Trading Metrics calculated at close of trading on 05-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2007 |
05-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,779.75 |
1,812.75 |
33.00 |
1.9% |
1,780.50 |
High |
1,816.50 |
1,816.00 |
-0.50 |
0.0% |
1,816.50 |
Low |
1,770.50 |
1,785.75 |
15.25 |
0.9% |
1,747.00 |
Close |
1,812.25 |
1,797.25 |
-15.00 |
-0.8% |
1,797.25 |
Range |
46.00 |
30.25 |
-15.75 |
-34.2% |
69.50 |
ATR |
26.97 |
27.20 |
0.23 |
0.9% |
0.00 |
Volume |
500,265 |
367,214 |
-133,051 |
-26.6% |
871,574 |
|
Daily Pivots for day following 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,890.50 |
1,874.00 |
1,814.00 |
|
R3 |
1,860.25 |
1,843.75 |
1,805.50 |
|
R2 |
1,830.00 |
1,830.00 |
1,802.75 |
|
R1 |
1,813.50 |
1,813.50 |
1,800.00 |
1,806.50 |
PP |
1,799.75 |
1,799.75 |
1,799.75 |
1,796.25 |
S1 |
1,783.25 |
1,783.25 |
1,794.50 |
1,776.50 |
S2 |
1,769.50 |
1,769.50 |
1,791.75 |
|
S3 |
1,739.25 |
1,753.00 |
1,789.00 |
|
S4 |
1,709.00 |
1,722.75 |
1,780.50 |
|
|
Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,995.50 |
1,965.75 |
1,835.50 |
|
R3 |
1,926.00 |
1,896.25 |
1,816.25 |
|
R2 |
1,856.50 |
1,856.50 |
1,810.00 |
|
R1 |
1,826.75 |
1,826.75 |
1,803.50 |
1,841.50 |
PP |
1,787.00 |
1,787.00 |
1,787.00 |
1,794.25 |
S1 |
1,757.25 |
1,757.25 |
1,791.00 |
1,772.00 |
S2 |
1,717.50 |
1,717.50 |
1,784.50 |
|
S3 |
1,648.00 |
1,687.75 |
1,778.25 |
|
S4 |
1,578.50 |
1,618.25 |
1,759.00 |
|
|
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 |
3.9% |
34.75 |
1.9% |
72% |
False |
False |
224,938 |
10 |
1,816.50 |
1,747.00 |
69.50 |
3.9% |
27.25 |
1.5% |
72% |
False |
False |
211,609 |
20 |
1,848.75 |
1,747.00 |
101.75 |
5.7% |
27.25 |
1.5% |
49% |
False |
False |
233,104 |
40 |
1,848.75 |
1,747.00 |
101.75 |
5.7% |
24.25 |
1.3% |
49% |
False |
False |
117,007 |
60 |
1,848.75 |
1,708.50 |
140.25 |
7.8% |
24.25 |
1.3% |
63% |
False |
False |
78,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,944.50 |
2.618 |
1,895.25 |
1.618 |
1,865.00 |
1.000 |
1,846.25 |
0.618 |
1,834.75 |
HIGH |
1,816.00 |
0.618 |
1,804.50 |
0.500 |
1,801.00 |
0.382 |
1,797.25 |
LOW |
1,785.75 |
0.618 |
1,767.00 |
1.000 |
1,755.50 |
1.618 |
1,736.75 |
2.618 |
1,706.50 |
4.250 |
1,657.25 |
|
|
Fisher Pivots for day following 05-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,801.00 |
1,792.00 |
PP |
1,799.75 |
1,787.00 |
S1 |
1,798.50 |
1,781.75 |
|