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 |
12,473.16 |
12,480.05 |
6.89 |
0.1% |
12,459.54 |
High |
12,510.41 |
12,480.13 |
-30.28 |
-0.2% |
12,580.35 |
Low |
12,403.86 |
12,365.41 |
-38.45 |
-0.3% |
12,365.41 |
Close |
12,480.69 |
12,398.01 |
-82.68 |
-0.7% |
12,398.01 |
Range |
106.55 |
114.72 |
8.17 |
7.7% |
214.94 |
ATR |
89.66 |
91.49 |
1.83 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,758.68 |
12,693.06 |
12,461.11 |
|
R3 |
12,643.96 |
12,578.34 |
12,429.56 |
|
R2 |
12,529.24 |
12,529.24 |
12,419.04 |
|
R1 |
12,463.62 |
12,463.62 |
12,408.53 |
12,439.07 |
PP |
12,414.52 |
12,414.52 |
12,414.52 |
12,402.24 |
S1 |
12,348.90 |
12,348.90 |
12,387.49 |
12,324.35 |
S2 |
12,299.80 |
12,299.80 |
12,376.98 |
|
S3 |
12,185.08 |
12,234.18 |
12,366.46 |
|
S4 |
12,070.36 |
12,119.46 |
12,334.91 |
|
|
Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,092.74 |
12,960.32 |
12,516.23 |
|
R3 |
12,877.80 |
12,745.38 |
12,457.12 |
|
R2 |
12,662.86 |
12,662.86 |
12,437.42 |
|
R1 |
12,530.44 |
12,530.44 |
12,417.71 |
12,489.18 |
PP |
12,447.92 |
12,447.92 |
12,447.92 |
12,427.30 |
S1 |
12,315.50 |
12,315.50 |
12,378.31 |
12,274.24 |
S2 |
12,232.98 |
12,232.98 |
12,358.60 |
|
S3 |
12,018.04 |
12,100.56 |
12,338.90 |
|
S4 |
11,803.10 |
11,885.62 |
12,279.79 |
|
|
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 |
12,365.41 |
214.94 |
1.7% |
104.69 |
0.8% |
15% |
False |
True |
|
10 |
12,580.35 |
12,337.05 |
243.30 |
2.0% |
92.42 |
0.7% |
25% |
False |
False |
|
20 |
12,580.35 |
12,243.08 |
337.27 |
2.7% |
85.27 |
0.7% |
46% |
False |
False |
|
40 |
12,580.35 |
12,072.60 |
507.75 |
4.1% |
87.69 |
0.7% |
64% |
False |
False |
|
60 |
12,580.35 |
11,794.17 |
786.18 |
6.3% |
86.66 |
0.7% |
77% |
False |
False |
|
80 |
12,580.35 |
11,395.71 |
1,184.64 |
9.6% |
86.00 |
0.7% |
85% |
False |
False |
|
100 |
12,580.35 |
11,079.78 |
1,500.57 |
12.1% |
84.86 |
0.7% |
88% |
False |
False |
|
120 |
12,580.35 |
10,683.32 |
1,897.03 |
15.3% |
91.09 |
0.7% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,967.69 |
2.618 |
12,780.47 |
1.618 |
12,665.75 |
1.000 |
12,594.85 |
0.618 |
12,551.03 |
HIGH |
12,480.13 |
0.618 |
12,436.31 |
0.500 |
12,422.77 |
0.382 |
12,409.23 |
LOW |
12,365.41 |
0.618 |
12,294.51 |
1.000 |
12,250.69 |
1.618 |
12,179.79 |
2.618 |
12,065.07 |
4.250 |
11,877.85 |
|
|
Fisher Pivots for day following 05-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,422.77 |
12,472.88 |
PP |
12,414.52 |
12,447.92 |
S1 |
12,406.26 |
12,422.97 |
|