Trading Metrics calculated at close of trading on 12-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2007 |
12-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,606 |
12,649 |
43 |
0.3% |
12,570 |
High |
12,680 |
12,675 |
-5 |
0.0% |
12,680 |
Low |
12,588 |
12,649 |
61 |
0.5% |
12,539 |
Close |
12,666 |
12,726 |
60 |
0.5% |
12,726 |
Range |
92 |
26 |
-66 |
-71.7% |
141 |
ATR |
60 |
57 |
-2 |
-4.0% |
0 |
Volume |
1 |
5 |
4 |
400.0% |
48 |
|
Daily Pivots for day following 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,761 |
12,770 |
12,740 |
|
R3 |
12,735 |
12,744 |
12,733 |
|
R2 |
12,709 |
12,709 |
12,731 |
|
R1 |
12,718 |
12,718 |
12,729 |
12,714 |
PP |
12,683 |
12,683 |
12,683 |
12,681 |
S1 |
12,692 |
12,692 |
12,724 |
12,688 |
S2 |
12,657 |
12,657 |
12,721 |
|
S3 |
12,631 |
12,666 |
12,719 |
|
S4 |
12,605 |
12,640 |
12,712 |
|
|
Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,071 |
13,040 |
12,804 |
|
R3 |
12,930 |
12,899 |
12,765 |
|
R2 |
12,789 |
12,789 |
12,752 |
|
R1 |
12,758 |
12,758 |
12,739 |
12,774 |
PP |
12,648 |
12,648 |
12,648 |
12,656 |
S1 |
12,617 |
12,617 |
12,713 |
12,633 |
S2 |
12,507 |
12,507 |
12,700 |
|
S3 |
12,366 |
12,476 |
12,687 |
|
S4 |
12,225 |
12,335 |
12,649 |
|
|
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% |
58 |
0.5% |
133% |
False |
False |
9 |
10 |
12,735 |
12,539 |
196 |
1.5% |
54 |
0.4% |
95% |
False |
False |
7 |
20 |
12,735 |
12,472 |
263 |
2.1% |
37 |
0.3% |
97% |
False |
False |
5 |
40 |
12,735 |
12,307 |
428 |
3.4% |
23 |
0.2% |
98% |
False |
False |
24 |
60 |
12,735 |
12,178 |
557 |
4.4% |
15 |
0.1% |
98% |
False |
False |
16 |
80 |
12,735 |
11,763 |
972 |
7.6% |
12 |
0.1% |
99% |
False |
False |
12 |
100 |
12,735 |
11,523 |
1,212 |
9.5% |
9 |
0.1% |
99% |
False |
False |
9 |
120 |
12,735 |
11,338 |
1,397 |
11.0% |
8 |
0.1% |
99% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,786 |
2.618 |
12,743 |
1.618 |
12,717 |
1.000 |
12,701 |
0.618 |
12,691 |
HIGH |
12,675 |
0.618 |
12,665 |
0.500 |
12,662 |
0.382 |
12,659 |
LOW |
12,649 |
0.618 |
12,633 |
1.000 |
12,623 |
1.618 |
12,607 |
2.618 |
12,581 |
4.250 |
12,539 |
|
|
Fisher Pivots for day following 12-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,705 |
12,688 |
PP |
12,683 |
12,649 |
S1 |
12,662 |
12,611 |
|