Trading Metrics calculated at close of trading on 04-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2007 |
04-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,780.50 |
1,779.75 |
-0.75 |
0.0% |
1,764.75 |
High |
1,811.00 |
1,816.50 |
5.50 |
0.3% |
1,793.25 |
Low |
1,747.00 |
1,770.50 |
23.50 |
1.3% |
1,763.75 |
Close |
1,779.00 |
1,812.25 |
33.25 |
1.9% |
1,775.00 |
Range |
64.00 |
46.00 |
-18.00 |
-28.1% |
29.50 |
ATR |
25.51 |
26.97 |
1.46 |
5.7% |
0.00 |
Volume |
4,095 |
500,265 |
496,170 |
12,116.5% |
534,008 |
|
Daily Pivots for day following 04-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,937.75 |
1,921.00 |
1,837.50 |
|
R3 |
1,891.75 |
1,875.00 |
1,825.00 |
|
R2 |
1,845.75 |
1,845.75 |
1,820.75 |
|
R1 |
1,829.00 |
1,829.00 |
1,816.50 |
1,837.50 |
PP |
1,799.75 |
1,799.75 |
1,799.75 |
1,804.00 |
S1 |
1,783.00 |
1,783.00 |
1,808.00 |
1,791.50 |
S2 |
1,753.75 |
1,753.75 |
1,803.75 |
|
S3 |
1,707.75 |
1,737.00 |
1,799.50 |
|
S4 |
1,661.75 |
1,691.00 |
1,787.00 |
|
|
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 |
1,816.50 |
1,747.00 |
69.50 |
3.8% |
31.75 |
1.8% |
94% |
True |
False |
169,076 |
10 |
1,816.50 |
1,747.00 |
69.50 |
3.8% |
27.00 |
1.5% |
94% |
True |
False |
200,524 |
20 |
1,848.75 |
1,747.00 |
101.75 |
5.6% |
26.50 |
1.5% |
64% |
False |
False |
214,962 |
40 |
1,848.75 |
1,747.00 |
101.75 |
5.6% |
24.25 |
1.3% |
64% |
False |
False |
107,836 |
60 |
1,848.75 |
1,708.50 |
140.25 |
7.7% |
24.00 |
1.3% |
74% |
False |
False |
71,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,012.00 |
2.618 |
1,937.00 |
1.618 |
1,891.00 |
1.000 |
1,862.50 |
0.618 |
1,845.00 |
HIGH |
1,816.50 |
0.618 |
1,799.00 |
0.500 |
1,793.50 |
0.382 |
1,788.00 |
LOW |
1,770.50 |
0.618 |
1,742.00 |
1.000 |
1,724.50 |
1.618 |
1,696.00 |
2.618 |
1,650.00 |
4.250 |
1,575.00 |
|
|
Fisher Pivots for day following 04-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,806.00 |
1,802.00 |
PP |
1,799.75 |
1,792.00 |
S1 |
1,793.50 |
1,781.75 |
|