Trading Metrics calculated at close of trading on 19-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2007 |
19-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
6,825.0 |
6,778.0 |
-47.0 |
-0.7% |
6,836.0 |
High |
6,840.5 |
6,855.0 |
14.5 |
0.2% |
6,855.0 |
Low |
6,764.0 |
6,756.0 |
-8.0 |
-0.1% |
6,756.0 |
Close |
6,793.0 |
6,850.0 |
57.0 |
0.8% |
6,850.0 |
Range |
76.5 |
99.0 |
22.5 |
29.4% |
99.0 |
ATR |
68.2 |
70.4 |
2.2 |
3.2% |
0.0 |
Volume |
1,284 |
852 |
-432 |
-33.6% |
5,480 |
|
Daily Pivots for day following 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,117.3 |
7,082.7 |
6,904.5 |
|
R3 |
7,018.3 |
6,983.7 |
6,877.2 |
|
R2 |
6,919.3 |
6,919.3 |
6,868.2 |
|
R1 |
6,884.7 |
6,884.7 |
6,859.1 |
6,902.0 |
PP |
6,820.3 |
6,820.3 |
6,820.3 |
6,829.0 |
S1 |
6,785.7 |
6,785.7 |
6,840.9 |
6,803.0 |
S2 |
6,721.3 |
6,721.3 |
6,831.9 |
|
S3 |
6,622.3 |
6,686.7 |
6,822.8 |
|
S4 |
6,523.3 |
6,587.7 |
6,795.6 |
|
|
Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,117.3 |
7,082.7 |
6,904.5 |
|
R3 |
7,018.3 |
6,983.7 |
6,877.2 |
|
R2 |
6,919.3 |
6,919.3 |
6,868.2 |
|
R1 |
6,884.7 |
6,884.7 |
6,859.1 |
6,902.0 |
PP |
6,820.3 |
6,820.3 |
6,820.3 |
6,829.0 |
S1 |
6,785.7 |
6,785.7 |
6,840.9 |
6,803.0 |
S2 |
6,721.3 |
6,721.3 |
6,831.9 |
|
S3 |
6,622.3 |
6,686.7 |
6,822.8 |
|
S4 |
6,523.3 |
6,587.7 |
6,795.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,855.0 |
6,756.0 |
99.0 |
1.4% |
58.5 |
0.9% |
95% |
True |
True |
1,096 |
10 |
6,855.0 |
6,640.0 |
215.0 |
3.1% |
68.4 |
1.0% |
98% |
True |
False |
1,115 |
20 |
6,855.0 |
6,609.0 |
246.0 |
3.6% |
63.9 |
0.9% |
98% |
True |
False |
999 |
40 |
6,855.0 |
6,331.0 |
524.0 |
7.6% |
67.5 |
1.0% |
99% |
True |
False |
1,896 |
60 |
6,855.0 |
6,331.0 |
524.0 |
7.6% |
62.3 |
0.9% |
99% |
True |
False |
1,539 |
80 |
6,855.0 |
6,107.5 |
747.5 |
10.9% |
58.5 |
0.9% |
99% |
True |
False |
1,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,275.8 |
2.618 |
7,114.2 |
1.618 |
7,015.2 |
1.000 |
6,954.0 |
0.618 |
6,916.2 |
HIGH |
6,855.0 |
0.618 |
6,817.2 |
0.500 |
6,805.5 |
0.382 |
6,793.8 |
LOW |
6,756.0 |
0.618 |
6,694.8 |
1.000 |
6,657.0 |
1.618 |
6,595.8 |
2.618 |
6,496.8 |
4.250 |
6,335.3 |
|
|
Fisher Pivots for day following 19-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
6,835.2 |
6,835.2 |
PP |
6,820.3 |
6,820.3 |
S1 |
6,805.5 |
6,805.5 |
|