Trading Metrics calculated at close of trading on 30-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2007 |
30-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
6,233.5 |
6,227.0 |
-6.5 |
-0.1% |
6,273.0 |
High |
6,265.5 |
6,255.5 |
-10.0 |
-0.2% |
6,345.0 |
Low |
6,233.5 |
6,227.0 |
-6.5 |
-0.1% |
6,231.5 |
Close |
6,255.5 |
6,250.5 |
-5.0 |
-0.1% |
6,244.0 |
Range |
32.0 |
28.5 |
-3.5 |
-10.9% |
113.5 |
ATR |
48.7 |
47.3 |
-1.4 |
-3.0% |
0.0 |
Volume |
91 |
226 |
135 |
148.4% |
1,796 |
|
Daily Pivots for day following 30-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,330.0 |
6,318.5 |
6,266.0 |
|
R3 |
6,301.5 |
6,290.0 |
6,258.5 |
|
R2 |
6,273.0 |
6,273.0 |
6,255.5 |
|
R1 |
6,261.5 |
6,261.5 |
6,253.0 |
6,267.0 |
PP |
6,244.5 |
6,244.5 |
6,244.5 |
6,247.0 |
S1 |
6,233.0 |
6,233.0 |
6,248.0 |
6,239.0 |
S2 |
6,216.0 |
6,216.0 |
6,245.5 |
|
S3 |
6,187.5 |
6,204.5 |
6,242.5 |
|
S4 |
6,159.0 |
6,176.0 |
6,235.0 |
|
|
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 |
6,227.0 |
118.0 |
1.9% |
49.5 |
0.8% |
20% |
False |
True |
307 |
10 |
6,345.0 |
6,197.5 |
147.5 |
2.4% |
45.0 |
0.7% |
36% |
False |
False |
244 |
20 |
6,353.0 |
6,153.5 |
199.5 |
3.2% |
46.5 |
0.7% |
49% |
False |
False |
916 |
40 |
6,353.0 |
6,081.0 |
272.0 |
4.4% |
27.0 |
0.4% |
62% |
False |
False |
516 |
60 |
6,353.0 |
6,077.0 |
276.0 |
4.4% |
20.0 |
0.3% |
63% |
False |
False |
409 |
80 |
6,353.0 |
6,067.5 |
285.5 |
4.6% |
15.5 |
0.2% |
64% |
False |
False |
315 |
100 |
6,353.0 |
5,868.0 |
485.0 |
7.8% |
12.0 |
0.2% |
79% |
False |
False |
252 |
120 |
6,353.0 |
5,868.0 |
485.0 |
7.8% |
10.0 |
0.2% |
79% |
False |
False |
210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,376.5 |
2.618 |
6,330.0 |
1.618 |
6,301.5 |
1.000 |
6,284.0 |
0.618 |
6,273.0 |
HIGH |
6,255.5 |
0.618 |
6,244.5 |
0.500 |
6,241.0 |
0.382 |
6,238.0 |
LOW |
6,227.0 |
0.618 |
6,209.5 |
1.000 |
6,198.5 |
1.618 |
6,181.0 |
2.618 |
6,152.5 |
4.250 |
6,106.0 |
|
|
Fisher Pivots for day following 30-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
6,247.5 |
6,255.0 |
PP |
6,244.5 |
6,253.5 |
S1 |
6,241.0 |
6,252.0 |
|