Trading Metrics calculated at close of trading on 03-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2006 |
03-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,500.48 |
12,459.54 |
-40.94 |
-0.3% |
12,341.94 |
High |
12,526.03 |
12,580.35 |
54.32 |
0.4% |
12,529.88 |
Low |
12,451.13 |
12,404.82 |
-46.31 |
-0.4% |
12,337.05 |
Close |
12,463.15 |
12,474.52 |
11.37 |
0.1% |
12,463.15 |
Range |
74.90 |
175.53 |
100.63 |
134.4% |
192.83 |
ATR |
81.66 |
88.37 |
6.70 |
8.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,013.15 |
12,919.37 |
12,571.06 |
|
R3 |
12,837.62 |
12,743.84 |
12,522.79 |
|
R2 |
12,662.09 |
12,662.09 |
12,506.70 |
|
R1 |
12,568.31 |
12,568.31 |
12,490.61 |
12,615.20 |
PP |
12,486.56 |
12,486.56 |
12,486.56 |
12,510.01 |
S1 |
12,392.78 |
12,392.78 |
12,458.43 |
12,439.67 |
S2 |
12,311.03 |
12,311.03 |
12,442.34 |
|
S3 |
12,135.50 |
12,217.25 |
12,426.25 |
|
S4 |
11,959.97 |
12,041.72 |
12,377.98 |
|
|
Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,021.85 |
12,935.33 |
12,569.21 |
|
R3 |
12,829.02 |
12,742.50 |
12,516.18 |
|
R2 |
12,636.19 |
12,636.19 |
12,498.50 |
|
R1 |
12,549.67 |
12,549.67 |
12,480.83 |
12,592.93 |
PP |
12,443.36 |
12,443.36 |
12,443.36 |
12,464.99 |
S1 |
12,356.84 |
12,356.84 |
12,445.47 |
12,400.10 |
S2 |
12,250.53 |
12,250.53 |
12,427.80 |
|
S3 |
12,057.70 |
12,164.01 |
12,410.12 |
|
S4 |
11,864.87 |
11,971.18 |
12,357.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,580.35 |
12,337.05 |
243.30 |
2.0% |
98.95 |
0.8% |
57% |
True |
False |
|
10 |
12,580.35 |
12,337.05 |
243.30 |
2.0% |
85.89 |
0.7% |
57% |
True |
False |
|
20 |
12,580.35 |
12,195.57 |
384.78 |
3.1% |
82.89 |
0.7% |
72% |
True |
False |
|
40 |
12,580.35 |
11,965.31 |
615.04 |
4.9% |
87.88 |
0.7% |
83% |
True |
False |
|
60 |
12,580.35 |
11,794.17 |
786.18 |
6.3% |
85.05 |
0.7% |
87% |
True |
False |
|
80 |
12,580.35 |
11,331.04 |
1,249.31 |
10.0% |
85.12 |
0.7% |
92% |
True |
False |
|
100 |
12,580.35 |
11,042.64 |
1,537.71 |
12.3% |
84.42 |
0.7% |
93% |
True |
False |
|
120 |
12,580.35 |
10,683.32 |
1,897.03 |
15.2% |
91.97 |
0.7% |
94% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,326.35 |
2.618 |
13,039.89 |
1.618 |
12,864.36 |
1.000 |
12,755.88 |
0.618 |
12,688.83 |
HIGH |
12,580.35 |
0.618 |
12,513.30 |
0.500 |
12,492.59 |
0.382 |
12,471.87 |
LOW |
12,404.82 |
0.618 |
12,296.34 |
1.000 |
12,229.29 |
1.618 |
12,120.81 |
2.618 |
11,945.28 |
4.250 |
11,658.82 |
|
|
Fisher Pivots for day following 03-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,492.59 |
12,492.59 |
PP |
12,486.56 |
12,486.56 |
S1 |
12,480.54 |
12,480.54 |
|