Trading Metrics calculated at close of trading on 26-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2007 |
26-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,446.25 |
1,430.25 |
-16.00 |
-1.1% |
1,437.25 |
High |
1,447.25 |
1,433.00 |
-14.25 |
-1.0% |
1,447.25 |
Low |
1,427.50 |
1,422.00 |
-5.50 |
-0.4% |
1,422.00 |
Close |
1,429.25 |
1,427.50 |
-1.75 |
-0.1% |
1,427.50 |
Range |
19.75 |
11.00 |
-8.75 |
-44.3% |
25.25 |
ATR |
11.98 |
11.91 |
-0.07 |
-0.6% |
0.00 |
Volume |
1,043,019 |
1,420,031 |
377,012 |
36.1% |
5,535,448 |
|
Daily Pivots for day following 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,460.50 |
1,455.00 |
1,433.50 |
|
R3 |
1,449.50 |
1,444.00 |
1,430.50 |
|
R2 |
1,438.50 |
1,438.50 |
1,429.50 |
|
R1 |
1,433.00 |
1,433.00 |
1,428.50 |
1,430.25 |
PP |
1,427.50 |
1,427.50 |
1,427.50 |
1,426.00 |
S1 |
1,422.00 |
1,422.00 |
1,426.50 |
1,419.25 |
S2 |
1,416.50 |
1,416.50 |
1,425.50 |
|
S3 |
1,405.50 |
1,411.00 |
1,424.50 |
|
S4 |
1,394.50 |
1,400.00 |
1,421.50 |
|
|
Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,508.00 |
1,493.00 |
1,441.50 |
|
R3 |
1,482.75 |
1,467.75 |
1,434.50 |
|
R2 |
1,457.50 |
1,457.50 |
1,432.25 |
|
R1 |
1,442.50 |
1,442.50 |
1,429.75 |
1,437.50 |
PP |
1,432.25 |
1,432.25 |
1,432.25 |
1,429.75 |
S1 |
1,417.25 |
1,417.25 |
1,425.25 |
1,412.00 |
S2 |
1,407.00 |
1,407.00 |
1,422.75 |
|
S3 |
1,381.75 |
1,392.00 |
1,420.50 |
|
S4 |
1,356.50 |
1,366.75 |
1,413.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,447.25 |
1,422.00 |
25.25 |
1.8% |
13.00 |
0.9% |
22% |
False |
True |
1,107,089 |
10 |
1,447.25 |
1,422.00 |
25.25 |
1.8% |
11.25 |
0.8% |
22% |
False |
True |
1,042,241 |
20 |
1,447.25 |
1,412.25 |
35.00 |
2.5% |
12.25 |
0.9% |
44% |
False |
False |
916,691 |
40 |
1,447.25 |
1,390.25 |
57.00 |
4.0% |
11.75 |
0.8% |
65% |
False |
False |
739,941 |
60 |
1,447.25 |
1,377.50 |
69.75 |
4.9% |
11.25 |
0.8% |
72% |
False |
False |
494,394 |
80 |
1,447.25 |
1,347.50 |
99.75 |
7.0% |
11.00 |
0.8% |
80% |
False |
False |
371,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,479.75 |
2.618 |
1,461.75 |
1.618 |
1,450.75 |
1.000 |
1,444.00 |
0.618 |
1,439.75 |
HIGH |
1,433.00 |
0.618 |
1,428.75 |
0.500 |
1,427.50 |
0.382 |
1,426.25 |
LOW |
1,422.00 |
0.618 |
1,415.25 |
1.000 |
1,411.00 |
1.618 |
1,404.25 |
2.618 |
1,393.25 |
4.250 |
1,375.25 |
|
|
Fisher Pivots for day following 26-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,427.50 |
1,434.50 |
PP |
1,427.50 |
1,432.25 |
S1 |
1,427.50 |
1,430.00 |
|