Trading Metrics calculated at close of trading on 29-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2007 |
29-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,544 |
12,521 |
-23 |
-0.2% |
12,613 |
High |
12,575 |
12,577 |
2 |
0.0% |
12,674 |
Low |
12,464 |
12,496 |
32 |
0.3% |
12,464 |
Close |
12,523 |
12,525 |
2 |
0.0% |
12,523 |
Range |
111 |
81 |
-30 |
-27.0% |
210 |
ATR |
97 |
96 |
-1 |
-1.2% |
0 |
Volume |
133,697 |
102,666 |
-31,031 |
-23.2% |
588,771 |
|
Daily Pivots for day following 29-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,776 |
12,731 |
12,570 |
|
R3 |
12,695 |
12,650 |
12,547 |
|
R2 |
12,614 |
12,614 |
12,540 |
|
R1 |
12,569 |
12,569 |
12,533 |
12,592 |
PP |
12,533 |
12,533 |
12,533 |
12,544 |
S1 |
12,488 |
12,488 |
12,518 |
12,511 |
S2 |
12,452 |
12,452 |
12,510 |
|
S3 |
12,371 |
12,407 |
12,503 |
|
S4 |
12,290 |
12,326 |
12,481 |
|
|
Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,184 |
13,063 |
12,639 |
|
R3 |
12,974 |
12,853 |
12,581 |
|
R2 |
12,764 |
12,764 |
12,562 |
|
R1 |
12,643 |
12,643 |
12,542 |
12,599 |
PP |
12,554 |
12,554 |
12,554 |
12,531 |
S1 |
12,433 |
12,433 |
12,504 |
12,389 |
S2 |
12,344 |
12,344 |
12,485 |
|
S3 |
12,134 |
12,223 |
12,465 |
|
S4 |
11,924 |
12,013 |
12,408 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,674 |
12,464 |
210 |
1.7% |
103 |
0.8% |
29% |
False |
False |
113,057 |
10 |
12,674 |
12,464 |
210 |
1.7% |
92 |
0.7% |
29% |
False |
False |
111,599 |
20 |
12,674 |
12,405 |
269 |
2.1% |
100 |
0.8% |
45% |
False |
False |
99,815 |
40 |
12,674 |
12,194 |
480 |
3.8% |
96 |
0.8% |
69% |
False |
False |
81,624 |
60 |
12,674 |
12,059 |
615 |
4.9% |
89 |
0.7% |
76% |
False |
False |
54,439 |
80 |
12,674 |
11,899 |
775 |
6.2% |
78 |
0.6% |
81% |
False |
False |
40,834 |
100 |
12,674 |
11,524 |
1,150 |
9.2% |
67 |
0.5% |
87% |
False |
False |
32,669 |
120 |
12,674 |
11,267 |
1,407 |
11.2% |
57 |
0.5% |
89% |
False |
False |
27,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,921 |
2.618 |
12,789 |
1.618 |
12,708 |
1.000 |
12,658 |
0.618 |
12,627 |
HIGH |
12,577 |
0.618 |
12,546 |
0.500 |
12,537 |
0.382 |
12,527 |
LOW |
12,496 |
0.618 |
12,446 |
1.000 |
12,415 |
1.618 |
12,365 |
2.618 |
12,284 |
4.250 |
12,152 |
|
|
Fisher Pivots for day following 29-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,537 |
12,567 |
PP |
12,533 |
12,553 |
S1 |
12,529 |
12,539 |
|