Trading Metrics calculated at close of trading on 31-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2007 |
31-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,787.75 |
1,789.50 |
1.75 |
0.1% |
1,807.00 |
High |
1,794.50 |
1,808.75 |
14.25 |
0.8% |
1,823.50 |
Low |
1,782.00 |
1,773.50 |
-8.50 |
-0.5% |
1,773.00 |
Close |
1,789.25 |
1,802.50 |
13.25 |
0.7% |
1,779.25 |
Range |
12.50 |
35.25 |
22.75 |
182.0% |
50.50 |
ATR |
25.54 |
26.24 |
0.69 |
2.7% |
0.00 |
Volume |
309,420 |
228,165 |
-81,255 |
-26.3% |
1,687,843 |
|
Daily Pivots for day following 31-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,900.75 |
1,886.75 |
1,822.00 |
|
R3 |
1,865.50 |
1,851.50 |
1,812.25 |
|
R2 |
1,830.25 |
1,830.25 |
1,809.00 |
|
R1 |
1,816.25 |
1,816.25 |
1,805.75 |
1,823.25 |
PP |
1,795.00 |
1,795.00 |
1,795.00 |
1,798.50 |
S1 |
1,781.00 |
1,781.00 |
1,799.25 |
1,788.00 |
S2 |
1,759.75 |
1,759.75 |
1,796.00 |
|
S3 |
1,724.50 |
1,745.75 |
1,792.75 |
|
S4 |
1,689.25 |
1,710.50 |
1,783.00 |
|
|
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% |
26.50 |
1.5% |
58% |
False |
False |
327,999 |
10 |
1,846.75 |
1,773.00 |
73.75 |
4.1% |
27.50 |
1.5% |
40% |
False |
False |
356,105 |
20 |
1,867.75 |
1,747.00 |
120.75 |
6.7% |
29.00 |
1.6% |
46% |
False |
False |
336,717 |
40 |
1,867.75 |
1,747.00 |
120.75 |
6.7% |
26.75 |
1.5% |
46% |
False |
False |
263,348 |
60 |
1,867.75 |
1,722.75 |
145.00 |
8.0% |
24.75 |
1.4% |
55% |
False |
False |
175,726 |
80 |
1,867.75 |
1,708.50 |
159.25 |
8.8% |
24.25 |
1.3% |
59% |
False |
False |
131,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,958.50 |
2.618 |
1,901.00 |
1.618 |
1,865.75 |
1.000 |
1,844.00 |
0.618 |
1,830.50 |
HIGH |
1,808.75 |
0.618 |
1,795.25 |
0.500 |
1,791.00 |
0.382 |
1,787.00 |
LOW |
1,773.50 |
0.618 |
1,751.75 |
1.000 |
1,738.25 |
1.618 |
1,716.50 |
2.618 |
1,681.25 |
4.250 |
1,623.75 |
|
|
Fisher Pivots for day following 31-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,798.75 |
1,798.75 |
PP |
1,795.00 |
1,795.00 |
S1 |
1,791.00 |
1,791.00 |
|