Trading Metrics calculated at close of trading on 29-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2007 |
29-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,442.8 |
1,443.5 |
0.7 |
0.0% |
1,444.9 |
High |
1,445.9 |
1,444.6 |
-1.3 |
-0.1% |
1,459.2 |
Low |
1,435.4 |
1,438.5 |
3.1 |
0.2% |
1,435.4 |
Close |
1,440.6 |
1,439.3 |
-1.3 |
-0.1% |
1,440.6 |
Range |
10.5 |
6.1 |
-4.4 |
-41.9% |
23.8 |
ATR |
8.9 |
8.7 |
-0.2 |
-2.3% |
0.0 |
Volume |
640 |
7,171 |
6,531 |
1,020.5% |
9,664 |
|
Daily Pivots for day following 29-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,459.1 |
1,455.3 |
1,442.7 |
|
R3 |
1,453.0 |
1,449.2 |
1,441.0 |
|
R2 |
1,446.9 |
1,446.9 |
1,440.4 |
|
R1 |
1,443.1 |
1,443.1 |
1,439.9 |
1,442.0 |
PP |
1,440.8 |
1,440.8 |
1,440.8 |
1,440.2 |
S1 |
1,437.0 |
1,437.0 |
1,438.7 |
1,435.9 |
S2 |
1,434.7 |
1,434.7 |
1,438.2 |
|
S3 |
1,428.6 |
1,430.9 |
1,437.6 |
|
S4 |
1,422.5 |
1,424.8 |
1,435.9 |
|
|
Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,516.5 |
1,502.3 |
1,453.7 |
|
R3 |
1,492.7 |
1,478.5 |
1,447.1 |
|
R2 |
1,468.9 |
1,468.9 |
1,445.0 |
|
R1 |
1,454.7 |
1,454.7 |
1,442.8 |
1,449.9 |
PP |
1,445.1 |
1,445.1 |
1,445.1 |
1,442.7 |
S1 |
1,430.9 |
1,430.9 |
1,438.4 |
1,426.1 |
S2 |
1,421.3 |
1,421.3 |
1,436.2 |
|
S3 |
1,397.5 |
1,407.1 |
1,434.1 |
|
S4 |
1,373.7 |
1,383.3 |
1,427.5 |
|
|
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 |
1,435.4 |
23.8 |
1.7% |
5.8 |
0.4% |
16% |
False |
False |
2,365 |
10 |
1,459.2 |
1,435.4 |
23.8 |
1.7% |
5.6 |
0.4% |
16% |
False |
False |
2,362 |
20 |
1,459.2 |
1,426.0 |
33.2 |
2.3% |
7.9 |
0.5% |
40% |
False |
False |
1,364 |
40 |
1,459.2 |
1,424.0 |
35.2 |
2.4% |
6.0 |
0.4% |
43% |
False |
False |
1,293 |
60 |
1,459.2 |
1,391.9 |
67.3 |
4.7% |
4.2 |
0.3% |
70% |
False |
False |
959 |
80 |
1,459.2 |
1,380.2 |
79.0 |
5.5% |
3.5 |
0.2% |
75% |
False |
False |
727 |
100 |
1,459.2 |
1,329.0 |
130.2 |
9.0% |
2.9 |
0.2% |
85% |
False |
False |
598 |
120 |
1,459.2 |
1,304.4 |
154.8 |
10.8% |
2.4 |
0.2% |
87% |
False |
False |
498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,470.5 |
2.618 |
1,460.6 |
1.618 |
1,454.5 |
1.000 |
1,450.7 |
0.618 |
1,448.4 |
HIGH |
1,444.6 |
0.618 |
1,442.3 |
0.500 |
1,441.6 |
0.382 |
1,440.8 |
LOW |
1,438.5 |
0.618 |
1,434.7 |
1.000 |
1,432.4 |
1.618 |
1,428.6 |
2.618 |
1,422.5 |
4.250 |
1,412.6 |
|
|
Fisher Pivots for day following 29-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,441.6 |
1,443.2 |
PP |
1,440.8 |
1,441.9 |
S1 |
1,440.1 |
1,440.6 |
|