Trading Metrics calculated at close of trading on 30-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2007 |
30-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,781.00 |
1,787.75 |
6.75 |
0.4% |
1,807.00 |
High |
1,798.25 |
1,794.50 |
-3.75 |
-0.2% |
1,823.50 |
Low |
1,775.25 |
1,782.00 |
6.75 |
0.4% |
1,773.00 |
Close |
1,786.75 |
1,789.25 |
2.50 |
0.1% |
1,779.25 |
Range |
23.00 |
12.50 |
-10.50 |
-45.7% |
50.50 |
ATR |
26.55 |
25.54 |
-1.00 |
-3.8% |
0.00 |
Volume |
373,952 |
309,420 |
-64,532 |
-17.3% |
1,687,843 |
|
Daily Pivots for day following 30-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,826.00 |
1,820.25 |
1,796.00 |
|
R3 |
1,813.50 |
1,807.75 |
1,792.75 |
|
R2 |
1,801.00 |
1,801.00 |
1,791.50 |
|
R1 |
1,795.25 |
1,795.25 |
1,790.50 |
1,798.00 |
PP |
1,788.50 |
1,788.50 |
1,788.50 |
1,790.00 |
S1 |
1,782.75 |
1,782.75 |
1,788.00 |
1,785.50 |
S2 |
1,776.00 |
1,776.00 |
1,787.00 |
|
S3 |
1,763.50 |
1,770.25 |
1,785.75 |
|
S4 |
1,751.00 |
1,757.75 |
1,782.50 |
|
|
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% |
25.50 |
1.4% |
32% |
False |
False |
348,547 |
10 |
1,857.75 |
1,773.00 |
84.75 |
4.7% |
25.75 |
1.4% |
19% |
False |
False |
362,177 |
20 |
1,867.75 |
1,747.00 |
120.75 |
6.7% |
28.25 |
1.6% |
35% |
False |
False |
331,401 |
40 |
1,867.75 |
1,747.00 |
120.75 |
6.7% |
26.25 |
1.5% |
35% |
False |
False |
257,672 |
60 |
1,867.75 |
1,722.75 |
145.00 |
8.1% |
24.50 |
1.4% |
46% |
False |
False |
171,928 |
80 |
1,867.75 |
1,708.50 |
159.25 |
8.9% |
24.00 |
1.3% |
51% |
False |
False |
128,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,847.50 |
2.618 |
1,827.25 |
1.618 |
1,814.75 |
1.000 |
1,807.00 |
0.618 |
1,802.25 |
HIGH |
1,794.50 |
0.618 |
1,789.75 |
0.500 |
1,788.25 |
0.382 |
1,786.75 |
LOW |
1,782.00 |
0.618 |
1,774.25 |
1.000 |
1,769.50 |
1.618 |
1,761.75 |
2.618 |
1,749.25 |
4.250 |
1,729.00 |
|
|
Fisher Pivots for day following 30-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,789.00 |
1,788.00 |
PP |
1,788.50 |
1,786.75 |
S1 |
1,788.25 |
1,785.50 |
|