Trading Metrics calculated at close of trading on 24-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2007 |
24-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,792.50 |
1,786.50 |
-6.00 |
-0.3% |
1,862.25 |
High |
1,803.25 |
1,815.75 |
12.50 |
0.7% |
1,867.75 |
Low |
1,783.25 |
1,784.75 |
1.50 |
0.1% |
1,800.75 |
Close |
1,787.00 |
1,815.25 |
28.25 |
1.6% |
1,806.50 |
Range |
20.00 |
31.00 |
11.00 |
55.0% |
67.00 |
ATR |
25.87 |
26.24 |
0.37 |
1.4% |
0.00 |
Volume |
308,366 |
330,904 |
22,538 |
7.3% |
1,523,358 |
|
Daily Pivots for day following 24-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,898.25 |
1,887.75 |
1,832.25 |
|
R3 |
1,867.25 |
1,856.75 |
1,823.75 |
|
R2 |
1,836.25 |
1,836.25 |
1,821.00 |
|
R1 |
1,825.75 |
1,825.75 |
1,818.00 |
1,831.00 |
PP |
1,805.25 |
1,805.25 |
1,805.25 |
1,808.00 |
S1 |
1,794.75 |
1,794.75 |
1,812.50 |
1,800.00 |
S2 |
1,774.25 |
1,774.25 |
1,809.50 |
|
S3 |
1,743.25 |
1,763.75 |
1,806.75 |
|
S4 |
1,712.25 |
1,732.75 |
1,798.25 |
|
|
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 |
1,846.75 |
1,783.25 |
63.50 |
3.5% |
28.25 |
1.6% |
50% |
False |
False |
384,211 |
10 |
1,867.75 |
1,783.25 |
84.50 |
4.7% |
25.75 |
1.4% |
38% |
False |
False |
360,204 |
20 |
1,867.75 |
1,747.00 |
120.75 |
6.7% |
26.75 |
1.5% |
57% |
False |
False |
292,240 |
40 |
1,867.75 |
1,747.00 |
120.75 |
6.7% |
26.25 |
1.4% |
57% |
False |
False |
222,457 |
60 |
1,867.75 |
1,722.75 |
145.00 |
8.0% |
24.75 |
1.4% |
64% |
False |
False |
148,405 |
80 |
1,867.75 |
1,658.75 |
209.00 |
11.5% |
24.00 |
1.3% |
75% |
False |
False |
111,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,947.50 |
2.618 |
1,897.00 |
1.618 |
1,866.00 |
1.000 |
1,846.75 |
0.618 |
1,835.00 |
HIGH |
1,815.75 |
0.618 |
1,804.00 |
0.500 |
1,800.25 |
0.382 |
1,796.50 |
LOW |
1,784.75 |
0.618 |
1,765.50 |
1.000 |
1,753.75 |
1.618 |
1,734.50 |
2.618 |
1,703.50 |
4.250 |
1,653.00 |
|
|
Fisher Pivots for day following 24-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,810.25 |
1,810.00 |
PP |
1,805.25 |
1,804.75 |
S1 |
1,800.25 |
1,799.50 |
|