Trading Metrics calculated at close of trading on 09-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2007 |
09-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,798.00 |
1,803.75 |
5.75 |
0.3% |
1,780.50 |
High |
1,812.25 |
1,818.75 |
6.50 |
0.4% |
1,816.50 |
Low |
1,792.25 |
1,792.00 |
-0.25 |
0.0% |
1,747.00 |
Close |
1,803.50 |
1,810.50 |
7.00 |
0.4% |
1,797.25 |
Range |
20.00 |
26.75 |
6.75 |
33.8% |
69.50 |
ATR |
26.69 |
26.69 |
0.00 |
0.0% |
0.00 |
Volume |
353,652 |
267,087 |
-86,565 |
-24.5% |
871,574 |
|
Daily Pivots for day following 09-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,887.25 |
1,875.75 |
1,825.25 |
|
R3 |
1,860.50 |
1,849.00 |
1,817.75 |
|
R2 |
1,833.75 |
1,833.75 |
1,815.50 |
|
R1 |
1,822.25 |
1,822.25 |
1,813.00 |
1,828.00 |
PP |
1,807.00 |
1,807.00 |
1,807.00 |
1,810.00 |
S1 |
1,795.50 |
1,795.50 |
1,808.00 |
1,801.25 |
S2 |
1,780.25 |
1,780.25 |
1,805.50 |
|
S3 |
1,753.50 |
1,768.75 |
1,803.25 |
|
S4 |
1,726.75 |
1,742.00 |
1,795.75 |
|
|
Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,995.50 |
1,965.75 |
1,835.50 |
|
R3 |
1,926.00 |
1,896.25 |
1,816.25 |
|
R2 |
1,856.50 |
1,856.50 |
1,810.00 |
|
R1 |
1,826.75 |
1,826.75 |
1,803.50 |
1,841.50 |
PP |
1,787.00 |
1,787.00 |
1,787.00 |
1,794.25 |
S1 |
1,757.25 |
1,757.25 |
1,791.00 |
1,772.00 |
S2 |
1,717.50 |
1,717.50 |
1,784.50 |
|
S3 |
1,648.00 |
1,687.75 |
1,778.25 |
|
S4 |
1,578.50 |
1,618.25 |
1,759.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,818.75 |
1,747.00 |
71.75 |
4.0% |
37.50 |
2.1% |
89% |
True |
False |
298,462 |
10 |
1,818.75 |
1,747.00 |
71.75 |
4.0% |
27.50 |
1.5% |
89% |
True |
False |
224,276 |
20 |
1,848.75 |
1,747.00 |
101.75 |
5.6% |
27.25 |
1.5% |
62% |
False |
False |
262,315 |
40 |
1,848.75 |
1,747.00 |
101.75 |
5.6% |
24.00 |
1.3% |
62% |
False |
False |
132,512 |
60 |
1,848.75 |
1,722.75 |
126.00 |
7.0% |
24.00 |
1.3% |
70% |
False |
False |
88,389 |
80 |
1,848.75 |
1,648.00 |
200.75 |
11.1% |
23.50 |
1.3% |
81% |
False |
False |
66,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,932.50 |
2.618 |
1,888.75 |
1.618 |
1,862.00 |
1.000 |
1,845.50 |
0.618 |
1,835.25 |
HIGH |
1,818.75 |
0.618 |
1,808.50 |
0.500 |
1,805.50 |
0.382 |
1,802.25 |
LOW |
1,792.00 |
0.618 |
1,775.50 |
1.000 |
1,765.25 |
1.618 |
1,748.75 |
2.618 |
1,722.00 |
4.250 |
1,678.25 |
|
|
Fisher Pivots for day following 09-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,808.75 |
1,807.75 |
PP |
1,807.00 |
1,805.00 |
S1 |
1,805.50 |
1,802.25 |
|