Trading Metrics calculated at close of trading on 26-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2007 |
26-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
6,334.5 |
6,238.0 |
-96.5 |
-1.5% |
6,273.0 |
High |
6,345.0 |
6,283.0 |
-62.0 |
-1.0% |
6,345.0 |
Low |
6,270.5 |
6,231.5 |
-39.0 |
-0.6% |
6,231.5 |
Close |
6,287.0 |
6,244.0 |
-43.0 |
-0.7% |
6,244.0 |
Range |
74.5 |
51.5 |
-23.0 |
-30.9% |
113.5 |
ATR |
49.6 |
50.0 |
0.4 |
0.9% |
0.0 |
Volume |
51 |
98 |
47 |
92.2% |
1,796 |
|
Daily Pivots for day following 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,407.5 |
6,377.0 |
6,272.5 |
|
R3 |
6,356.0 |
6,325.5 |
6,258.0 |
|
R2 |
6,304.5 |
6,304.5 |
6,253.5 |
|
R1 |
6,274.0 |
6,274.0 |
6,248.5 |
6,289.0 |
PP |
6,253.0 |
6,253.0 |
6,253.0 |
6,260.5 |
S1 |
6,222.5 |
6,222.5 |
6,239.5 |
6,238.0 |
S2 |
6,201.5 |
6,201.5 |
6,234.5 |
|
S3 |
6,150.0 |
6,171.0 |
6,230.0 |
|
S4 |
6,098.5 |
6,119.5 |
6,215.5 |
|
|
Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,614.0 |
6,542.5 |
6,306.5 |
|
R3 |
6,500.5 |
6,429.0 |
6,275.0 |
|
R2 |
6,387.0 |
6,387.0 |
6,265.0 |
|
R1 |
6,315.5 |
6,315.5 |
6,254.5 |
6,294.5 |
PP |
6,273.5 |
6,273.5 |
6,273.5 |
6,263.0 |
S1 |
6,202.0 |
6,202.0 |
6,233.5 |
6,181.0 |
S2 |
6,160.0 |
6,160.0 |
6,223.0 |
|
S3 |
6,046.5 |
6,088.5 |
6,213.0 |
|
S4 |
5,933.0 |
5,975.0 |
6,181.5 |
|
|
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 |
6,231.5 |
113.5 |
1.8% |
51.5 |
0.8% |
11% |
False |
True |
359 |
10 |
6,345.0 |
6,197.5 |
147.5 |
2.4% |
46.5 |
0.7% |
32% |
False |
False |
250 |
20 |
6,353.0 |
6,153.5 |
199.5 |
3.2% |
44.5 |
0.7% |
45% |
False |
False |
903 |
40 |
6,353.0 |
6,081.0 |
272.0 |
4.4% |
26.5 |
0.4% |
60% |
False |
False |
517 |
60 |
6,353.0 |
6,077.0 |
276.0 |
4.4% |
19.0 |
0.3% |
61% |
False |
False |
406 |
80 |
6,353.0 |
6,028.5 |
324.5 |
5.2% |
14.5 |
0.2% |
66% |
False |
False |
311 |
100 |
6,353.0 |
5,868.0 |
485.0 |
7.8% |
11.5 |
0.2% |
78% |
False |
False |
249 |
120 |
6,353.0 |
5,868.0 |
485.0 |
7.8% |
9.5 |
0.2% |
78% |
False |
False |
207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,502.0 |
2.618 |
6,418.0 |
1.618 |
6,366.5 |
1.000 |
6,334.5 |
0.618 |
6,315.0 |
HIGH |
6,283.0 |
0.618 |
6,263.5 |
0.500 |
6,257.0 |
0.382 |
6,251.0 |
LOW |
6,231.5 |
0.618 |
6,199.5 |
1.000 |
6,180.0 |
1.618 |
6,148.0 |
2.618 |
6,096.5 |
4.250 |
6,012.5 |
|
|
Fisher Pivots for day following 26-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
6,257.0 |
6,288.0 |
PP |
6,253.0 |
6,273.5 |
S1 |
6,248.5 |
6,259.0 |
|