Trading Metrics calculated at close of trading on 18-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2007 |
18-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,438.50 |
1,438.50 |
0.00 |
0.0% |
1,417.25 |
High |
1,443.00 |
1,442.25 |
-0.75 |
-0.1% |
1,441.50 |
Low |
1,435.25 |
1,431.00 |
-4.25 |
-0.3% |
1,412.25 |
Close |
1,438.75 |
1,433.25 |
-5.50 |
-0.4% |
1,440.75 |
Range |
7.75 |
11.25 |
3.50 |
45.2% |
29.25 |
ATR |
11.66 |
11.63 |
-0.03 |
-0.2% |
0.00 |
Volume |
744,157 |
930,441 |
186,284 |
25.0% |
5,748,989 |
|
Daily Pivots for day following 18-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,469.25 |
1,462.50 |
1,439.50 |
|
R3 |
1,458.00 |
1,451.25 |
1,436.25 |
|
R2 |
1,446.75 |
1,446.75 |
1,435.25 |
|
R1 |
1,440.00 |
1,440.00 |
1,434.25 |
1,437.75 |
PP |
1,435.50 |
1,435.50 |
1,435.50 |
1,434.50 |
S1 |
1,428.75 |
1,428.75 |
1,432.25 |
1,426.50 |
S2 |
1,424.25 |
1,424.25 |
1,431.25 |
|
S3 |
1,413.00 |
1,417.50 |
1,430.25 |
|
S4 |
1,401.75 |
1,406.25 |
1,427.00 |
|
|
Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,519.25 |
1,509.25 |
1,456.75 |
|
R3 |
1,490.00 |
1,480.00 |
1,448.75 |
|
R2 |
1,460.75 |
1,460.75 |
1,446.00 |
|
R1 |
1,450.75 |
1,450.75 |
1,443.50 |
1,455.75 |
PP |
1,431.50 |
1,431.50 |
1,431.50 |
1,434.00 |
S1 |
1,421.50 |
1,421.50 |
1,438.00 |
1,426.50 |
S2 |
1,402.25 |
1,402.25 |
1,435.50 |
|
S3 |
1,373.00 |
1,392.25 |
1,432.75 |
|
S4 |
1,343.75 |
1,363.00 |
1,424.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,444.50 |
1,420.75 |
23.75 |
1.7% |
11.00 |
0.8% |
53% |
False |
False |
983,023 |
10 |
1,444.50 |
1,412.25 |
32.25 |
2.3% |
12.25 |
0.8% |
65% |
False |
False |
1,054,196 |
20 |
1,444.50 |
1,412.25 |
32.25 |
2.3% |
12.00 |
0.8% |
65% |
False |
False |
797,419 |
40 |
1,445.00 |
1,390.25 |
54.75 |
3.8% |
11.25 |
0.8% |
79% |
False |
False |
574,350 |
60 |
1,445.00 |
1,377.50 |
67.50 |
4.7% |
11.25 |
0.8% |
83% |
False |
False |
383,615 |
80 |
1,445.00 |
1,332.50 |
112.50 |
7.8% |
10.75 |
0.8% |
90% |
False |
False |
287,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,490.00 |
2.618 |
1,471.75 |
1.618 |
1,460.50 |
1.000 |
1,453.50 |
0.618 |
1,449.25 |
HIGH |
1,442.25 |
0.618 |
1,438.00 |
0.500 |
1,436.50 |
0.382 |
1,435.25 |
LOW |
1,431.00 |
0.618 |
1,424.00 |
1.000 |
1,419.75 |
1.618 |
1,412.75 |
2.618 |
1,401.50 |
4.250 |
1,383.25 |
|
|
Fisher Pivots for day following 18-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,436.50 |
1,437.75 |
PP |
1,435.50 |
1,436.25 |
S1 |
1,434.50 |
1,434.75 |
|