Trading Metrics calculated at close of trading on 18-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2007 |
18-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,855.25 |
1,844.25 |
-11.00 |
-0.6% |
1,798.00 |
High |
1,857.75 |
1,846.75 |
-11.00 |
-0.6% |
1,863.00 |
Low |
1,838.50 |
1,802.00 |
-36.50 |
-2.0% |
1,792.00 |
Close |
1,841.25 |
1,806.00 |
-35.25 |
-1.9% |
1,862.25 |
Range |
19.25 |
44.75 |
25.50 |
132.5% |
71.00 |
ATR |
25.45 |
26.83 |
1.38 |
5.4% |
0.00 |
Volume |
288,885 |
386,126 |
97,241 |
33.7% |
1,740,046 |
|
Daily Pivots for day following 18-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,952.50 |
1,924.00 |
1,830.50 |
|
R3 |
1,907.75 |
1,879.25 |
1,818.25 |
|
R2 |
1,863.00 |
1,863.00 |
1,814.25 |
|
R1 |
1,834.50 |
1,834.50 |
1,810.00 |
1,826.50 |
PP |
1,818.25 |
1,818.25 |
1,818.25 |
1,814.25 |
S1 |
1,789.75 |
1,789.75 |
1,802.00 |
1,781.50 |
S2 |
1,773.50 |
1,773.50 |
1,797.75 |
|
S3 |
1,728.75 |
1,745.00 |
1,793.75 |
|
S4 |
1,684.00 |
1,700.25 |
1,781.50 |
|
|
Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,052.00 |
2,028.25 |
1,901.25 |
|
R3 |
1,981.00 |
1,957.25 |
1,881.75 |
|
R2 |
1,910.00 |
1,910.00 |
1,875.25 |
|
R1 |
1,886.25 |
1,886.25 |
1,868.75 |
1,898.00 |
PP |
1,839.00 |
1,839.00 |
1,839.00 |
1,845.00 |
S1 |
1,815.25 |
1,815.25 |
1,855.75 |
1,827.00 |
S2 |
1,768.00 |
1,768.00 |
1,849.25 |
|
S3 |
1,697.00 |
1,744.25 |
1,842.75 |
|
S4 |
1,626.00 |
1,673.25 |
1,823.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,867.75 |
1,802.00 |
65.75 |
3.6% |
24.75 |
1.4% |
6% |
False |
True |
342,237 |
10 |
1,867.75 |
1,770.50 |
97.25 |
5.4% |
28.50 |
1.6% |
37% |
False |
False |
355,533 |
20 |
1,867.75 |
1,747.00 |
120.75 |
6.7% |
27.50 |
1.5% |
49% |
False |
False |
266,888 |
40 |
1,867.75 |
1,747.00 |
120.75 |
6.7% |
25.00 |
1.4% |
49% |
False |
False |
184,121 |
60 |
1,867.75 |
1,722.75 |
145.00 |
8.0% |
24.75 |
1.4% |
57% |
False |
False |
122,827 |
80 |
1,867.75 |
1,652.25 |
215.50 |
11.9% |
24.00 |
1.3% |
71% |
False |
False |
92,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,037.00 |
2.618 |
1,964.00 |
1.618 |
1,919.25 |
1.000 |
1,891.50 |
0.618 |
1,874.50 |
HIGH |
1,846.75 |
0.618 |
1,829.75 |
0.500 |
1,824.50 |
0.382 |
1,819.00 |
LOW |
1,802.00 |
0.618 |
1,774.25 |
1.000 |
1,757.25 |
1.618 |
1,729.50 |
2.618 |
1,684.75 |
4.250 |
1,611.75 |
|
|
Fisher Pivots for day following 18-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,824.50 |
1,835.00 |
PP |
1,818.25 |
1,825.25 |
S1 |
1,812.00 |
1,815.50 |
|