Trading Metrics calculated at close of trading on 10-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2007 |
10-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,803.75 |
1,810.75 |
7.00 |
0.4% |
1,780.50 |
High |
1,818.75 |
1,835.50 |
16.75 |
0.9% |
1,816.50 |
Low |
1,792.00 |
1,798.00 |
6.00 |
0.3% |
1,747.00 |
Close |
1,810.50 |
1,834.50 |
24.00 |
1.3% |
1,797.25 |
Range |
26.75 |
37.50 |
10.75 |
40.2% |
69.50 |
ATR |
26.69 |
27.47 |
0.77 |
2.9% |
0.00 |
Volume |
267,087 |
355,926 |
88,839 |
33.3% |
871,574 |
|
Daily Pivots for day following 10-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,935.25 |
1,922.25 |
1,855.00 |
|
R3 |
1,897.75 |
1,884.75 |
1,844.75 |
|
R2 |
1,860.25 |
1,860.25 |
1,841.50 |
|
R1 |
1,847.25 |
1,847.25 |
1,838.00 |
1,853.75 |
PP |
1,822.75 |
1,822.75 |
1,822.75 |
1,826.00 |
S1 |
1,809.75 |
1,809.75 |
1,831.00 |
1,816.25 |
S2 |
1,785.25 |
1,785.25 |
1,827.50 |
|
S3 |
1,747.75 |
1,772.25 |
1,824.25 |
|
S4 |
1,710.25 |
1,734.75 |
1,814.00 |
|
|
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 |
1,835.50 |
1,770.50 |
65.00 |
3.5% |
32.00 |
1.7% |
98% |
True |
False |
368,828 |
10 |
1,835.50 |
1,747.00 |
88.50 |
4.8% |
28.50 |
1.6% |
99% |
True |
False |
238,224 |
20 |
1,848.75 |
1,747.00 |
101.75 |
5.5% |
27.50 |
1.5% |
86% |
False |
False |
264,663 |
40 |
1,848.75 |
1,747.00 |
101.75 |
5.5% |
24.50 |
1.3% |
86% |
False |
False |
141,406 |
60 |
1,848.75 |
1,722.75 |
126.00 |
6.9% |
24.50 |
1.3% |
89% |
False |
False |
94,316 |
80 |
1,848.75 |
1,648.00 |
200.75 |
10.9% |
24.00 |
1.3% |
93% |
False |
False |
70,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,995.00 |
2.618 |
1,933.75 |
1.618 |
1,896.25 |
1.000 |
1,873.00 |
0.618 |
1,858.75 |
HIGH |
1,835.50 |
0.618 |
1,821.25 |
0.500 |
1,816.75 |
0.382 |
1,812.25 |
LOW |
1,798.00 |
0.618 |
1,774.75 |
1.000 |
1,760.50 |
1.618 |
1,737.25 |
2.618 |
1,699.75 |
4.250 |
1,638.50 |
|
|
Fisher Pivots for day following 10-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,828.50 |
1,827.50 |
PP |
1,822.75 |
1,820.75 |
S1 |
1,816.75 |
1,813.75 |
|