Trading Metrics calculated at close of trading on 29-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2007 |
29-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,792.75 |
1,781.00 |
-11.75 |
-0.7% |
1,807.00 |
High |
1,795.75 |
1,798.25 |
2.50 |
0.1% |
1,823.50 |
Low |
1,773.00 |
1,775.25 |
2.25 |
0.1% |
1,773.00 |
Close |
1,779.25 |
1,786.75 |
7.50 |
0.4% |
1,779.25 |
Range |
22.75 |
23.00 |
0.25 |
1.1% |
50.50 |
ATR |
26.82 |
26.55 |
-0.27 |
-1.0% |
0.00 |
Volume |
396,353 |
373,952 |
-22,401 |
-5.7% |
1,687,843 |
|
Daily Pivots for day following 29-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,855.75 |
1,844.25 |
1,799.50 |
|
R3 |
1,832.75 |
1,821.25 |
1,793.00 |
|
R2 |
1,809.75 |
1,809.75 |
1,791.00 |
|
R1 |
1,798.25 |
1,798.25 |
1,788.75 |
1,804.00 |
PP |
1,786.75 |
1,786.75 |
1,786.75 |
1,789.50 |
S1 |
1,775.25 |
1,775.25 |
1,784.75 |
1,781.00 |
S2 |
1,763.75 |
1,763.75 |
1,782.50 |
|
S3 |
1,740.75 |
1,752.25 |
1,780.50 |
|
S4 |
1,717.75 |
1,729.25 |
1,774.00 |
|
|
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% |
27.00 |
1.5% |
27% |
False |
False |
348,336 |
10 |
1,867.75 |
1,773.00 |
94.75 |
5.3% |
26.25 |
1.5% |
15% |
False |
False |
358,515 |
20 |
1,867.75 |
1,747.00 |
120.75 |
6.8% |
28.25 |
1.6% |
33% |
False |
False |
322,494 |
40 |
1,867.75 |
1,747.00 |
120.75 |
6.8% |
26.50 |
1.5% |
33% |
False |
False |
249,964 |
60 |
1,867.75 |
1,722.75 |
145.00 |
8.1% |
25.00 |
1.4% |
44% |
False |
False |
166,776 |
80 |
1,867.75 |
1,668.75 |
199.00 |
11.1% |
24.50 |
1.4% |
59% |
False |
False |
125,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,896.00 |
2.618 |
1,858.50 |
1.618 |
1,835.50 |
1.000 |
1,821.25 |
0.618 |
1,812.50 |
HIGH |
1,798.25 |
0.618 |
1,789.50 |
0.500 |
1,786.75 |
0.382 |
1,784.00 |
LOW |
1,775.25 |
0.618 |
1,761.00 |
1.000 |
1,752.25 |
1.618 |
1,738.00 |
2.618 |
1,715.00 |
4.250 |
1,677.50 |
|
|
Fisher Pivots for day following 29-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,786.75 |
1,798.25 |
PP |
1,786.75 |
1,794.50 |
S1 |
1,786.75 |
1,790.50 |
|