Trading Metrics calculated at close of trading on 05-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2007 |
05-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,666 |
12,630 |
-36 |
-0.3% |
12,735 |
High |
12,666 |
12,639 |
-27 |
-0.2% |
12,735 |
Low |
12,666 |
12,548 |
-118 |
-0.9% |
12,548 |
Close |
12,647 |
12,549 |
-98 |
-0.8% |
12,549 |
Range |
0 |
91 |
91 |
|
187 |
ATR |
54 |
57 |
3 |
6.0% |
0 |
Volume |
2 |
9 |
7 |
350.0% |
20 |
|
Daily Pivots for day following 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,852 |
12,791 |
12,599 |
|
R3 |
12,761 |
12,700 |
12,574 |
|
R2 |
12,670 |
12,670 |
12,566 |
|
R1 |
12,609 |
12,609 |
12,557 |
12,594 |
PP |
12,579 |
12,579 |
12,579 |
12,571 |
S1 |
12,518 |
12,518 |
12,541 |
12,503 |
S2 |
12,488 |
12,488 |
12,532 |
|
S3 |
12,397 |
12,427 |
12,524 |
|
S4 |
12,306 |
12,336 |
12,499 |
|
|
Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,172 |
13,047 |
12,652 |
|
R3 |
12,985 |
12,860 |
12,601 |
|
R2 |
12,798 |
12,798 |
12,583 |
|
R1 |
12,673 |
12,673 |
12,566 |
12,642 |
PP |
12,611 |
12,611 |
12,611 |
12,595 |
S1 |
12,486 |
12,486 |
12,532 |
12,455 |
S2 |
12,424 |
12,424 |
12,515 |
|
S3 |
12,237 |
12,299 |
12,498 |
|
S4 |
12,050 |
12,112 |
12,446 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,735 |
12,548 |
187 |
1.5% |
50 |
0.4% |
1% |
False |
True |
4 |
10 |
12,735 |
12,522 |
213 |
1.7% |
31 |
0.2% |
13% |
False |
False |
3 |
20 |
12,735 |
12,418 |
317 |
2.5% |
32 |
0.3% |
41% |
False |
False |
46 |
40 |
12,735 |
12,303 |
432 |
3.4% |
16 |
0.1% |
57% |
False |
False |
23 |
60 |
12,735 |
12,089 |
646 |
5.1% |
11 |
0.1% |
71% |
False |
False |
15 |
80 |
12,735 |
11,761 |
974 |
7.8% |
8 |
0.1% |
81% |
False |
False |
11 |
100 |
12,735 |
11,470 |
1,265 |
10.1% |
6 |
0.1% |
85% |
False |
False |
9 |
120 |
12,735 |
11,088 |
1,647 |
13.1% |
5 |
0.0% |
89% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,026 |
2.618 |
12,877 |
1.618 |
12,786 |
1.000 |
12,730 |
0.618 |
12,695 |
HIGH |
12,639 |
0.618 |
12,604 |
0.500 |
12,594 |
0.382 |
12,583 |
LOW |
12,548 |
0.618 |
12,492 |
1.000 |
12,457 |
1.618 |
12,401 |
2.618 |
12,310 |
4.250 |
12,161 |
|
|
Fisher Pivots for day following 05-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,594 |
12,642 |
PP |
12,579 |
12,611 |
S1 |
12,564 |
12,580 |
|