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 |
1,448.5 |
1,454.9 |
6.4 |
0.4% |
1,451.8 |
High |
1,448.5 |
1,459.2 |
10.7 |
0.7% |
1,454.0 |
Low |
1,448.5 |
1,454.9 |
6.4 |
0.4% |
1,445.3 |
Close |
1,448.5 |
1,459.4 |
10.9 |
0.8% |
1,449.9 |
Range |
0.0 |
4.3 |
4.3 |
|
8.7 |
ATR |
8.0 |
8.2 |
0.2 |
2.4% |
0.0 |
Volume |
166 |
1,926 |
1,760 |
1,060.2% |
6,787 |
|
Daily Pivots for day following 24-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,470.7 |
1,469.4 |
1,461.8 |
|
R3 |
1,466.4 |
1,465.1 |
1,460.6 |
|
R2 |
1,462.1 |
1,462.1 |
1,460.2 |
|
R1 |
1,460.8 |
1,460.8 |
1,459.8 |
1,461.5 |
PP |
1,457.8 |
1,457.8 |
1,457.8 |
1,458.2 |
S1 |
1,456.5 |
1,456.5 |
1,459.0 |
1,457.2 |
S2 |
1,453.5 |
1,453.5 |
1,458.6 |
|
S3 |
1,449.2 |
1,452.2 |
1,458.2 |
|
S4 |
1,444.9 |
1,447.9 |
1,457.0 |
|
|
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 |
1,459.2 |
1,441.9 |
17.3 |
1.2% |
5.4 |
0.4% |
101% |
True |
False |
2,552 |
10 |
1,459.2 |
1,426.0 |
33.2 |
2.3% |
6.0 |
0.4% |
101% |
True |
False |
1,511 |
20 |
1,459.2 |
1,426.0 |
33.2 |
2.3% |
7.7 |
0.5% |
101% |
True |
False |
970 |
40 |
1,459.2 |
1,407.3 |
51.9 |
3.6% |
5.3 |
0.4% |
100% |
True |
False |
1,153 |
60 |
1,459.2 |
1,391.9 |
67.3 |
4.6% |
4.1 |
0.3% |
100% |
True |
False |
801 |
80 |
1,459.2 |
1,362.9 |
96.3 |
6.6% |
3.2 |
0.2% |
100% |
True |
False |
606 |
100 |
1,459.2 |
1,329.0 |
130.2 |
8.9% |
2.7 |
0.2% |
100% |
True |
False |
501 |
120 |
1,459.2 |
1,304.4 |
154.8 |
10.6% |
2.4 |
0.2% |
100% |
True |
False |
420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,477.5 |
2.618 |
1,470.5 |
1.618 |
1,466.2 |
1.000 |
1,463.5 |
0.618 |
1,461.9 |
HIGH |
1,459.2 |
0.618 |
1,457.6 |
0.500 |
1,457.1 |
0.382 |
1,456.5 |
LOW |
1,454.9 |
0.618 |
1,452.2 |
1.000 |
1,450.6 |
1.618 |
1,447.9 |
2.618 |
1,443.6 |
4.250 |
1,436.6 |
|
|
Fisher Pivots for day following 24-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,458.6 |
1,456.5 |
PP |
1,457.8 |
1,453.5 |
S1 |
1,457.1 |
1,450.6 |
|