Trading Metrics calculated at close of trading on 24-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2007 |
24-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,431.25 |
1,435.00 |
3.75 |
0.3% |
1,441.00 |
High |
1,438.00 |
1,446.50 |
8.50 |
0.6% |
1,444.50 |
Low |
1,427.75 |
1,434.75 |
7.00 |
0.5% |
1,431.00 |
Close |
1,435.50 |
1,446.25 |
10.75 |
0.7% |
1,436.75 |
Range |
10.25 |
11.75 |
1.50 |
14.6% |
13.50 |
ATR |
11.35 |
11.38 |
0.03 |
0.3% |
0.00 |
Volume |
1,036,460 |
1,051,050 |
14,590 |
1.4% |
3,657,381 |
|
Daily Pivots for day following 24-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,477.75 |
1,473.75 |
1,452.75 |
|
R3 |
1,466.00 |
1,462.00 |
1,449.50 |
|
R2 |
1,454.25 |
1,454.25 |
1,448.50 |
|
R1 |
1,450.25 |
1,450.25 |
1,447.25 |
1,452.25 |
PP |
1,442.50 |
1,442.50 |
1,442.50 |
1,443.50 |
S1 |
1,438.50 |
1,438.50 |
1,445.25 |
1,440.50 |
S2 |
1,430.75 |
1,430.75 |
1,444.00 |
|
S3 |
1,419.00 |
1,426.75 |
1,443.00 |
|
S4 |
1,407.25 |
1,415.00 |
1,439.75 |
|
|
Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,478.00 |
1,470.75 |
1,444.25 |
|
R3 |
1,464.50 |
1,457.25 |
1,440.50 |
|
R2 |
1,451.00 |
1,451.00 |
1,439.25 |
|
R1 |
1,443.75 |
1,443.75 |
1,438.00 |
1,440.50 |
PP |
1,437.50 |
1,437.50 |
1,437.50 |
1,435.75 |
S1 |
1,430.25 |
1,430.25 |
1,435.50 |
1,427.00 |
S2 |
1,424.00 |
1,424.00 |
1,434.25 |
|
S3 |
1,410.50 |
1,416.75 |
1,433.00 |
|
S4 |
1,397.00 |
1,403.25 |
1,429.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,446.50 |
1,426.75 |
19.75 |
1.4% |
10.75 |
0.7% |
99% |
True |
False |
1,024,010 |
10 |
1,446.50 |
1,412.25 |
34.25 |
2.4% |
11.00 |
0.8% |
99% |
True |
False |
1,037,930 |
20 |
1,446.50 |
1,412.25 |
34.25 |
2.4% |
11.75 |
0.8% |
99% |
True |
False |
854,852 |
40 |
1,446.50 |
1,390.25 |
56.25 |
3.9% |
11.75 |
0.8% |
100% |
True |
False |
678,713 |
60 |
1,446.50 |
1,377.50 |
69.00 |
4.8% |
11.25 |
0.8% |
100% |
True |
False |
453,372 |
80 |
1,446.50 |
1,347.50 |
99.00 |
6.8% |
10.75 |
0.7% |
100% |
True |
False |
340,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,496.50 |
2.618 |
1,477.25 |
1.618 |
1,465.50 |
1.000 |
1,458.25 |
0.618 |
1,453.75 |
HIGH |
1,446.50 |
0.618 |
1,442.00 |
0.500 |
1,440.50 |
0.382 |
1,439.25 |
LOW |
1,434.75 |
0.618 |
1,427.50 |
1.000 |
1,423.00 |
1.618 |
1,415.75 |
2.618 |
1,404.00 |
4.250 |
1,384.75 |
|
|
Fisher Pivots for day following 24-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,444.50 |
1,443.00 |
PP |
1,442.50 |
1,439.75 |
S1 |
1,440.50 |
1,436.50 |
|