Trading Metrics calculated at close of trading on 16-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2007 |
16-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
6,294.5 |
6,268.0 |
-26.5 |
-0.4% |
6,262.0 |
High |
6,294.5 |
6,284.5 |
-10.0 |
-0.2% |
6,294.0 |
Low |
6,277.0 |
6,227.0 |
-50.0 |
-0.8% |
6,153.5 |
Close |
6,291.0 |
6,228.0 |
-63.0 |
-1.0% |
6,251.5 |
Range |
17.5 |
57.5 |
40.0 |
228.6% |
140.5 |
ATR |
44.1 |
45.5 |
1.4 |
3.2% |
0.0 |
Volume |
270 |
107 |
-163 |
-60.4% |
930 |
|
Daily Pivots for day following 16-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,419.0 |
6,381.0 |
6,259.5 |
|
R3 |
6,361.5 |
6,323.5 |
6,244.0 |
|
R2 |
6,304.0 |
6,304.0 |
6,238.5 |
|
R1 |
6,266.0 |
6,266.0 |
6,233.5 |
6,256.0 |
PP |
6,246.5 |
6,246.5 |
6,246.5 |
6,241.5 |
S1 |
6,208.5 |
6,208.5 |
6,222.5 |
6,199.0 |
S2 |
6,189.0 |
6,189.0 |
6,217.5 |
|
S3 |
6,131.5 |
6,151.0 |
6,212.0 |
|
S4 |
6,074.0 |
6,093.5 |
6,196.5 |
|
|
Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,654.5 |
6,593.5 |
6,329.0 |
|
R3 |
6,514.0 |
6,453.0 |
6,290.0 |
|
R2 |
6,373.5 |
6,373.5 |
6,277.5 |
|
R1 |
6,312.5 |
6,312.5 |
6,264.5 |
6,273.0 |
PP |
6,233.0 |
6,233.0 |
6,233.0 |
6,213.0 |
S1 |
6,172.0 |
6,172.0 |
6,238.5 |
6,132.0 |
S2 |
6,092.5 |
6,092.5 |
6,225.5 |
|
S3 |
5,952.0 |
6,031.5 |
6,213.0 |
|
S4 |
5,811.5 |
5,891.0 |
6,174.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,294.5 |
6,153.5 |
141.0 |
2.3% |
51.5 |
0.8% |
53% |
False |
False |
192 |
10 |
6,353.0 |
6,153.5 |
199.5 |
3.2% |
48.0 |
0.8% |
37% |
False |
False |
1,588 |
20 |
6,353.0 |
6,153.5 |
199.5 |
3.2% |
28.5 |
0.5% |
37% |
False |
False |
800 |
40 |
6,353.0 |
6,077.0 |
276.0 |
4.4% |
18.0 |
0.3% |
55% |
False |
False |
540 |
60 |
6,353.0 |
6,077.0 |
276.0 |
4.4% |
13.0 |
0.2% |
55% |
False |
False |
372 |
80 |
6,353.0 |
5,868.0 |
485.0 |
7.8% |
9.5 |
0.2% |
74% |
False |
False |
285 |
100 |
6,353.0 |
5,868.0 |
485.0 |
7.8% |
7.5 |
0.1% |
74% |
False |
False |
228 |
120 |
6,353.0 |
5,868.0 |
485.0 |
7.8% |
6.5 |
0.1% |
74% |
False |
False |
190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,529.0 |
2.618 |
6,435.0 |
1.618 |
6,377.5 |
1.000 |
6,342.0 |
0.618 |
6,320.0 |
HIGH |
6,284.5 |
0.618 |
6,262.5 |
0.500 |
6,256.0 |
0.382 |
6,249.0 |
LOW |
6,227.0 |
0.618 |
6,191.5 |
1.000 |
6,169.5 |
1.618 |
6,134.0 |
2.618 |
6,076.5 |
4.250 |
5,982.5 |
|
|
Fisher Pivots for day following 16-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
6,256.0 |
6,261.0 |
PP |
6,246.5 |
6,250.0 |
S1 |
6,237.0 |
6,239.0 |
|