Trading Metrics calculated at close of trading on 17-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2007 |
17-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,451.8 |
1,454.0 |
2.2 |
0.2% |
1,426.1 |
High |
1,451.8 |
1,454.0 |
2.2 |
0.2% |
1,454.0 |
Low |
1,451.8 |
1,449.5 |
-2.3 |
-0.2% |
1,426.0 |
Close |
1,451.8 |
1,451.9 |
0.1 |
0.0% |
1,453.8 |
Range |
0.0 |
4.5 |
4.5 |
|
28.0 |
ATR |
8.8 |
8.4 |
-0.3 |
-3.5% |
0.0 |
Volume |
41 |
1,083 |
1,042 |
2,541.5% |
1,346 |
|
Daily Pivots for day following 17-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,465.3 |
1,463.1 |
1,454.4 |
|
R3 |
1,460.8 |
1,458.6 |
1,453.1 |
|
R2 |
1,456.3 |
1,456.3 |
1,452.7 |
|
R1 |
1,454.1 |
1,454.1 |
1,452.3 |
1,453.0 |
PP |
1,451.8 |
1,451.8 |
1,451.8 |
1,451.2 |
S1 |
1,449.6 |
1,449.6 |
1,451.5 |
1,448.5 |
S2 |
1,447.3 |
1,447.3 |
1,451.1 |
|
S3 |
1,442.8 |
1,445.1 |
1,450.7 |
|
S4 |
1,438.3 |
1,440.6 |
1,449.4 |
|
|
Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,528.6 |
1,519.2 |
1,469.2 |
|
R3 |
1,500.6 |
1,491.2 |
1,461.5 |
|
R2 |
1,472.6 |
1,472.6 |
1,458.9 |
|
R1 |
1,463.2 |
1,463.2 |
1,456.4 |
1,467.9 |
PP |
1,444.6 |
1,444.6 |
1,444.6 |
1,447.0 |
S1 |
1,435.2 |
1,435.2 |
1,451.2 |
1,439.9 |
S2 |
1,416.6 |
1,416.6 |
1,448.7 |
|
S3 |
1,388.6 |
1,407.2 |
1,446.1 |
|
S4 |
1,360.6 |
1,379.2 |
1,438.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,454.0 |
1,426.0 |
28.0 |
1.9% |
6.6 |
0.5% |
93% |
True |
False |
470 |
10 |
1,454.0 |
1,426.0 |
28.0 |
1.9% |
9.6 |
0.7% |
93% |
True |
False |
372 |
20 |
1,455.7 |
1,426.0 |
29.7 |
2.0% |
8.4 |
0.6% |
87% |
False |
False |
893 |
40 |
1,455.8 |
1,407.3 |
48.5 |
3.3% |
4.7 |
0.3% |
92% |
False |
False |
850 |
60 |
1,455.8 |
1,391.9 |
63.9 |
4.4% |
3.7 |
0.3% |
94% |
False |
False |
590 |
80 |
1,455.8 |
1,347.7 |
108.1 |
7.4% |
2.9 |
0.2% |
96% |
False |
False |
449 |
100 |
1,455.8 |
1,329.0 |
126.8 |
8.7% |
2.4 |
0.2% |
97% |
False |
False |
373 |
120 |
1,455.8 |
1,304.4 |
151.4 |
10.4% |
2.2 |
0.1% |
97% |
False |
False |
326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,473.1 |
2.618 |
1,465.8 |
1.618 |
1,461.3 |
1.000 |
1,458.5 |
0.618 |
1,456.8 |
HIGH |
1,454.0 |
0.618 |
1,452.3 |
0.500 |
1,451.8 |
0.382 |
1,451.2 |
LOW |
1,449.5 |
0.618 |
1,446.7 |
1.000 |
1,445.0 |
1.618 |
1,442.2 |
2.618 |
1,437.7 |
4.250 |
1,430.4 |
|
|
Fisher Pivots for day following 17-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,451.9 |
1,450.8 |
PP |
1,451.8 |
1,449.8 |
S1 |
1,451.8 |
1,448.7 |
|