Trading Metrics calculated at close of trading on 31-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2007 |
31-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,527 |
12,565 |
38 |
0.3% |
12,613 |
High |
12,572 |
12,689 |
117 |
0.9% |
12,674 |
Low |
12,511 |
12,514 |
3 |
0.0% |
12,464 |
Close |
12,560 |
12,660 |
100 |
0.8% |
12,523 |
Range |
61 |
175 |
114 |
186.9% |
210 |
ATR |
94 |
100 |
6 |
6.2% |
0 |
Volume |
92,871 |
133,230 |
40,359 |
43.5% |
588,771 |
|
Daily Pivots for day following 31-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,146 |
13,078 |
12,756 |
|
R3 |
12,971 |
12,903 |
12,708 |
|
R2 |
12,796 |
12,796 |
12,692 |
|
R1 |
12,728 |
12,728 |
12,676 |
12,762 |
PP |
12,621 |
12,621 |
12,621 |
12,638 |
S1 |
12,553 |
12,553 |
12,644 |
12,587 |
S2 |
12,446 |
12,446 |
12,628 |
|
S3 |
12,271 |
12,378 |
12,612 |
|
S4 |
12,096 |
12,203 |
12,564 |
|
|
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 |
12,689 |
12,464 |
225 |
1.8% |
114 |
0.9% |
87% |
True |
False |
116,657 |
10 |
12,689 |
12,464 |
225 |
1.8% |
102 |
0.8% |
87% |
True |
False |
114,161 |
20 |
12,689 |
12,405 |
284 |
2.2% |
106 |
0.8% |
90% |
True |
False |
106,132 |
40 |
12,689 |
12,194 |
495 |
3.9% |
96 |
0.8% |
94% |
True |
False |
87,251 |
60 |
12,689 |
12,059 |
630 |
5.0% |
91 |
0.7% |
95% |
True |
False |
58,207 |
80 |
12,689 |
11,925 |
764 |
6.0% |
79 |
0.6% |
96% |
True |
False |
43,659 |
100 |
12,689 |
11,527 |
1,162 |
9.2% |
70 |
0.6% |
98% |
True |
False |
34,930 |
120 |
12,689 |
11,271 |
1,418 |
11.2% |
59 |
0.5% |
98% |
True |
False |
29,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,433 |
2.618 |
13,147 |
1.618 |
12,972 |
1.000 |
12,864 |
0.618 |
12,797 |
HIGH |
12,689 |
0.618 |
12,622 |
0.500 |
12,602 |
0.382 |
12,581 |
LOW |
12,514 |
0.618 |
12,406 |
1.000 |
12,339 |
1.618 |
12,231 |
2.618 |
12,056 |
4.250 |
11,770 |
|
|
Fisher Pivots for day following 31-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,641 |
12,638 |
PP |
12,621 |
12,615 |
S1 |
12,602 |
12,593 |
|