Trading Metrics calculated at close of trading on 08-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2007 |
08-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,812.75 |
1,798.00 |
-14.75 |
-0.8% |
1,780.50 |
High |
1,816.00 |
1,812.25 |
-3.75 |
-0.2% |
1,816.50 |
Low |
1,785.75 |
1,792.25 |
6.50 |
0.4% |
1,747.00 |
Close |
1,797.25 |
1,803.50 |
6.25 |
0.3% |
1,797.25 |
Range |
30.25 |
20.00 |
-10.25 |
-33.9% |
69.50 |
ATR |
27.20 |
26.69 |
-0.51 |
-1.9% |
0.00 |
Volume |
367,214 |
353,652 |
-13,562 |
-3.7% |
871,574 |
|
Daily Pivots for day following 08-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,862.75 |
1,853.00 |
1,814.50 |
|
R3 |
1,842.75 |
1,833.00 |
1,809.00 |
|
R2 |
1,822.75 |
1,822.75 |
1,807.25 |
|
R1 |
1,813.00 |
1,813.00 |
1,805.25 |
1,818.00 |
PP |
1,802.75 |
1,802.75 |
1,802.75 |
1,805.00 |
S1 |
1,793.00 |
1,793.00 |
1,801.75 |
1,798.00 |
S2 |
1,782.75 |
1,782.75 |
1,799.75 |
|
S3 |
1,762.75 |
1,773.00 |
1,798.00 |
|
S4 |
1,742.75 |
1,753.00 |
1,792.50 |
|
|
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% |
36.25 |
2.0% |
81% |
False |
False |
269,414 |
10 |
1,816.50 |
1,747.00 |
69.50 |
3.9% |
27.50 |
1.5% |
81% |
False |
False |
214,818 |
20 |
1,848.75 |
1,747.00 |
101.75 |
5.6% |
27.50 |
1.5% |
56% |
False |
False |
250,623 |
40 |
1,848.75 |
1,747.00 |
101.75 |
5.6% |
24.00 |
1.3% |
56% |
False |
False |
125,845 |
60 |
1,848.75 |
1,722.75 |
126.00 |
7.0% |
24.00 |
1.3% |
64% |
False |
False |
83,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,897.25 |
2.618 |
1,864.50 |
1.618 |
1,844.50 |
1.000 |
1,832.25 |
0.618 |
1,824.50 |
HIGH |
1,812.25 |
0.618 |
1,804.50 |
0.500 |
1,802.25 |
0.382 |
1,800.00 |
LOW |
1,792.25 |
0.618 |
1,780.00 |
1.000 |
1,772.25 |
1.618 |
1,760.00 |
2.618 |
1,740.00 |
4.250 |
1,707.25 |
|
|
Fisher Pivots for day following 08-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,803.00 |
1,800.25 |
PP |
1,802.75 |
1,796.75 |
S1 |
1,802.25 |
1,793.50 |
|