Trading Metrics calculated at close of trading on 19-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2007 |
19-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,628 |
12,588 |
-40 |
-0.3% |
12,640 |
High |
12,665 |
12,635 |
-30 |
-0.2% |
12,668 |
Low |
12,582 |
12,576 |
-6 |
0.0% |
12,576 |
Close |
12,603 |
12,610 |
7 |
0.1% |
12,610 |
Range |
83 |
59 |
-24 |
-28.9% |
92 |
ATR |
93 |
91 |
-2 |
-2.6% |
0 |
Volume |
127,866 |
96,213 |
-31,653 |
-24.8% |
424,555 |
|
Daily Pivots for day following 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,784 |
12,756 |
12,643 |
|
R3 |
12,725 |
12,697 |
12,626 |
|
R2 |
12,666 |
12,666 |
12,621 |
|
R1 |
12,638 |
12,638 |
12,616 |
12,652 |
PP |
12,607 |
12,607 |
12,607 |
12,614 |
S1 |
12,579 |
12,579 |
12,605 |
12,593 |
S2 |
12,548 |
12,548 |
12,599 |
|
S3 |
12,489 |
12,520 |
12,594 |
|
S4 |
12,430 |
12,461 |
12,578 |
|
|
Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,894 |
12,844 |
12,661 |
|
R3 |
12,802 |
12,752 |
12,635 |
|
R2 |
12,710 |
12,710 |
12,627 |
|
R1 |
12,660 |
12,660 |
12,619 |
12,639 |
PP |
12,618 |
12,618 |
12,618 |
12,608 |
S1 |
12,568 |
12,568 |
12,602 |
12,547 |
S2 |
12,526 |
12,526 |
12,593 |
|
S3 |
12,434 |
12,476 |
12,585 |
|
S4 |
12,342 |
12,384 |
12,560 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,668 |
12,545 |
123 |
1.0% |
72 |
0.6% |
53% |
False |
False |
86,488 |
10 |
12,668 |
12,405 |
263 |
2.1% |
94 |
0.7% |
78% |
False |
False |
94,028 |
20 |
12,668 |
12,405 |
263 |
2.1% |
95 |
0.8% |
78% |
False |
False |
85,774 |
40 |
12,668 |
12,176 |
492 |
3.9% |
90 |
0.7% |
88% |
False |
False |
64,360 |
60 |
12,668 |
12,059 |
609 |
4.8% |
83 |
0.7% |
90% |
False |
False |
42,917 |
80 |
12,668 |
11,760 |
908 |
7.2% |
73 |
0.6% |
94% |
False |
False |
32,192 |
100 |
12,668 |
11,490 |
1,178 |
9.3% |
62 |
0.5% |
95% |
False |
False |
25,755 |
120 |
12,668 |
11,267 |
1,401 |
11.1% |
52 |
0.4% |
96% |
False |
False |
21,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,886 |
2.618 |
12,790 |
1.618 |
12,731 |
1.000 |
12,694 |
0.618 |
12,672 |
HIGH |
12,635 |
0.618 |
12,613 |
0.500 |
12,606 |
0.382 |
12,599 |
LOW |
12,576 |
0.618 |
12,540 |
1.000 |
12,517 |
1.618 |
12,481 |
2.618 |
12,422 |
4.250 |
12,325 |
|
|
Fisher Pivots for day following 19-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,609 |
12,622 |
PP |
12,607 |
12,618 |
S1 |
12,606 |
12,614 |
|