Trading Metrics calculated at close of trading on 25-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2007 |
25-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,786.50 |
1,819.50 |
33.00 |
1.8% |
1,862.25 |
High |
1,815.75 |
1,823.50 |
7.75 |
0.4% |
1,867.75 |
Low |
1,784.75 |
1,784.75 |
0.00 |
0.0% |
1,800.75 |
Close |
1,815.25 |
1,791.25 |
-24.00 |
-1.3% |
1,806.50 |
Range |
31.00 |
38.75 |
7.75 |
25.0% |
67.00 |
ATR |
26.24 |
27.13 |
0.89 |
3.4% |
0.00 |
Volume |
330,904 |
332,109 |
1,205 |
0.4% |
1,523,358 |
|
Daily Pivots for day following 25-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,916.00 |
1,892.50 |
1,812.50 |
|
R3 |
1,877.25 |
1,853.75 |
1,802.00 |
|
R2 |
1,838.50 |
1,838.50 |
1,798.25 |
|
R1 |
1,815.00 |
1,815.00 |
1,794.75 |
1,807.50 |
PP |
1,799.75 |
1,799.75 |
1,799.75 |
1,796.00 |
S1 |
1,776.25 |
1,776.25 |
1,787.75 |
1,768.50 |
S2 |
1,761.00 |
1,761.00 |
1,784.25 |
|
S3 |
1,722.25 |
1,737.50 |
1,780.50 |
|
S4 |
1,683.50 |
1,698.75 |
1,770.00 |
|
|
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 |
1,823.50 |
1,783.25 |
40.25 |
2.2% |
27.00 |
1.5% |
20% |
True |
False |
373,408 |
10 |
1,867.75 |
1,783.25 |
84.50 |
4.7% |
26.00 |
1.4% |
9% |
False |
False |
357,822 |
20 |
1,867.75 |
1,747.00 |
120.75 |
6.7% |
27.25 |
1.5% |
37% |
False |
False |
298,023 |
40 |
1,867.75 |
1,747.00 |
120.75 |
6.7% |
27.00 |
1.5% |
37% |
False |
False |
230,747 |
60 |
1,867.75 |
1,722.75 |
145.00 |
8.1% |
24.75 |
1.4% |
47% |
False |
False |
153,939 |
80 |
1,867.75 |
1,658.75 |
209.00 |
11.7% |
24.50 |
1.4% |
63% |
False |
False |
115,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,988.25 |
2.618 |
1,925.00 |
1.618 |
1,886.25 |
1.000 |
1,862.25 |
0.618 |
1,847.50 |
HIGH |
1,823.50 |
0.618 |
1,808.75 |
0.500 |
1,804.00 |
0.382 |
1,799.50 |
LOW |
1,784.75 |
0.618 |
1,760.75 |
1.000 |
1,746.00 |
1.618 |
1,722.00 |
2.618 |
1,683.25 |
4.250 |
1,620.00 |
|
|
Fisher Pivots for day following 25-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,804.00 |
1,803.50 |
PP |
1,799.75 |
1,799.25 |
S1 |
1,795.50 |
1,795.25 |
|