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 |
1,454.0 |
1,450.0 |
-4.0 |
-0.3% |
1,426.1 |
High |
1,454.0 |
1,452.9 |
-1.1 |
-0.1% |
1,454.0 |
Low |
1,449.5 |
1,446.0 |
-3.5 |
-0.2% |
1,426.0 |
Close |
1,451.9 |
1,446.3 |
-5.6 |
-0.4% |
1,453.8 |
Range |
4.5 |
6.9 |
2.4 |
53.3% |
28.0 |
ATR |
8.4 |
8.3 |
-0.1 |
-1.3% |
0.0 |
Volume |
1,083 |
2,177 |
1,094 |
101.0% |
1,346 |
|
Daily Pivots for day following 18-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,469.1 |
1,464.6 |
1,450.1 |
|
R3 |
1,462.2 |
1,457.7 |
1,448.2 |
|
R2 |
1,455.3 |
1,455.3 |
1,447.6 |
|
R1 |
1,450.8 |
1,450.8 |
1,446.9 |
1,449.6 |
PP |
1,448.4 |
1,448.4 |
1,448.4 |
1,447.8 |
S1 |
1,443.9 |
1,443.9 |
1,445.7 |
1,442.7 |
S2 |
1,441.5 |
1,441.5 |
1,445.0 |
|
S3 |
1,434.6 |
1,437.0 |
1,444.4 |
|
S4 |
1,427.7 |
1,430.1 |
1,442.5 |
|
|
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 |
1,441.5 |
12.5 |
0.9% |
5.7 |
0.4% |
38% |
False |
False |
819 |
10 |
1,454.0 |
1,426.0 |
28.0 |
1.9% |
8.1 |
0.6% |
73% |
False |
False |
589 |
20 |
1,454.0 |
1,426.0 |
28.0 |
1.9% |
8.3 |
0.6% |
73% |
False |
False |
752 |
40 |
1,455.8 |
1,407.3 |
48.5 |
3.4% |
4.8 |
0.3% |
80% |
False |
False |
904 |
60 |
1,455.8 |
1,391.9 |
63.9 |
4.4% |
3.8 |
0.3% |
85% |
False |
False |
626 |
80 |
1,455.8 |
1,357.6 |
98.2 |
6.8% |
2.9 |
0.2% |
90% |
False |
False |
476 |
100 |
1,455.8 |
1,329.0 |
126.8 |
8.8% |
2.5 |
0.2% |
93% |
False |
False |
395 |
120 |
1,455.8 |
1,304.4 |
151.4 |
10.5% |
2.2 |
0.2% |
94% |
False |
False |
344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,482.2 |
2.618 |
1,471.0 |
1.618 |
1,464.1 |
1.000 |
1,459.8 |
0.618 |
1,457.2 |
HIGH |
1,452.9 |
0.618 |
1,450.3 |
0.500 |
1,449.5 |
0.382 |
1,448.6 |
LOW |
1,446.0 |
0.618 |
1,441.7 |
1.000 |
1,439.1 |
1.618 |
1,434.8 |
2.618 |
1,427.9 |
4.250 |
1,416.7 |
|
|
Fisher Pivots for day following 18-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,449.5 |
1,450.0 |
PP |
1,448.4 |
1,448.8 |
S1 |
1,447.4 |
1,447.5 |
|