Trading Metrics calculated at close of trading on 26-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2007 |
26-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,819.50 |
1,792.75 |
-26.75 |
-1.5% |
1,807.00 |
High |
1,823.50 |
1,795.75 |
-27.75 |
-1.5% |
1,823.50 |
Low |
1,784.75 |
1,773.00 |
-11.75 |
-0.7% |
1,773.00 |
Close |
1,791.25 |
1,779.25 |
-12.00 |
-0.7% |
1,779.25 |
Range |
38.75 |
22.75 |
-16.00 |
-41.3% |
50.50 |
ATR |
27.13 |
26.82 |
-0.31 |
-1.2% |
0.00 |
Volume |
332,109 |
396,353 |
64,244 |
19.3% |
1,687,843 |
|
Daily Pivots for day following 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,851.00 |
1,837.75 |
1,791.75 |
|
R3 |
1,828.25 |
1,815.00 |
1,785.50 |
|
R2 |
1,805.50 |
1,805.50 |
1,783.50 |
|
R1 |
1,792.25 |
1,792.25 |
1,781.25 |
1,787.50 |
PP |
1,782.75 |
1,782.75 |
1,782.75 |
1,780.25 |
S1 |
1,769.50 |
1,769.50 |
1,777.25 |
1,764.75 |
S2 |
1,760.00 |
1,760.00 |
1,775.00 |
|
S3 |
1,737.25 |
1,746.75 |
1,773.00 |
|
S4 |
1,714.50 |
1,724.00 |
1,766.75 |
|
|
Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,943.50 |
1,911.75 |
1,807.00 |
|
R3 |
1,893.00 |
1,861.25 |
1,793.25 |
|
R2 |
1,842.50 |
1,842.50 |
1,788.50 |
|
R1 |
1,810.75 |
1,810.75 |
1,784.00 |
1,801.50 |
PP |
1,792.00 |
1,792.00 |
1,792.00 |
1,787.25 |
S1 |
1,760.25 |
1,760.25 |
1,774.50 |
1,751.00 |
S2 |
1,741.50 |
1,741.50 |
1,770.00 |
|
S3 |
1,691.00 |
1,709.75 |
1,765.25 |
|
S4 |
1,640.50 |
1,659.25 |
1,751.50 |
|
|
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 |
1,773.00 |
50.50 |
2.8% |
28.75 |
1.6% |
12% |
False |
True |
337,568 |
10 |
1,867.75 |
1,773.00 |
94.75 |
5.3% |
25.50 |
1.4% |
7% |
False |
True |
361,213 |
20 |
1,867.75 |
1,747.00 |
120.75 |
6.8% |
27.75 |
1.6% |
27% |
False |
False |
308,192 |
40 |
1,867.75 |
1,747.00 |
120.75 |
6.8% |
26.50 |
1.5% |
27% |
False |
False |
240,645 |
60 |
1,867.75 |
1,722.75 |
145.00 |
8.1% |
24.75 |
1.4% |
39% |
False |
False |
160,544 |
80 |
1,867.75 |
1,658.75 |
209.00 |
11.7% |
24.50 |
1.4% |
58% |
False |
False |
120,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,892.50 |
2.618 |
1,855.25 |
1.618 |
1,832.50 |
1.000 |
1,818.50 |
0.618 |
1,809.75 |
HIGH |
1,795.75 |
0.618 |
1,787.00 |
0.500 |
1,784.50 |
0.382 |
1,781.75 |
LOW |
1,773.00 |
0.618 |
1,759.00 |
1.000 |
1,750.25 |
1.618 |
1,736.25 |
2.618 |
1,713.50 |
4.250 |
1,676.25 |
|
|
Fisher Pivots for day following 26-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,784.50 |
1,798.25 |
PP |
1,782.75 |
1,792.00 |
S1 |
1,781.00 |
1,785.50 |
|