Trading Metrics calculated at close of trading on 23-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2007 |
23-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,437.2 |
1,431.3 |
-5.9 |
-0.4% |
1,440.9 |
High |
1,439.3 |
1,437.9 |
-1.4 |
-0.1% |
1,444.3 |
Low |
1,426.8 |
1,428.0 |
1.2 |
0.1% |
1,431.0 |
Close |
1,430.9 |
1,435.4 |
4.5 |
0.3% |
1,436.7 |
Range |
12.5 |
9.9 |
-2.6 |
-20.8% |
13.3 |
ATR |
11.1 |
11.0 |
-0.1 |
-0.8% |
0.0 |
Volume |
28,459 |
27,897 |
-562 |
-2.0% |
123,829 |
|
Daily Pivots for day following 23-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,463.5 |
1,459.3 |
1,440.8 |
|
R3 |
1,453.6 |
1,449.4 |
1,438.1 |
|
R2 |
1,443.7 |
1,443.7 |
1,437.2 |
|
R1 |
1,439.5 |
1,439.5 |
1,436.3 |
1,441.6 |
PP |
1,433.8 |
1,433.8 |
1,433.8 |
1,434.8 |
S1 |
1,429.6 |
1,429.6 |
1,434.5 |
1,431.7 |
S2 |
1,423.9 |
1,423.9 |
1,433.6 |
|
S3 |
1,414.0 |
1,419.7 |
1,432.7 |
|
S4 |
1,404.1 |
1,409.8 |
1,430.0 |
|
|
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 |
1,442.7 |
1,426.8 |
15.9 |
1.1% |
9.6 |
0.7% |
54% |
False |
False |
31,001 |
10 |
1,444.3 |
1,412.2 |
32.1 |
2.2% |
10.9 |
0.8% |
72% |
False |
False |
30,271 |
20 |
1,444.3 |
1,412.2 |
32.1 |
2.2% |
11.6 |
0.8% |
72% |
False |
False |
26,564 |
40 |
1,444.9 |
1,392.0 |
52.9 |
3.7% |
11.0 |
0.8% |
82% |
False |
False |
39,517 |
60 |
1,444.9 |
1,377.5 |
67.4 |
4.7% |
10.0 |
0.7% |
86% |
False |
False |
27,079 |
80 |
1,444.9 |
1,348.0 |
96.9 |
6.8% |
9.2 |
0.6% |
90% |
False |
False |
20,421 |
100 |
1,444.9 |
1,316.9 |
128.0 |
8.9% |
8.1 |
0.6% |
93% |
False |
False |
16,349 |
120 |
1,444.9 |
1,287.7 |
157.2 |
11.0% |
6.8 |
0.5% |
94% |
False |
False |
13,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,480.0 |
2.618 |
1,463.8 |
1.618 |
1,453.9 |
1.000 |
1,447.8 |
0.618 |
1,444.0 |
HIGH |
1,437.9 |
0.618 |
1,434.1 |
0.500 |
1,433.0 |
0.382 |
1,431.8 |
LOW |
1,428.0 |
0.618 |
1,421.9 |
1.000 |
1,418.1 |
1.618 |
1,412.0 |
2.618 |
1,402.1 |
4.250 |
1,385.9 |
|
|
Fisher Pivots for day following 23-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,434.6 |
1,434.6 |
PP |
1,433.8 |
1,433.8 |
S1 |
1,433.0 |
1,433.1 |
|