Trading Metrics calculated at close of trading on 09-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2007 |
09-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
6,262.0 |
6,238.0 |
-24.0 |
-0.4% |
6,331.0 |
High |
6,267.5 |
6,238.0 |
-29.5 |
-0.5% |
6,353.0 |
Low |
6,210.0 |
6,183.0 |
-27.0 |
-0.4% |
6,236.5 |
Close |
6,214.5 |
6,220.5 |
6.0 |
0.1% |
6,245.5 |
Range |
57.5 |
55.0 |
-2.5 |
-4.3% |
116.5 |
ATR |
36.8 |
38.1 |
1.3 |
3.5% |
0.0 |
Volume |
294 |
52 |
-242 |
-82.3% |
14,587 |
|
Daily Pivots for day following 09-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,379.0 |
6,354.5 |
6,251.0 |
|
R3 |
6,324.0 |
6,299.5 |
6,235.5 |
|
R2 |
6,269.0 |
6,269.0 |
6,230.5 |
|
R1 |
6,244.5 |
6,244.5 |
6,225.5 |
6,229.0 |
PP |
6,214.0 |
6,214.0 |
6,214.0 |
6,206.0 |
S1 |
6,189.5 |
6,189.5 |
6,215.5 |
6,174.0 |
S2 |
6,159.0 |
6,159.0 |
6,210.5 |
|
S3 |
6,104.0 |
6,134.5 |
6,205.5 |
|
S4 |
6,049.0 |
6,079.5 |
6,190.0 |
|
|
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 |
6,183.0 |
170.0 |
2.7% |
45.0 |
0.7% |
22% |
False |
True |
2,985 |
10 |
6,353.0 |
6,183.0 |
170.0 |
2.7% |
28.5 |
0.5% |
22% |
False |
True |
1,501 |
20 |
6,353.0 |
6,170.0 |
183.0 |
2.9% |
17.0 |
0.3% |
28% |
False |
False |
752 |
40 |
6,353.0 |
6,077.0 |
276.0 |
4.4% |
12.0 |
0.2% |
52% |
False |
False |
528 |
60 |
6,353.0 |
6,077.0 |
276.0 |
4.4% |
8.5 |
0.1% |
52% |
False |
False |
364 |
80 |
6,353.0 |
5,868.0 |
485.0 |
7.8% |
6.5 |
0.1% |
73% |
False |
False |
273 |
100 |
6,353.0 |
5,868.0 |
485.0 |
7.8% |
5.0 |
0.1% |
73% |
False |
False |
218 |
120 |
6,353.0 |
5,774.0 |
579.0 |
9.3% |
4.5 |
0.1% |
77% |
False |
False |
182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,472.0 |
2.618 |
6,382.0 |
1.618 |
6,327.0 |
1.000 |
6,293.0 |
0.618 |
6,272.0 |
HIGH |
6,238.0 |
0.618 |
6,217.0 |
0.500 |
6,210.5 |
0.382 |
6,204.0 |
LOW |
6,183.0 |
0.618 |
6,149.0 |
1.000 |
6,128.0 |
1.618 |
6,094.0 |
2.618 |
6,039.0 |
4.250 |
5,949.0 |
|
|
Fisher Pivots for day following 09-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
6,217.0 |
6,243.5 |
PP |
6,214.0 |
6,236.0 |
S1 |
6,210.5 |
6,228.0 |
|