Trading Metrics calculated at close of trading on 10-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2007 |
10-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,625 |
12,542 |
-83 |
-0.7% |
12,735 |
High |
12,625 |
12,591 |
-34 |
-0.3% |
12,735 |
Low |
12,539 |
12,542 |
3 |
0.0% |
12,548 |
Close |
12,581 |
12,606 |
25 |
0.2% |
12,549 |
Range |
86 |
49 |
-37 |
-43.0% |
187 |
ATR |
58 |
57 |
-1 |
-1.1% |
0 |
Volume |
12 |
16 |
4 |
33.3% |
20 |
|
Daily Pivots for day following 10-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,727 |
12,715 |
12,633 |
|
R3 |
12,678 |
12,666 |
12,620 |
|
R2 |
12,629 |
12,629 |
12,615 |
|
R1 |
12,617 |
12,617 |
12,611 |
12,623 |
PP |
12,580 |
12,580 |
12,580 |
12,583 |
S1 |
12,568 |
12,568 |
12,602 |
12,574 |
S2 |
12,531 |
12,531 |
12,597 |
|
S3 |
12,482 |
12,519 |
12,593 |
|
S4 |
12,433 |
12,470 |
12,579 |
|
|
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 |
12,666 |
12,539 |
127 |
1.0% |
53 |
0.4% |
53% |
False |
False |
10 |
10 |
12,735 |
12,539 |
196 |
1.6% |
42 |
0.3% |
34% |
False |
False |
6 |
20 |
12,735 |
12,418 |
317 |
2.5% |
32 |
0.2% |
59% |
False |
False |
21 |
40 |
12,735 |
12,307 |
428 |
3.4% |
20 |
0.2% |
70% |
False |
False |
24 |
60 |
12,735 |
12,178 |
557 |
4.4% |
13 |
0.1% |
77% |
False |
False |
16 |
80 |
12,735 |
11,763 |
972 |
7.7% |
10 |
0.1% |
87% |
False |
False |
12 |
100 |
12,735 |
11,523 |
1,212 |
9.6% |
8 |
0.1% |
89% |
False |
False |
9 |
120 |
12,735 |
11,128 |
1,607 |
12.7% |
7 |
0.1% |
92% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,799 |
2.618 |
12,719 |
1.618 |
12,670 |
1.000 |
12,640 |
0.618 |
12,621 |
HIGH |
12,591 |
0.618 |
12,572 |
0.500 |
12,567 |
0.382 |
12,561 |
LOW |
12,542 |
0.618 |
12,512 |
1.000 |
12,493 |
1.618 |
12,463 |
2.618 |
12,414 |
4.250 |
12,334 |
|
|
Fisher Pivots for day following 10-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,593 |
12,598 |
PP |
12,580 |
12,590 |
S1 |
12,567 |
12,582 |
|