Trading Metrics calculated at close of trading on 25-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2007 |
25-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
6,268.0 |
6,334.5 |
66.5 |
1.1% |
6,294.5 |
High |
6,329.0 |
6,345.0 |
16.0 |
0.3% |
6,294.5 |
Low |
6,267.5 |
6,270.5 |
3.0 |
0.0% |
6,197.5 |
Close |
6,323.5 |
6,287.0 |
-36.5 |
-0.6% |
6,253.0 |
Range |
61.5 |
74.5 |
13.0 |
21.1% |
97.0 |
ATR |
47.6 |
49.6 |
1.9 |
4.0% |
0.0 |
Volume |
1,072 |
51 |
-1,021 |
-95.2% |
713 |
|
Daily Pivots for day following 25-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,524.5 |
6,480.0 |
6,328.0 |
|
R3 |
6,450.0 |
6,405.5 |
6,307.5 |
|
R2 |
6,375.5 |
6,375.5 |
6,300.5 |
|
R1 |
6,331.0 |
6,331.0 |
6,294.0 |
6,316.0 |
PP |
6,301.0 |
6,301.0 |
6,301.0 |
6,293.0 |
S1 |
6,256.5 |
6,256.5 |
6,280.0 |
6,241.5 |
S2 |
6,226.5 |
6,226.5 |
6,273.5 |
|
S3 |
6,152.0 |
6,182.0 |
6,266.5 |
|
S4 |
6,077.5 |
6,107.5 |
6,246.0 |
|
|
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 |
6,345.0 |
6,201.0 |
144.0 |
2.3% |
53.5 |
0.9% |
60% |
True |
False |
382 |
10 |
6,345.0 |
6,197.5 |
147.5 |
2.3% |
47.0 |
0.7% |
61% |
True |
False |
245 |
20 |
6,353.0 |
6,153.5 |
199.5 |
3.2% |
42.5 |
0.7% |
67% |
False |
False |
900 |
40 |
6,353.0 |
6,077.0 |
276.0 |
4.4% |
25.5 |
0.4% |
76% |
False |
False |
515 |
60 |
6,353.0 |
6,077.0 |
276.0 |
4.4% |
18.0 |
0.3% |
76% |
False |
False |
404 |
80 |
6,353.0 |
5,996.5 |
356.5 |
5.7% |
14.0 |
0.2% |
81% |
False |
False |
310 |
100 |
6,353.0 |
5,868.0 |
485.0 |
7.7% |
11.0 |
0.2% |
86% |
False |
False |
248 |
120 |
6,353.0 |
5,868.0 |
485.0 |
7.7% |
9.0 |
0.1% |
86% |
False |
False |
207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,661.5 |
2.618 |
6,540.0 |
1.618 |
6,465.5 |
1.000 |
6,419.5 |
0.618 |
6,391.0 |
HIGH |
6,345.0 |
0.618 |
6,316.5 |
0.500 |
6,308.0 |
0.382 |
6,299.0 |
LOW |
6,270.5 |
0.618 |
6,224.5 |
1.000 |
6,196.0 |
1.618 |
6,150.0 |
2.618 |
6,075.5 |
4.250 |
5,954.0 |
|
|
Fisher Pivots for day following 25-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
6,308.0 |
6,291.0 |
PP |
6,301.0 |
6,289.5 |
S1 |
6,294.0 |
6,288.0 |
|