Trading Metrics calculated at close of trading on 03-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2006 |
03-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,667 |
12,735 |
68 |
0.5% |
12,591 |
High |
12,667 |
12,735 |
68 |
0.5% |
12,677 |
Low |
12,667 |
12,577 |
-90 |
-0.7% |
12,591 |
Close |
12,636 |
12,629 |
-7 |
-0.1% |
12,636 |
Range |
0 |
158 |
158 |
|
86 |
ATR |
47 |
55 |
8 |
16.7% |
0 |
Volume |
1 |
9 |
8 |
800.0% |
6 |
|
Daily Pivots for day following 03-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,121 |
13,033 |
12,716 |
|
R3 |
12,963 |
12,875 |
12,673 |
|
R2 |
12,805 |
12,805 |
12,658 |
|
R1 |
12,717 |
12,717 |
12,644 |
12,682 |
PP |
12,647 |
12,647 |
12,647 |
12,630 |
S1 |
12,559 |
12,559 |
12,615 |
12,524 |
S2 |
12,489 |
12,489 |
12,600 |
|
S3 |
12,331 |
12,401 |
12,586 |
|
S4 |
12,173 |
12,243 |
12,542 |
|
|
Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,893 |
12,850 |
12,683 |
|
R3 |
12,807 |
12,764 |
12,660 |
|
R2 |
12,721 |
12,721 |
12,652 |
|
R1 |
12,678 |
12,678 |
12,644 |
12,700 |
PP |
12,635 |
12,635 |
12,635 |
12,645 |
S1 |
12,592 |
12,592 |
12,628 |
12,614 |
S2 |
12,549 |
12,549 |
12,620 |
|
S3 |
12,463 |
12,506 |
12,612 |
|
S4 |
12,377 |
12,420 |
12,589 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,735 |
12,577 |
158 |
1.3% |
32 |
0.3% |
33% |
True |
True |
3 |
10 |
12,735 |
12,522 |
213 |
1.7% |
28 |
0.2% |
50% |
True |
False |
3 |
20 |
12,735 |
12,418 |
317 |
2.5% |
27 |
0.2% |
67% |
True |
False |
46 |
40 |
12,735 |
12,303 |
432 |
3.4% |
14 |
0.1% |
75% |
True |
False |
23 |
60 |
12,735 |
12,089 |
646 |
5.1% |
9 |
0.1% |
84% |
True |
False |
15 |
80 |
12,735 |
11,617 |
1,118 |
8.9% |
7 |
0.1% |
91% |
True |
False |
11 |
100 |
12,735 |
11,342 |
1,393 |
11.0% |
6 |
0.0% |
92% |
True |
False |
9 |
120 |
12,735 |
11,005 |
1,730 |
13.7% |
5 |
0.0% |
94% |
True |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,407 |
2.618 |
13,149 |
1.618 |
12,991 |
1.000 |
12,893 |
0.618 |
12,833 |
HIGH |
12,735 |
0.618 |
12,675 |
0.500 |
12,656 |
0.382 |
12,637 |
LOW |
12,577 |
0.618 |
12,479 |
1.000 |
12,419 |
1.618 |
12,321 |
2.618 |
12,163 |
4.250 |
11,906 |
|
|
Fisher Pivots for day following 03-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,656 |
12,656 |
PP |
12,647 |
12,647 |
S1 |
12,638 |
12,638 |
|