Trading Metrics calculated at close of trading on 09-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2007 |
09-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,570 |
12,625 |
55 |
0.4% |
12,735 |
High |
12,577 |
12,625 |
48 |
0.4% |
12,735 |
Low |
12,540 |
12,539 |
-1 |
0.0% |
12,548 |
Close |
12,591 |
12,581 |
-10 |
-0.1% |
12,549 |
Range |
37 |
86 |
49 |
132.4% |
187 |
ATR |
56 |
58 |
2 |
3.9% |
0 |
Volume |
14 |
12 |
-2 |
-14.3% |
20 |
|
Daily Pivots for day following 09-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,840 |
12,796 |
12,628 |
|
R3 |
12,754 |
12,710 |
12,605 |
|
R2 |
12,668 |
12,668 |
12,597 |
|
R1 |
12,624 |
12,624 |
12,589 |
12,603 |
PP |
12,582 |
12,582 |
12,582 |
12,571 |
S1 |
12,538 |
12,538 |
12,573 |
12,517 |
S2 |
12,496 |
12,496 |
12,565 |
|
S3 |
12,410 |
12,452 |
12,557 |
|
S4 |
12,324 |
12,366 |
12,534 |
|
|
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 |
12,539 |
196 |
1.6% |
75 |
0.6% |
21% |
False |
True |
9 |
10 |
12,735 |
12,522 |
213 |
1.7% |
38 |
0.3% |
28% |
False |
False |
5 |
20 |
12,735 |
12,418 |
317 |
2.5% |
32 |
0.3% |
51% |
False |
False |
37 |
40 |
12,735 |
12,303 |
432 |
3.4% |
19 |
0.1% |
64% |
False |
False |
24 |
60 |
12,735 |
12,178 |
557 |
4.4% |
13 |
0.1% |
72% |
False |
False |
16 |
80 |
12,735 |
11,763 |
972 |
7.7% |
10 |
0.1% |
84% |
False |
False |
12 |
100 |
12,735 |
11,523 |
1,212 |
9.6% |
8 |
0.1% |
87% |
False |
False |
9 |
120 |
12,735 |
11,128 |
1,607 |
12.8% |
6 |
0.0% |
90% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,991 |
2.618 |
12,850 |
1.618 |
12,764 |
1.000 |
12,711 |
0.618 |
12,678 |
HIGH |
12,625 |
0.618 |
12,592 |
0.500 |
12,582 |
0.382 |
12,572 |
LOW |
12,539 |
0.618 |
12,486 |
1.000 |
12,453 |
1.618 |
12,400 |
2.618 |
12,314 |
4.250 |
12,174 |
|
|
Fisher Pivots for day following 09-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,582 |
12,589 |
PP |
12,582 |
12,586 |
S1 |
12,581 |
12,584 |
|