Trading Metrics calculated at close of trading on 30-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2007 |
30-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,487.10 |
12,492.23 |
5.13 |
0.0% |
12,566.33 |
High |
12,542.70 |
12,538.45 |
-4.25 |
0.0% |
12,623.45 |
Low |
12,481.49 |
12,459.46 |
-22.03 |
-0.2% |
12,431.34 |
Close |
12,490.78 |
12,523.31 |
32.53 |
0.3% |
12,487.02 |
Range |
61.21 |
78.99 |
17.78 |
29.0% |
192.11 |
ATR |
89.52 |
88.77 |
-0.75 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,744.04 |
12,712.67 |
12,566.75 |
|
R3 |
12,665.05 |
12,633.68 |
12,545.03 |
|
R2 |
12,586.06 |
12,586.06 |
12,537.79 |
|
R1 |
12,554.69 |
12,554.69 |
12,530.55 |
12,570.38 |
PP |
12,507.07 |
12,507.07 |
12,507.07 |
12,514.92 |
S1 |
12,475.70 |
12,475.70 |
12,516.07 |
12,491.39 |
S2 |
12,428.08 |
12,428.08 |
12,508.83 |
|
S3 |
12,349.09 |
12,396.71 |
12,501.59 |
|
S4 |
12,270.10 |
12,317.72 |
12,479.87 |
|
|
Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,090.27 |
12,980.75 |
12,592.68 |
|
R3 |
12,898.16 |
12,788.64 |
12,539.85 |
|
R2 |
12,706.05 |
12,706.05 |
12,522.24 |
|
R1 |
12,596.53 |
12,596.53 |
12,504.63 |
12,555.24 |
PP |
12,513.94 |
12,513.94 |
12,513.94 |
12,493.29 |
S1 |
12,404.42 |
12,404.42 |
12,469.41 |
12,363.13 |
S2 |
12,321.83 |
12,321.83 |
12,451.80 |
|
S3 |
12,129.72 |
12,212.31 |
12,434.19 |
|
S4 |
11,937.61 |
12,020.20 |
12,381.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,623.45 |
12,431.34 |
192.11 |
1.5% |
95.13 |
0.8% |
48% |
False |
False |
|
10 |
12,623.45 |
12,431.34 |
192.11 |
1.5% |
87.45 |
0.7% |
48% |
False |
False |
|
20 |
12,623.45 |
12,337.37 |
286.08 |
2.3% |
93.35 |
0.7% |
65% |
False |
False |
|
40 |
12,623.45 |
12,089.98 |
533.47 |
4.3% |
88.63 |
0.7% |
81% |
False |
False |
|
60 |
12,623.45 |
11,965.31 |
658.14 |
5.3% |
88.37 |
0.7% |
85% |
False |
False |
|
80 |
12,623.45 |
11,707.49 |
915.96 |
7.3% |
86.40 |
0.7% |
89% |
False |
False |
|
100 |
12,623.45 |
11,323.84 |
1,299.61 |
10.4% |
85.79 |
0.7% |
92% |
False |
False |
|
120 |
12,623.45 |
11,042.64 |
1,580.81 |
12.6% |
86.46 |
0.7% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,874.16 |
2.618 |
12,745.25 |
1.618 |
12,666.26 |
1.000 |
12,617.44 |
0.618 |
12,587.27 |
HIGH |
12,538.45 |
0.618 |
12,508.28 |
0.500 |
12,498.96 |
0.382 |
12,489.63 |
LOW |
12,459.46 |
0.618 |
12,410.64 |
1.000 |
12,380.47 |
1.618 |
12,331.65 |
2.618 |
12,252.66 |
4.250 |
12,123.75 |
|
|
Fisher Pivots for day following 30-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,515.19 |
12,511.21 |
PP |
12,507.07 |
12,499.12 |
S1 |
12,498.96 |
12,487.02 |
|