Trading Metrics calculated at close of trading on 08-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2007 |
08-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,630 |
12,570 |
-60 |
-0.5% |
12,735 |
High |
12,639 |
12,577 |
-62 |
-0.5% |
12,735 |
Low |
12,548 |
12,540 |
-8 |
-0.1% |
12,548 |
Close |
12,549 |
12,591 |
42 |
0.3% |
12,549 |
Range |
91 |
37 |
-54 |
-59.3% |
187 |
ATR |
57 |
56 |
-1 |
-2.5% |
0 |
Volume |
9 |
14 |
5 |
55.6% |
20 |
|
Daily Pivots for day following 08-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,680 |
12,673 |
12,611 |
|
R3 |
12,643 |
12,636 |
12,601 |
|
R2 |
12,606 |
12,606 |
12,598 |
|
R1 |
12,599 |
12,599 |
12,595 |
12,603 |
PP |
12,569 |
12,569 |
12,569 |
12,571 |
S1 |
12,562 |
12,562 |
12,588 |
12,566 |
S2 |
12,532 |
12,532 |
12,584 |
|
S3 |
12,495 |
12,525 |
12,581 |
|
S4 |
12,458 |
12,488 |
12,571 |
|
|
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 |
12,540 |
195 |
1.5% |
57 |
0.5% |
26% |
False |
True |
7 |
10 |
12,735 |
12,522 |
213 |
1.7% |
34 |
0.3% |
32% |
False |
False |
4 |
20 |
12,735 |
12,418 |
317 |
2.5% |
33 |
0.3% |
55% |
False |
False |
47 |
40 |
12,735 |
12,303 |
432 |
3.4% |
17 |
0.1% |
67% |
False |
False |
23 |
60 |
12,735 |
12,176 |
559 |
4.4% |
11 |
0.1% |
74% |
False |
False |
15 |
80 |
12,735 |
11,761 |
974 |
7.7% |
8 |
0.1% |
85% |
False |
False |
11 |
100 |
12,735 |
11,523 |
1,212 |
9.6% |
7 |
0.1% |
88% |
False |
False |
9 |
120 |
12,735 |
11,128 |
1,607 |
12.8% |
6 |
0.0% |
91% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,734 |
2.618 |
12,674 |
1.618 |
12,637 |
1.000 |
12,614 |
0.618 |
12,600 |
HIGH |
12,577 |
0.618 |
12,563 |
0.500 |
12,559 |
0.382 |
12,554 |
LOW |
12,540 |
0.618 |
12,517 |
1.000 |
12,503 |
1.618 |
12,480 |
2.618 |
12,443 |
4.250 |
12,383 |
|
|
Fisher Pivots for day following 08-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,580 |
12,603 |
PP |
12,569 |
12,599 |
S1 |
12,559 |
12,595 |
|