Trading Metrics calculated at close of trading on 24-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2007 |
24-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,538 |
12,596 |
58 |
0.5% |
12,640 |
High |
12,600 |
12,674 |
74 |
0.6% |
12,668 |
Low |
12,511 |
12,586 |
75 |
0.6% |
12,576 |
Close |
12,592 |
12,661 |
69 |
0.5% |
12,610 |
Range |
89 |
88 |
-1 |
-1.1% |
92 |
ATR |
93 |
93 |
0 |
-0.4% |
0 |
Volume |
105,106 |
102,992 |
-2,114 |
-2.0% |
424,555 |
|
Daily Pivots for day following 24-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,904 |
12,871 |
12,710 |
|
R3 |
12,816 |
12,783 |
12,685 |
|
R2 |
12,728 |
12,728 |
12,677 |
|
R1 |
12,695 |
12,695 |
12,669 |
12,712 |
PP |
12,640 |
12,640 |
12,640 |
12,649 |
S1 |
12,607 |
12,607 |
12,653 |
12,624 |
S2 |
12,552 |
12,552 |
12,645 |
|
S3 |
12,464 |
12,519 |
12,637 |
|
S4 |
12,376 |
12,431 |
12,613 |
|
|
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 |
12,674 |
12,495 |
179 |
1.4% |
90 |
0.7% |
93% |
True |
False |
111,665 |
10 |
12,674 |
12,417 |
257 |
2.0% |
92 |
0.7% |
95% |
True |
False |
89,734 |
20 |
12,674 |
12,405 |
269 |
2.1% |
99 |
0.8% |
95% |
True |
False |
89,921 |
40 |
12,674 |
12,176 |
498 |
3.9% |
95 |
0.8% |
97% |
True |
False |
72,712 |
60 |
12,674 |
12,059 |
615 |
4.9% |
87 |
0.7% |
98% |
True |
False |
48,487 |
80 |
12,674 |
11,827 |
847 |
6.7% |
76 |
0.6% |
98% |
True |
False |
36,369 |
100 |
12,674 |
11,490 |
1,184 |
9.4% |
65 |
0.5% |
99% |
True |
False |
29,097 |
120 |
12,674 |
11,267 |
1,407 |
11.1% |
55 |
0.4% |
99% |
True |
False |
24,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,048 |
2.618 |
12,905 |
1.618 |
12,817 |
1.000 |
12,762 |
0.618 |
12,729 |
HIGH |
12,674 |
0.618 |
12,641 |
0.500 |
12,630 |
0.382 |
12,620 |
LOW |
12,586 |
0.618 |
12,532 |
1.000 |
12,498 |
1.618 |
12,444 |
2.618 |
12,356 |
4.250 |
12,212 |
|
|
Fisher Pivots for day following 24-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,651 |
12,636 |
PP |
12,640 |
12,610 |
S1 |
12,630 |
12,585 |
|