Trading Metrics calculated at close of trading on 02-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2006 |
02-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,446.0 |
1,441.1 |
-4.9 |
-0.3% |
1,436.5 |
High |
1,450.5 |
1,441.1 |
-9.4 |
-0.6% |
1,450.9 |
Low |
1,440.5 |
1,441.1 |
0.6 |
0.0% |
1,431.8 |
Close |
1,441.1 |
1,441.1 |
0.0 |
0.0% |
1,441.1 |
Range |
10.0 |
0.0 |
-10.0 |
-100.0% |
19.1 |
ATR |
7.2 |
6.7 |
-0.5 |
-7.1% |
0.0 |
Volume |
985 |
84 |
-901 |
-91.5% |
2,836 |
|
Daily Pivots for day following 02-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,441.1 |
1,441.1 |
1,441.1 |
|
R3 |
1,441.1 |
1,441.1 |
1,441.1 |
|
R2 |
1,441.1 |
1,441.1 |
1,441.1 |
|
R1 |
1,441.1 |
1,441.1 |
1,441.1 |
1,441.1 |
PP |
1,441.1 |
1,441.1 |
1,441.1 |
1,441.1 |
S1 |
1,441.1 |
1,441.1 |
1,441.1 |
1,441.1 |
S2 |
1,441.1 |
1,441.1 |
1,441.1 |
|
S3 |
1,441.1 |
1,441.1 |
1,441.1 |
|
S4 |
1,441.1 |
1,441.1 |
1,441.1 |
|
|
Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,498.6 |
1,488.9 |
1,451.6 |
|
R3 |
1,479.5 |
1,469.8 |
1,446.4 |
|
R2 |
1,460.4 |
1,460.4 |
1,444.6 |
|
R1 |
1,450.7 |
1,450.7 |
1,442.9 |
1,455.6 |
PP |
1,441.3 |
1,441.3 |
1,441.3 |
1,443.7 |
S1 |
1,431.6 |
1,431.6 |
1,439.3 |
1,436.5 |
S2 |
1,422.2 |
1,422.2 |
1,437.6 |
|
S3 |
1,403.1 |
1,412.5 |
1,435.8 |
|
S4 |
1,384.0 |
1,393.4 |
1,430.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,450.9 |
1,431.8 |
19.1 |
1.3% |
6.1 |
0.4% |
49% |
False |
False |
584 |
10 |
1,455.7 |
1,431.8 |
23.9 |
1.7% |
7.3 |
0.5% |
39% |
False |
False |
1,414 |
20 |
1,455.8 |
1,431.8 |
24.0 |
1.7% |
4.5 |
0.3% |
39% |
False |
False |
1,225 |
40 |
1,455.8 |
1,391.9 |
63.9 |
4.4% |
2.6 |
0.2% |
77% |
False |
False |
780 |
60 |
1,455.8 |
1,380.2 |
75.6 |
5.2% |
2.2 |
0.2% |
81% |
False |
False |
532 |
80 |
1,455.8 |
1,329.0 |
126.8 |
8.8% |
1.8 |
0.1% |
88% |
False |
False |
412 |
100 |
1,455.8 |
1,305.4 |
150.4 |
10.4% |
1.5 |
0.1% |
90% |
False |
False |
336 |
120 |
1,455.8 |
1,269.8 |
186.0 |
12.9% |
1.5 |
0.1% |
92% |
False |
False |
295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,441.1 |
2.618 |
1,441.1 |
1.618 |
1,441.1 |
1.000 |
1,441.1 |
0.618 |
1,441.1 |
HIGH |
1,441.1 |
0.618 |
1,441.1 |
0.500 |
1,441.1 |
0.382 |
1,441.1 |
LOW |
1,441.1 |
0.618 |
1,441.1 |
1.000 |
1,441.1 |
1.618 |
1,441.1 |
2.618 |
1,441.1 |
4.250 |
1,441.1 |
|
|
Fisher Pivots for day following 02-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,441.1 |
1,445.7 |
PP |
1,441.1 |
1,444.2 |
S1 |
1,441.1 |
1,442.6 |
|