Trading Metrics calculated at close of trading on 23-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2007 |
23-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,444.9 |
1,448.5 |
3.6 |
0.2% |
1,451.8 |
High |
1,450.9 |
1,448.5 |
-2.4 |
-0.2% |
1,454.0 |
Low |
1,441.9 |
1,448.5 |
6.6 |
0.5% |
1,445.3 |
Close |
1,443.9 |
1,448.5 |
4.6 |
0.3% |
1,449.9 |
Range |
9.0 |
0.0 |
-9.0 |
-100.0% |
8.7 |
ATR |
8.3 |
8.0 |
-0.3 |
-3.2% |
0.0 |
Volume |
5,006 |
166 |
-4,840 |
-96.7% |
6,787 |
|
Daily Pivots for day following 23-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,448.5 |
1,448.5 |
1,448.5 |
|
R3 |
1,448.5 |
1,448.5 |
1,448.5 |
|
R2 |
1,448.5 |
1,448.5 |
1,448.5 |
|
R1 |
1,448.5 |
1,448.5 |
1,448.5 |
1,448.5 |
PP |
1,448.5 |
1,448.5 |
1,448.5 |
1,448.5 |
S1 |
1,448.5 |
1,448.5 |
1,448.5 |
1,448.5 |
S2 |
1,448.5 |
1,448.5 |
1,448.5 |
|
S3 |
1,448.5 |
1,448.5 |
1,448.5 |
|
S4 |
1,448.5 |
1,448.5 |
1,448.5 |
|
|
Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,475.8 |
1,471.6 |
1,454.7 |
|
R3 |
1,467.1 |
1,462.9 |
1,452.3 |
|
R2 |
1,458.4 |
1,458.4 |
1,451.5 |
|
R1 |
1,454.2 |
1,454.2 |
1,450.7 |
1,452.0 |
PP |
1,449.7 |
1,449.7 |
1,449.7 |
1,448.6 |
S1 |
1,445.5 |
1,445.5 |
1,449.1 |
1,443.3 |
S2 |
1,441.0 |
1,441.0 |
1,448.3 |
|
S3 |
1,432.3 |
1,436.8 |
1,447.5 |
|
S4 |
1,423.6 |
1,428.1 |
1,445.1 |
|
|
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 |
1,441.9 |
12.1 |
0.8% |
5.4 |
0.4% |
55% |
False |
False |
2,383 |
10 |
1,454.0 |
1,426.0 |
28.0 |
1.9% |
6.7 |
0.5% |
80% |
False |
False |
1,319 |
20 |
1,454.0 |
1,426.0 |
28.0 |
1.9% |
8.0 |
0.6% |
80% |
False |
False |
877 |
40 |
1,455.8 |
1,407.3 |
48.5 |
3.3% |
5.2 |
0.4% |
85% |
False |
False |
1,114 |
60 |
1,455.8 |
1,391.9 |
63.9 |
4.4% |
4.0 |
0.3% |
89% |
False |
False |
769 |
80 |
1,455.8 |
1,362.9 |
92.9 |
6.4% |
3.1 |
0.2% |
92% |
False |
False |
584 |
100 |
1,455.8 |
1,329.0 |
126.8 |
8.8% |
2.6 |
0.2% |
94% |
False |
False |
481 |
120 |
1,455.8 |
1,304.4 |
151.4 |
10.5% |
2.4 |
0.2% |
95% |
False |
False |
411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,448.5 |
2.618 |
1,448.5 |
1.618 |
1,448.5 |
1.000 |
1,448.5 |
0.618 |
1,448.5 |
HIGH |
1,448.5 |
0.618 |
1,448.5 |
0.500 |
1,448.5 |
0.382 |
1,448.5 |
LOW |
1,448.5 |
0.618 |
1,448.5 |
1.000 |
1,448.5 |
1.618 |
1,448.5 |
2.618 |
1,448.5 |
4.250 |
1,448.5 |
|
|
Fisher Pivots for day following 23-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,448.5 |
1,448.0 |
PP |
1,448.5 |
1,447.5 |
S1 |
1,448.5 |
1,447.0 |
|