Trading Metrics calculated at close of trading on 11-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2007 |
11-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,542 |
12,606 |
64 |
0.5% |
12,735 |
High |
12,591 |
12,680 |
89 |
0.7% |
12,735 |
Low |
12,542 |
12,588 |
46 |
0.4% |
12,548 |
Close |
12,606 |
12,666 |
60 |
0.5% |
12,549 |
Range |
49 |
92 |
43 |
87.8% |
187 |
ATR |
57 |
60 |
2 |
4.3% |
0 |
Volume |
16 |
1 |
-15 |
-93.8% |
20 |
|
Daily Pivots for day following 11-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,921 |
12,885 |
12,717 |
|
R3 |
12,829 |
12,793 |
12,691 |
|
R2 |
12,737 |
12,737 |
12,683 |
|
R1 |
12,701 |
12,701 |
12,675 |
12,719 |
PP |
12,645 |
12,645 |
12,645 |
12,654 |
S1 |
12,609 |
12,609 |
12,658 |
12,627 |
S2 |
12,553 |
12,553 |
12,649 |
|
S3 |
12,461 |
12,517 |
12,641 |
|
S4 |
12,369 |
12,425 |
12,616 |
|
|
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 |
12,680 |
12,539 |
141 |
1.1% |
71 |
0.6% |
90% |
True |
False |
10 |
10 |
12,735 |
12,539 |
196 |
1.5% |
51 |
0.4% |
65% |
False |
False |
6 |
20 |
12,735 |
12,418 |
317 |
2.5% |
36 |
0.3% |
78% |
False |
False |
5 |
40 |
12,735 |
12,307 |
428 |
3.4% |
22 |
0.2% |
84% |
False |
False |
24 |
60 |
12,735 |
12,178 |
557 |
4.4% |
15 |
0.1% |
88% |
False |
False |
16 |
80 |
12,735 |
11,763 |
972 |
7.7% |
11 |
0.1% |
93% |
False |
False |
12 |
100 |
12,735 |
11,523 |
1,212 |
9.6% |
9 |
0.1% |
94% |
False |
False |
9 |
120 |
12,735 |
11,324 |
1,411 |
11.1% |
8 |
0.1% |
95% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,071 |
2.618 |
12,921 |
1.618 |
12,829 |
1.000 |
12,772 |
0.618 |
12,737 |
HIGH |
12,680 |
0.618 |
12,645 |
0.500 |
12,634 |
0.382 |
12,623 |
LOW |
12,588 |
0.618 |
12,531 |
1.000 |
12,496 |
1.618 |
12,439 |
2.618 |
12,347 |
4.250 |
12,197 |
|
|
Fisher Pivots for day following 11-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,655 |
12,647 |
PP |
12,645 |
12,628 |
S1 |
12,634 |
12,610 |
|