Trading Metrics calculated at close of trading on 11-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2007 |
11-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
6,183.5 |
6,199.5 |
16.0 |
0.3% |
6,331.0 |
High |
6,197.5 |
6,257.0 |
59.5 |
1.0% |
6,353.0 |
Low |
6,176.5 |
6,153.5 |
-23.0 |
-0.4% |
6,236.5 |
Close |
6,180.0 |
6,257.0 |
77.0 |
1.2% |
6,245.5 |
Range |
21.0 |
103.5 |
82.5 |
392.9% |
116.5 |
ATR |
38.5 |
43.2 |
4.6 |
12.0% |
0.0 |
Volume |
151 |
387 |
236 |
156.3% |
14,587 |
|
Daily Pivots for day following 11-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,533.0 |
6,498.5 |
6,314.0 |
|
R3 |
6,429.5 |
6,395.0 |
6,285.5 |
|
R2 |
6,326.0 |
6,326.0 |
6,276.0 |
|
R1 |
6,291.5 |
6,291.5 |
6,266.5 |
6,309.0 |
PP |
6,222.5 |
6,222.5 |
6,222.5 |
6,231.0 |
S1 |
6,188.0 |
6,188.0 |
6,247.5 |
6,205.0 |
S2 |
6,119.0 |
6,119.0 |
6,238.0 |
|
S3 |
6,015.5 |
6,084.5 |
6,228.5 |
|
S4 |
5,912.0 |
5,981.0 |
6,200.0 |
|
|
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 |
6,304.0 |
6,153.5 |
150.5 |
2.4% |
61.0 |
1.0% |
69% |
False |
True |
315 |
10 |
6,353.0 |
6,153.5 |
199.5 |
3.2% |
38.5 |
0.6% |
52% |
False |
True |
1,554 |
20 |
6,353.0 |
6,153.5 |
199.5 |
3.2% |
23.0 |
0.4% |
52% |
False |
True |
779 |
40 |
6,353.0 |
6,077.0 |
276.0 |
4.4% |
15.0 |
0.2% |
65% |
False |
False |
542 |
60 |
6,353.0 |
6,077.0 |
276.0 |
4.4% |
10.5 |
0.2% |
65% |
False |
False |
373 |
80 |
6,353.0 |
5,868.0 |
485.0 |
7.8% |
8.0 |
0.1% |
80% |
False |
False |
280 |
100 |
6,353.0 |
5,868.0 |
485.0 |
7.8% |
6.5 |
0.1% |
80% |
False |
False |
224 |
120 |
6,353.0 |
5,868.0 |
485.0 |
7.8% |
5.5 |
0.1% |
80% |
False |
False |
186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,697.0 |
2.618 |
6,528.0 |
1.618 |
6,424.5 |
1.000 |
6,360.5 |
0.618 |
6,321.0 |
HIGH |
6,257.0 |
0.618 |
6,217.5 |
0.500 |
6,205.0 |
0.382 |
6,193.0 |
LOW |
6,153.5 |
0.618 |
6,089.5 |
1.000 |
6,050.0 |
1.618 |
5,986.0 |
2.618 |
5,882.5 |
4.250 |
5,713.5 |
|
|
Fisher Pivots for day following 11-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
6,240.0 |
6,240.0 |
PP |
6,222.5 |
6,222.5 |
S1 |
6,205.0 |
6,205.0 |
|