Trading Metrics calculated at close of trading on 25-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2007 |
25-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,596 |
12,669 |
73 |
0.6% |
12,640 |
High |
12,674 |
12,670 |
-4 |
0.0% |
12,668 |
Low |
12,586 |
12,527 |
-59 |
-0.5% |
12,576 |
Close |
12,661 |
12,541 |
-120 |
-0.9% |
12,610 |
Range |
88 |
143 |
55 |
62.5% |
92 |
ATR |
93 |
96 |
4 |
3.9% |
0 |
Volume |
102,992 |
120,825 |
17,833 |
17.3% |
424,555 |
|
Daily Pivots for day following 25-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,008 |
12,918 |
12,620 |
|
R3 |
12,865 |
12,775 |
12,580 |
|
R2 |
12,722 |
12,722 |
12,567 |
|
R1 |
12,632 |
12,632 |
12,554 |
12,606 |
PP |
12,579 |
12,579 |
12,579 |
12,566 |
S1 |
12,489 |
12,489 |
12,528 |
12,463 |
S2 |
12,436 |
12,436 |
12,515 |
|
S3 |
12,293 |
12,346 |
12,502 |
|
S4 |
12,150 |
12,203 |
12,462 |
|
|
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% |
102 |
0.8% |
26% |
False |
False |
110,257 |
10 |
12,674 |
12,481 |
193 |
1.5% |
93 |
0.7% |
31% |
False |
False |
90,211 |
20 |
12,674 |
12,405 |
269 |
2.1% |
100 |
0.8% |
51% |
False |
False |
92,454 |
40 |
12,674 |
12,176 |
498 |
4.0% |
97 |
0.8% |
73% |
False |
False |
75,729 |
60 |
12,674 |
12,059 |
615 |
4.9% |
88 |
0.7% |
78% |
False |
False |
50,500 |
80 |
12,674 |
11,827 |
847 |
6.8% |
77 |
0.6% |
84% |
False |
False |
37,880 |
100 |
12,674 |
11,524 |
1,150 |
9.2% |
65 |
0.5% |
88% |
False |
False |
30,305 |
120 |
12,674 |
11,267 |
1,407 |
11.2% |
56 |
0.4% |
91% |
False |
False |
25,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,278 |
2.618 |
13,044 |
1.618 |
12,901 |
1.000 |
12,813 |
0.618 |
12,758 |
HIGH |
12,670 |
0.618 |
12,615 |
0.500 |
12,599 |
0.382 |
12,582 |
LOW |
12,527 |
0.618 |
12,439 |
1.000 |
12,384 |
1.618 |
12,296 |
2.618 |
12,153 |
4.250 |
11,919 |
|
|
Fisher Pivots for day following 25-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,599 |
12,593 |
PP |
12,579 |
12,575 |
S1 |
12,560 |
12,558 |
|