Trading Metrics calculated at close of trading on 24-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2007 |
24-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
6,237.0 |
6,268.0 |
31.0 |
0.5% |
6,294.5 |
High |
6,260.0 |
6,329.0 |
69.0 |
1.1% |
6,294.5 |
Low |
6,236.5 |
6,267.5 |
31.0 |
0.5% |
6,197.5 |
Close |
6,239.5 |
6,323.5 |
84.0 |
1.3% |
6,253.0 |
Range |
23.5 |
61.5 |
38.0 |
161.7% |
97.0 |
ATR |
44.4 |
47.6 |
3.2 |
7.2% |
0.0 |
Volume |
77 |
1,072 |
995 |
1,292.2% |
713 |
|
Daily Pivots for day following 24-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,491.0 |
6,469.0 |
6,357.5 |
|
R3 |
6,429.5 |
6,407.5 |
6,340.5 |
|
R2 |
6,368.0 |
6,368.0 |
6,335.0 |
|
R1 |
6,346.0 |
6,346.0 |
6,329.0 |
6,357.0 |
PP |
6,306.5 |
6,306.5 |
6,306.5 |
6,312.0 |
S1 |
6,284.5 |
6,284.5 |
6,318.0 |
6,295.5 |
S2 |
6,245.0 |
6,245.0 |
6,312.0 |
|
S3 |
6,183.5 |
6,223.0 |
6,306.5 |
|
S4 |
6,122.0 |
6,161.5 |
6,289.5 |
|
|
Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,539.5 |
6,493.0 |
6,306.5 |
|
R3 |
6,442.5 |
6,396.0 |
6,279.5 |
|
R2 |
6,345.5 |
6,345.5 |
6,271.0 |
|
R1 |
6,299.0 |
6,299.0 |
6,262.0 |
6,274.0 |
PP |
6,248.5 |
6,248.5 |
6,248.5 |
6,235.5 |
S1 |
6,202.0 |
6,202.0 |
6,244.0 |
6,177.0 |
S2 |
6,151.5 |
6,151.5 |
6,235.0 |
|
S3 |
6,054.5 |
6,105.0 |
6,226.5 |
|
S4 |
5,957.5 |
6,008.0 |
6,199.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,329.0 |
6,201.0 |
128.0 |
2.0% |
44.0 |
0.7% |
96% |
True |
False |
381 |
10 |
6,329.0 |
6,153.5 |
175.5 |
2.8% |
50.0 |
0.8% |
97% |
True |
False |
279 |
20 |
6,353.0 |
6,153.5 |
199.5 |
3.2% |
40.0 |
0.6% |
85% |
False |
False |
897 |
40 |
6,353.0 |
6,077.0 |
276.0 |
4.4% |
23.5 |
0.4% |
89% |
False |
False |
514 |
60 |
6,353.0 |
6,077.0 |
276.0 |
4.4% |
17.0 |
0.3% |
89% |
False |
False |
403 |
80 |
6,353.0 |
5,996.5 |
356.5 |
5.6% |
13.0 |
0.2% |
92% |
False |
False |
310 |
100 |
6,353.0 |
5,868.0 |
485.0 |
7.7% |
10.5 |
0.2% |
94% |
False |
False |
248 |
120 |
6,353.0 |
5,868.0 |
485.0 |
7.7% |
8.5 |
0.1% |
94% |
False |
False |
206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,590.5 |
2.618 |
6,490.0 |
1.618 |
6,428.5 |
1.000 |
6,390.5 |
0.618 |
6,367.0 |
HIGH |
6,329.0 |
0.618 |
6,305.5 |
0.500 |
6,298.0 |
0.382 |
6,291.0 |
LOW |
6,267.5 |
0.618 |
6,229.5 |
1.000 |
6,206.0 |
1.618 |
6,168.0 |
2.618 |
6,106.5 |
4.250 |
6,006.0 |
|
|
Fisher Pivots for day following 24-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
6,315.0 |
6,309.5 |
PP |
6,306.5 |
6,296.0 |
S1 |
6,298.0 |
6,282.0 |
|