Trading Metrics calculated at close of trading on 03-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2007 |
03-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,441.1 |
1,441.6 |
0.5 |
0.0% |
1,436.5 |
High |
1,441.1 |
1,452.0 |
10.9 |
0.8% |
1,450.9 |
Low |
1,441.1 |
1,430.3 |
-10.8 |
-0.7% |
1,431.8 |
Close |
1,441.1 |
1,437.5 |
-3.6 |
-0.2% |
1,441.1 |
Range |
0.0 |
21.7 |
21.7 |
|
19.1 |
ATR |
6.7 |
7.7 |
1.1 |
16.1% |
0.0 |
Volume |
84 |
0 |
-84 |
-100.0% |
2,836 |
|
Daily Pivots for day following 03-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,505.0 |
1,493.0 |
1,449.4 |
|
R3 |
1,483.3 |
1,471.3 |
1,443.5 |
|
R2 |
1,461.6 |
1,461.6 |
1,441.5 |
|
R1 |
1,449.6 |
1,449.6 |
1,439.5 |
1,444.8 |
PP |
1,439.9 |
1,439.9 |
1,439.9 |
1,437.5 |
S1 |
1,427.9 |
1,427.9 |
1,435.5 |
1,423.1 |
S2 |
1,418.2 |
1,418.2 |
1,433.5 |
|
S3 |
1,396.5 |
1,406.2 |
1,431.5 |
|
S4 |
1,374.8 |
1,384.5 |
1,425.6 |
|
|
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 |
1,452.0 |
1,430.3 |
21.7 |
1.5% |
8.4 |
0.6% |
33% |
True |
True |
553 |
10 |
1,452.0 |
1,430.3 |
21.7 |
1.5% |
8.5 |
0.6% |
33% |
True |
True |
914 |
20 |
1,455.8 |
1,430.3 |
25.5 |
1.8% |
5.6 |
0.4% |
28% |
False |
True |
1,212 |
40 |
1,455.8 |
1,407.2 |
48.6 |
3.4% |
3.2 |
0.2% |
62% |
False |
False |
780 |
60 |
1,455.8 |
1,380.2 |
75.6 |
5.3% |
2.6 |
0.2% |
76% |
False |
False |
531 |
80 |
1,455.8 |
1,333.9 |
121.9 |
8.5% |
2.0 |
0.1% |
85% |
False |
False |
412 |
100 |
1,455.8 |
1,305.4 |
150.4 |
10.5% |
1.7 |
0.1% |
88% |
False |
False |
336 |
120 |
1,455.8 |
1,269.8 |
186.0 |
12.9% |
1.7 |
0.1% |
90% |
False |
False |
295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,544.2 |
2.618 |
1,508.8 |
1.618 |
1,487.1 |
1.000 |
1,473.7 |
0.618 |
1,465.4 |
HIGH |
1,452.0 |
0.618 |
1,443.7 |
0.500 |
1,441.2 |
0.382 |
1,438.6 |
LOW |
1,430.3 |
0.618 |
1,416.9 |
1.000 |
1,408.6 |
1.618 |
1,395.2 |
2.618 |
1,373.5 |
4.250 |
1,338.1 |
|
|
Fisher Pivots for day following 03-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,441.2 |
1,441.2 |
PP |
1,439.9 |
1,439.9 |
S1 |
1,438.7 |
1,438.7 |
|