Trading Metrics calculated at close of trading on 03-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2006 |
03-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,774.75 |
1,780.50 |
5.75 |
0.3% |
1,764.75 |
High |
1,793.25 |
1,811.00 |
17.75 |
1.0% |
1,793.25 |
Low |
1,772.75 |
1,747.00 |
-25.75 |
-1.5% |
1,763.75 |
Close |
1,775.00 |
1,779.00 |
4.00 |
0.2% |
1,775.00 |
Range |
20.50 |
64.00 |
43.50 |
212.2% |
29.50 |
ATR |
22.55 |
25.51 |
2.96 |
13.1% |
0.00 |
Volume |
121,846 |
4,095 |
-117,751 |
-96.6% |
534,008 |
|
Daily Pivots for day following 03-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,971.00 |
1,939.00 |
1,814.25 |
|
R3 |
1,907.00 |
1,875.00 |
1,796.50 |
|
R2 |
1,843.00 |
1,843.00 |
1,790.75 |
|
R1 |
1,811.00 |
1,811.00 |
1,784.75 |
1,795.00 |
PP |
1,779.00 |
1,779.00 |
1,779.00 |
1,771.00 |
S1 |
1,747.00 |
1,747.00 |
1,773.25 |
1,731.00 |
S2 |
1,715.00 |
1,715.00 |
1,767.25 |
|
S3 |
1,651.00 |
1,683.00 |
1,761.50 |
|
S4 |
1,587.00 |
1,619.00 |
1,743.75 |
|
|
Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,865.75 |
1,850.00 |
1,791.25 |
|
R3 |
1,836.25 |
1,820.50 |
1,783.00 |
|
R2 |
1,806.75 |
1,806.75 |
1,780.50 |
|
R1 |
1,791.00 |
1,791.00 |
1,777.75 |
1,799.00 |
PP |
1,777.25 |
1,777.25 |
1,777.25 |
1,781.25 |
S1 |
1,761.50 |
1,761.50 |
1,772.25 |
1,769.50 |
S2 |
1,747.75 |
1,747.75 |
1,769.50 |
|
S3 |
1,718.25 |
1,732.00 |
1,767.00 |
|
S4 |
1,688.75 |
1,702.50 |
1,758.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,811.00 |
1,747.00 |
64.00 |
3.6% |
25.00 |
1.4% |
50% |
True |
True |
107,620 |
10 |
1,843.50 |
1,747.00 |
96.50 |
5.4% |
26.50 |
1.5% |
33% |
False |
True |
178,244 |
20 |
1,848.75 |
1,747.00 |
101.75 |
5.7% |
26.00 |
1.5% |
31% |
False |
True |
190,008 |
40 |
1,848.75 |
1,735.50 |
113.25 |
6.4% |
23.75 |
1.3% |
38% |
False |
False |
95,332 |
60 |
1,848.75 |
1,708.50 |
140.25 |
7.9% |
23.50 |
1.3% |
50% |
False |
False |
63,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,083.00 |
2.618 |
1,978.50 |
1.618 |
1,914.50 |
1.000 |
1,875.00 |
0.618 |
1,850.50 |
HIGH |
1,811.00 |
0.618 |
1,786.50 |
0.500 |
1,779.00 |
0.382 |
1,771.50 |
LOW |
1,747.00 |
0.618 |
1,707.50 |
1.000 |
1,683.00 |
1.618 |
1,643.50 |
2.618 |
1,579.50 |
4.250 |
1,475.00 |
|
|
Fisher Pivots for day following 03-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,779.00 |
1,779.00 |
PP |
1,779.00 |
1,779.00 |
S1 |
1,779.00 |
1,779.00 |
|