Trading Metrics calculated at close of trading on 04-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2007 |
04-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,433.00 |
1,425.25 |
-7.75 |
-0.5% |
1,421.00 |
High |
1,440.00 |
1,431.50 |
-8.50 |
-0.6% |
1,438.75 |
Low |
1,416.50 |
1,416.75 |
0.25 |
0.0% |
1,420.50 |
Close |
1,424.75 |
1,427.50 |
2.75 |
0.2% |
1,428.50 |
Range |
23.50 |
14.75 |
-8.75 |
-37.2% |
18.25 |
ATR |
11.42 |
11.66 |
0.24 |
2.1% |
0.00 |
Volume |
25,473 |
1,220,241 |
1,194,768 |
4,690.3% |
1,712,727 |
|
Daily Pivots for day following 04-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,469.50 |
1,463.25 |
1,435.50 |
|
R3 |
1,454.75 |
1,448.50 |
1,431.50 |
|
R2 |
1,440.00 |
1,440.00 |
1,430.25 |
|
R1 |
1,433.75 |
1,433.75 |
1,428.75 |
1,437.00 |
PP |
1,425.25 |
1,425.25 |
1,425.25 |
1,426.75 |
S1 |
1,419.00 |
1,419.00 |
1,426.25 |
1,422.00 |
S2 |
1,410.50 |
1,410.50 |
1,424.75 |
|
S3 |
1,395.75 |
1,404.25 |
1,423.50 |
|
S4 |
1,381.00 |
1,389.50 |
1,419.50 |
|
|
Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,484.00 |
1,474.50 |
1,438.50 |
|
R3 |
1,465.75 |
1,456.25 |
1,433.50 |
|
R2 |
1,447.50 |
1,447.50 |
1,431.75 |
|
R1 |
1,438.00 |
1,438.00 |
1,430.25 |
1,442.75 |
PP |
1,429.25 |
1,429.25 |
1,429.25 |
1,431.50 |
S1 |
1,419.75 |
1,419.75 |
1,426.75 |
1,424.50 |
S2 |
1,411.00 |
1,411.00 |
1,425.25 |
|
S3 |
1,392.75 |
1,401.50 |
1,423.50 |
|
S4 |
1,374.50 |
1,383.25 |
1,418.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,440.00 |
1,416.50 |
23.50 |
1.6% |
13.25 |
0.9% |
47% |
False |
False |
471,887 |
10 |
1,440.50 |
1,416.50 |
24.00 |
1.7% |
12.00 |
0.8% |
46% |
False |
False |
576,153 |
20 |
1,445.00 |
1,416.25 |
28.75 |
2.0% |
11.00 |
0.8% |
39% |
False |
False |
672,838 |
40 |
1,445.00 |
1,390.25 |
54.75 |
3.8% |
10.75 |
0.8% |
68% |
False |
False |
342,014 |
60 |
1,445.00 |
1,362.75 |
82.25 |
5.8% |
10.75 |
0.8% |
79% |
False |
False |
228,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,494.25 |
2.618 |
1,470.00 |
1.618 |
1,455.25 |
1.000 |
1,446.25 |
0.618 |
1,440.50 |
HIGH |
1,431.50 |
0.618 |
1,425.75 |
0.500 |
1,424.00 |
0.382 |
1,422.50 |
LOW |
1,416.75 |
0.618 |
1,407.75 |
1.000 |
1,402.00 |
1.618 |
1,393.00 |
2.618 |
1,378.25 |
4.250 |
1,354.00 |
|
|
Fisher Pivots for day following 04-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,426.50 |
1,428.25 |
PP |
1,425.25 |
1,428.00 |
S1 |
1,424.00 |
1,427.75 |
|