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 |
12,735 |
12,666 |
-69 |
-0.5% |
12,591 |
High |
12,735 |
12,666 |
-69 |
-0.5% |
12,677 |
Low |
12,577 |
12,666 |
89 |
0.7% |
12,591 |
Close |
12,629 |
12,647 |
18 |
0.1% |
12,636 |
Range |
158 |
0 |
-158 |
-100.0% |
86 |
ATR |
55 |
54 |
-1 |
-2.4% |
0 |
Volume |
9 |
2 |
-7 |
-77.8% |
6 |
|
Daily Pivots for day following 04-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,660 |
12,653 |
12,647 |
|
R3 |
12,660 |
12,653 |
12,647 |
|
R2 |
12,660 |
12,660 |
12,647 |
|
R1 |
12,653 |
12,653 |
12,647 |
12,657 |
PP |
12,660 |
12,660 |
12,660 |
12,661 |
S1 |
12,653 |
12,653 |
12,647 |
12,657 |
S2 |
12,660 |
12,660 |
12,647 |
|
S3 |
12,660 |
12,653 |
12,647 |
|
S4 |
12,660 |
12,653 |
12,647 |
|
|
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 |
1.2% |
32 |
0.2% |
44% |
False |
False |
2 |
10 |
12,735 |
12,522 |
213 |
1.7% |
28 |
0.2% |
59% |
False |
False |
2 |
20 |
12,735 |
12,418 |
317 |
2.5% |
27 |
0.2% |
72% |
False |
False |
46 |
40 |
12,735 |
12,303 |
432 |
3.4% |
14 |
0.1% |
80% |
False |
False |
23 |
60 |
12,735 |
12,089 |
646 |
5.1% |
9 |
0.1% |
86% |
False |
False |
15 |
80 |
12,735 |
11,719 |
1,016 |
8.0% |
7 |
0.1% |
91% |
False |
False |
11 |
100 |
12,735 |
11,355 |
1,380 |
10.9% |
6 |
0.0% |
94% |
False |
False |
9 |
120 |
12,735 |
11,019 |
1,716 |
13.6% |
5 |
0.0% |
95% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,666 |
2.618 |
12,666 |
1.618 |
12,666 |
1.000 |
12,666 |
0.618 |
12,666 |
HIGH |
12,666 |
0.618 |
12,666 |
0.500 |
12,666 |
0.382 |
12,666 |
LOW |
12,666 |
0.618 |
12,666 |
1.000 |
12,666 |
1.618 |
12,666 |
2.618 |
12,666 |
4.250 |
12,666 |
|
|
Fisher Pivots for day following 04-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,666 |
12,656 |
PP |
12,660 |
12,653 |
S1 |
12,653 |
12,650 |
|