |
12,582 |
-19 |
-0.2% |
12,405 |
Close |
12,639 |
12,603 |
-36 |
-0.3% |
12,626 |
Range |
67 |
83 |
16 |
23.9% |
226 |
ATR |
94 |
93 |
-1 |
-0.8% |
0 |
Volume |
113,493 |
127,866 |
14,373 |
12.7% |
389,155 |
|
Daily Pivots for day following 18-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,866 |
12,817 |
12,649 |
|
R3 |
12,783 |
12,734 |
12,626 |
|
R2 |
12,700 |
12,700 |
12,618 |
|
R1 |
12,651 |
12,651 |
12,611 |
12,634 |
PP |
12,617 |
12,617 |
12,617 |
12,608 |
S1 |
12,568 |
12,568 |
12,596 |
12,551 |
S2 |
12,534 |
12,534 |
12,588 |
|
S3 |
12,451 |
12,485 |
12,580 |
|
S4 |
12,368 |
12,402 |
12,557 |
|
|
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 |
12,481 |
187 |
1.5% |
84 |
0.7% |
65% |
False |
False |
70,165 |
10 |
12,668 |
12,405 |
263 |
2.1% |
99 |
0.8% |
75% |
False |
False |
96,474 |
20 |
12,668 |
12,405 |
263 |
2.1% |
96 |
0.8% |
75% |
False |
False |
85,044 |
40 |
12,668 |
12,176 |
492 |
3.9% |
90 |
0.7% |
87% |
False |
False |
61,957 |
60 |
12,668 |
12,059 |
609 |
4.8% |
84 |
0.7% |
89% |
False |
False |
41,314 |
80 |
12,668 |
11,740 |
928 |
7.4% |
73 |
0.6% |
93% |
False |
False |
30,990 |
100 |
12,668 |
11,459 |
1,209 |
9.6% |
61 |
0.5% |
95% |
False |
False |
24,793 |
120 |
12,668 |
11,267 |
1,401 |
11.1% |
52 |
0.4% |
95% |
False |
False |
20,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,018 |
2.618 |
12,882 |
1.618 |
12,799 |
1.000 |
12,748 |
0.618 |
12,716 |
HIGH |
12,665 |
0.618 |
12,633 |
0.500 |
12,624 |
0.382 |
12,614 |
LOW |
12,582 |
0.618 |
12,531 |
1.000 |
12,499 |
1.618 |
12,448 |
2.618 |
12,365 |
4.250 |
12,229 |
|
|
Fisher Pivots for day following 18-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,624 |
12,625 |
PP |
12,617 |
12,618 |
S1 |
12,610 |
12,610 |
|