Trading Metrics calculated at close of trading on 22-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2007 |
22-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,805.50 |
1,807.00 |
1.50 |
0.1% |
1,862.25 |
High |
1,815.50 |
1,814.25 |
-1.25 |
-0.1% |
1,867.75 |
Low |
1,800.75 |
1,783.25 |
-17.50 |
-1.0% |
1,800.75 |
Close |
1,806.50 |
1,792.25 |
-14.25 |
-0.8% |
1,806.50 |
Range |
14.75 |
31.00 |
16.25 |
110.2% |
67.00 |
ATR |
25.97 |
26.33 |
0.36 |
1.4% |
0.00 |
Volume |
575,550 |
320,111 |
-255,439 |
-44.4% |
1,523,358 |
|
Daily Pivots for day following 22-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,889.50 |
1,872.00 |
1,809.25 |
|
R3 |
1,858.50 |
1,841.00 |
1,800.75 |
|
R2 |
1,827.50 |
1,827.50 |
1,798.00 |
|
R1 |
1,810.00 |
1,810.00 |
1,795.00 |
1,803.25 |
PP |
1,796.50 |
1,796.50 |
1,796.50 |
1,793.25 |
S1 |
1,779.00 |
1,779.00 |
1,789.50 |
1,772.25 |
S2 |
1,765.50 |
1,765.50 |
1,786.50 |
|
S3 |
1,734.50 |
1,748.00 |
1,783.75 |
|
S4 |
1,703.50 |
1,717.00 |
1,775.25 |
|
|
Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,026.00 |
1,983.25 |
1,843.25 |
|
R3 |
1,959.00 |
1,916.25 |
1,825.00 |
|
R2 |
1,892.00 |
1,892.00 |
1,818.75 |
|
R1 |
1,849.25 |
1,849.25 |
1,812.75 |
1,837.00 |
PP |
1,825.00 |
1,825.00 |
1,825.00 |
1,819.00 |
S1 |
1,782.25 |
1,782.25 |
1,800.25 |
1,770.00 |
S2 |
1,758.00 |
1,758.00 |
1,794.25 |
|
S3 |
1,691.00 |
1,715.25 |
1,788.00 |
|
S4 |
1,624.00 |
1,648.25 |
1,769.75 |
|
|
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 |
1,783.25 |
84.50 |
4.7% |
25.25 |
1.4% |
11% |
False |
True |
368,693 |
10 |
1,867.75 |
1,783.25 |
84.50 |
4.7% |
25.50 |
1.4% |
11% |
False |
True |
358,351 |
20 |
1,867.75 |
1,747.00 |
120.75 |
6.7% |
26.50 |
1.5% |
37% |
False |
False |
284,980 |
40 |
1,867.75 |
1,747.00 |
120.75 |
6.7% |
25.50 |
1.4% |
37% |
False |
False |
206,493 |
60 |
1,867.75 |
1,722.75 |
145.00 |
8.1% |
24.75 |
1.4% |
48% |
False |
False |
137,751 |
80 |
1,867.75 |
1,658.75 |
209.00 |
11.7% |
24.00 |
1.3% |
64% |
False |
False |
103,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,946.00 |
2.618 |
1,895.50 |
1.618 |
1,864.50 |
1.000 |
1,845.25 |
0.618 |
1,833.50 |
HIGH |
1,814.25 |
0.618 |
1,802.50 |
0.500 |
1,798.75 |
0.382 |
1,795.00 |
LOW |
1,783.25 |
0.618 |
1,764.00 |
1.000 |
1,752.25 |
1.618 |
1,733.00 |
2.618 |
1,702.00 |
4.250 |
1,651.50 |
|
|
Fisher Pivots for day following 22-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,798.75 |
1,815.00 |
PP |
1,796.50 |
1,807.50 |
S1 |
1,794.50 |
1,799.75 |
|