Trading Metrics calculated at close of trading on 11-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2007 |
11-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,810.75 |
1,835.00 |
24.25 |
1.3% |
1,780.50 |
High |
1,835.50 |
1,856.50 |
21.00 |
1.1% |
1,816.50 |
Low |
1,798.00 |
1,830.25 |
32.25 |
1.8% |
1,747.00 |
Close |
1,834.50 |
1,849.75 |
15.25 |
0.8% |
1,797.25 |
Range |
37.50 |
26.25 |
-11.25 |
-30.0% |
69.50 |
ATR |
27.47 |
27.38 |
-0.09 |
-0.3% |
0.00 |
Volume |
355,926 |
362,452 |
6,526 |
1.8% |
871,574 |
|
Daily Pivots for day following 11-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,924.25 |
1,913.25 |
1,864.25 |
|
R3 |
1,898.00 |
1,887.00 |
1,857.00 |
|
R2 |
1,871.75 |
1,871.75 |
1,854.50 |
|
R1 |
1,860.75 |
1,860.75 |
1,852.25 |
1,866.25 |
PP |
1,845.50 |
1,845.50 |
1,845.50 |
1,848.25 |
S1 |
1,834.50 |
1,834.50 |
1,847.25 |
1,840.00 |
S2 |
1,819.25 |
1,819.25 |
1,845.00 |
|
S3 |
1,793.00 |
1,808.25 |
1,842.50 |
|
S4 |
1,766.75 |
1,782.00 |
1,835.25 |
|
|
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 |
1,856.50 |
1,785.75 |
70.75 |
3.8% |
28.25 |
1.5% |
90% |
True |
False |
341,266 |
10 |
1,856.50 |
1,747.00 |
109.50 |
5.9% |
30.00 |
1.6% |
94% |
True |
False |
255,171 |
20 |
1,856.50 |
1,747.00 |
109.50 |
5.9% |
27.50 |
1.5% |
94% |
True |
False |
263,760 |
40 |
1,856.50 |
1,747.00 |
109.50 |
5.9% |
24.75 |
1.3% |
94% |
True |
False |
150,459 |
60 |
1,856.50 |
1,722.75 |
133.75 |
7.2% |
24.75 |
1.3% |
95% |
True |
False |
100,356 |
80 |
1,856.50 |
1,648.00 |
208.50 |
11.3% |
24.00 |
1.3% |
97% |
True |
False |
75,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,968.00 |
2.618 |
1,925.25 |
1.618 |
1,899.00 |
1.000 |
1,882.75 |
0.618 |
1,872.75 |
HIGH |
1,856.50 |
0.618 |
1,846.50 |
0.500 |
1,843.50 |
0.382 |
1,840.25 |
LOW |
1,830.25 |
0.618 |
1,814.00 |
1.000 |
1,804.00 |
1.618 |
1,787.75 |
2.618 |
1,761.50 |
4.250 |
1,718.75 |
|
|
Fisher Pivots for day following 11-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,847.50 |
1,841.25 |
PP |
1,845.50 |
1,832.75 |
S1 |
1,843.50 |
1,824.25 |
|