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 |
6,314.0 |
6,282.0 |
-32.0 |
-0.5% |
6,331.0 |
High |
6,320.5 |
6,304.0 |
-16.5 |
-0.3% |
6,353.0 |
Low |
6,296.5 |
6,236.5 |
-60.0 |
-1.0% |
6,236.5 |
Close |
6,311.0 |
6,245.5 |
-65.5 |
-1.0% |
6,245.5 |
Range |
24.0 |
67.5 |
43.5 |
181.3% |
116.5 |
ATR |
32.2 |
35.2 |
3.0 |
9.4% |
0.0 |
Volume |
13,821 |
691 |
-13,130 |
-95.0% |
14,587 |
|
Daily Pivots for day following 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,464.5 |
6,422.5 |
6,282.5 |
|
R3 |
6,397.0 |
6,355.0 |
6,264.0 |
|
R2 |
6,329.5 |
6,329.5 |
6,258.0 |
|
R1 |
6,287.5 |
6,287.5 |
6,251.5 |
6,275.0 |
PP |
6,262.0 |
6,262.0 |
6,262.0 |
6,255.5 |
S1 |
6,220.0 |
6,220.0 |
6,239.5 |
6,207.0 |
S2 |
6,194.5 |
6,194.5 |
6,233.0 |
|
S3 |
6,127.0 |
6,152.5 |
6,227.0 |
|
S4 |
6,059.5 |
6,085.0 |
6,208.5 |
|
|
Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,628.0 |
6,553.0 |
6,309.5 |
|
R3 |
6,511.5 |
6,436.5 |
6,277.5 |
|
R2 |
6,395.0 |
6,395.0 |
6,267.0 |
|
R1 |
6,320.0 |
6,320.0 |
6,256.0 |
6,299.0 |
PP |
6,278.5 |
6,278.5 |
6,278.5 |
6,268.0 |
S1 |
6,203.5 |
6,203.5 |
6,235.0 |
6,183.0 |
S2 |
6,162.0 |
6,162.0 |
6,224.0 |
|
S3 |
6,045.5 |
6,087.0 |
6,213.5 |
|
S4 |
5,929.0 |
5,970.5 |
6,181.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,353.0 |
6,236.5 |
116.5 |
1.9% |
27.5 |
0.4% |
8% |
False |
True |
2,925 |
10 |
6,353.0 |
6,215.5 |
137.5 |
2.2% |
19.0 |
0.3% |
22% |
False |
False |
1,469 |
20 |
6,353.0 |
6,116.0 |
237.0 |
3.8% |
13.0 |
0.2% |
55% |
False |
False |
792 |
40 |
6,353.0 |
6,077.0 |
276.0 |
4.4% |
9.5 |
0.2% |
61% |
False |
False |
520 |
60 |
6,353.0 |
6,077.0 |
276.0 |
4.4% |
6.5 |
0.1% |
61% |
False |
False |
358 |
80 |
6,353.0 |
5,868.0 |
485.0 |
7.8% |
5.0 |
0.1% |
78% |
False |
False |
268 |
100 |
6,353.0 |
5,868.0 |
485.0 |
7.8% |
4.0 |
0.1% |
78% |
False |
False |
215 |
120 |
6,353.0 |
5,774.0 |
579.0 |
9.3% |
3.5 |
0.1% |
81% |
False |
False |
179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,591.0 |
2.618 |
6,480.5 |
1.618 |
6,413.0 |
1.000 |
6,371.5 |
0.618 |
6,345.5 |
HIGH |
6,304.0 |
0.618 |
6,278.0 |
0.500 |
6,270.0 |
0.382 |
6,262.5 |
LOW |
6,236.5 |
0.618 |
6,195.0 |
1.000 |
6,169.0 |
1.618 |
6,127.5 |
2.618 |
6,060.0 |
4.250 |
5,949.5 |
|
|
Fisher Pivots for day following 05-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
6,270.0 |
6,295.0 |
PP |
6,262.0 |
6,278.5 |
S1 |
6,254.0 |
6,262.0 |
|