Trading Metrics calculated at close of trading on 04-Jan-2007 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
03-Jan-2007 |
04-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,459.54 |
12,473.16 |
13.62 |
0.1% |
12,341.94 |
High |
12,580.35 |
12,510.41 |
-69.94 |
-0.6% |
12,529.88 |
Low |
12,404.82 |
12,403.86 |
-0.96 |
0.0% |
12,337.05 |
Close |
12,474.52 |
12,480.69 |
6.17 |
0.0% |
12,463.15 |
Range |
175.53 |
106.55 |
-68.98 |
-39.3% |
192.83 |
ATR |
88.37 |
89.66 |
1.30 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,784.64 |
12,739.21 |
12,539.29 |
|
R3 |
12,678.09 |
12,632.66 |
12,509.99 |
|
R2 |
12,571.54 |
12,571.54 |
12,500.22 |
|
R1 |
12,526.11 |
12,526.11 |
12,490.46 |
12,548.83 |
PP |
12,464.99 |
12,464.99 |
12,464.99 |
12,476.34 |
S1 |
12,419.56 |
12,419.56 |
12,470.92 |
12,442.28 |
S2 |
12,358.44 |
12,358.44 |
12,461.16 |
|
S3 |
12,251.89 |
12,313.01 |
12,451.39 |
|
S4 |
12,145.34 |
12,206.46 |
12,422.09 |
|
|
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 |
12,403.86 |
176.49 |
1.4% |
104.03 |
0.8% |
44% |
False |
True |
|
10 |
12,580.35 |
12,337.05 |
243.30 |
1.9% |
90.37 |
0.7% |
59% |
False |
False |
|
20 |
12,580.35 |
12,243.08 |
337.27 |
2.7% |
82.50 |
0.7% |
70% |
False |
False |
|
40 |
12,580.35 |
11,984.76 |
595.59 |
4.8% |
88.14 |
0.7% |
83% |
False |
False |
|
60 |
12,580.35 |
11,794.17 |
786.18 |
6.3% |
85.74 |
0.7% |
87% |
False |
False |
|
80 |
12,580.35 |
11,342.17 |
1,238.18 |
9.9% |
85.56 |
0.7% |
92% |
False |
False |
|
100 |
12,580.35 |
11,042.64 |
1,537.71 |
12.3% |
84.49 |
0.7% |
94% |
False |
False |
|
120 |
12,580.35 |
10,683.32 |
1,897.03 |
15.2% |
91.36 |
0.7% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,963.25 |
2.618 |
12,789.36 |
1.618 |
12,682.81 |
1.000 |
12,616.96 |
0.618 |
12,576.26 |
HIGH |
12,510.41 |
0.618 |
12,469.71 |
0.500 |
12,457.14 |
0.382 |
12,444.56 |
LOW |
12,403.86 |
0.618 |
12,338.01 |
1.000 |
12,297.31 |
1.618 |
12,231.46 |
2.618 |
12,124.91 |
4.250 |
11,951.02 |
|
|
Fisher Pivots for day following 04-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,472.84 |
12,492.11 |
PP |
12,464.99 |
12,488.30 |
S1 |
12,457.14 |
12,484.50 |
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