Trading Metrics calculated at close of trading on 19-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2007 |
19-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,438.5 |
1,432.4 |
-6.1 |
-0.4% |
1,440.9 |
High |
1,442.1 |
1,438.7 |
-3.4 |
-0.2% |
1,444.3 |
Low |
1,431.0 |
1,431.5 |
0.5 |
0.0% |
1,431.0 |
Close |
1,433.2 |
1,436.7 |
3.5 |
0.2% |
1,436.7 |
Range |
11.1 |
7.2 |
-3.9 |
-35.1% |
13.3 |
ATR |
11.3 |
11.0 |
-0.3 |
-2.6% |
0.0 |
Volume |
35,713 |
31,294 |
-4,419 |
-12.4% |
123,829 |
|
Daily Pivots for day following 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,457.2 |
1,454.2 |
1,440.7 |
|
R3 |
1,450.0 |
1,447.0 |
1,438.7 |
|
R2 |
1,442.8 |
1,442.8 |
1,438.0 |
|
R1 |
1,439.8 |
1,439.8 |
1,437.4 |
1,441.3 |
PP |
1,435.6 |
1,435.6 |
1,435.6 |
1,436.4 |
S1 |
1,432.6 |
1,432.6 |
1,436.0 |
1,434.1 |
S2 |
1,428.4 |
1,428.4 |
1,435.4 |
|
S3 |
1,421.2 |
1,425.4 |
1,434.7 |
|
S4 |
1,414.0 |
1,418.2 |
1,432.7 |
|
|
Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,477.2 |
1,470.3 |
1,444.0 |
|
R3 |
1,463.9 |
1,457.0 |
1,440.4 |
|
R2 |
1,450.6 |
1,450.6 |
1,439.1 |
|
R1 |
1,443.7 |
1,443.7 |
1,437.9 |
1,440.5 |
PP |
1,437.3 |
1,437.3 |
1,437.3 |
1,435.8 |
S1 |
1,430.4 |
1,430.4 |
1,435.5 |
1,427.2 |
S2 |
1,424.0 |
1,424.0 |
1,434.3 |
|
S3 |
1,410.7 |
1,417.1 |
1,433.0 |
|
S4 |
1,397.4 |
1,403.8 |
1,429.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,444.3 |
1,428.2 |
16.1 |
1.1% |
9.3 |
0.6% |
53% |
False |
False |
31,107 |
10 |
1,444.3 |
1,412.2 |
32.1 |
2.2% |
11.3 |
0.8% |
76% |
False |
False |
30,815 |
20 |
1,444.3 |
1,412.2 |
32.1 |
2.2% |
11.5 |
0.8% |
76% |
False |
False |
27,034 |
40 |
1,444.9 |
1,392.0 |
52.9 |
3.7% |
10.7 |
0.7% |
84% |
False |
False |
38,285 |
60 |
1,444.9 |
1,377.5 |
67.4 |
4.7% |
9.9 |
0.7% |
88% |
False |
False |
26,172 |
80 |
1,444.9 |
1,332.0 |
112.9 |
7.9% |
9.3 |
0.6% |
93% |
False |
False |
19,717 |
100 |
1,444.9 |
1,316.9 |
128.0 |
8.9% |
7.9 |
0.5% |
94% |
False |
False |
15,792 |
120 |
1,444.9 |
1,287.7 |
157.2 |
10.9% |
6.6 |
0.5% |
95% |
False |
False |
13,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,469.3 |
2.618 |
1,457.5 |
1.618 |
1,450.3 |
1.000 |
1,445.9 |
0.618 |
1,443.1 |
HIGH |
1,438.7 |
0.618 |
1,435.9 |
0.500 |
1,435.1 |
0.382 |
1,434.3 |
LOW |
1,431.5 |
0.618 |
1,427.1 |
1.000 |
1,424.3 |
1.618 |
1,419.9 |
2.618 |
1,412.7 |
4.250 |
1,400.9 |
|
|
Fisher Pivots for day following 19-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,436.2 |
1,436.9 |
PP |
1,435.6 |
1,436.8 |
S1 |
1,435.1 |
1,436.8 |
|