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 |
12,392.01 |
12,424.77 |
32.76 |
0.3% |
12,459.54 |
High |
12,445.92 |
12,466.43 |
20.51 |
0.2% |
12,580.35 |
Low |
12,337.37 |
12,369.17 |
31.80 |
0.3% |
12,365.41 |
Close |
12,423.49 |
12,416.60 |
-6.89 |
-0.1% |
12,398.01 |
Range |
108.55 |
97.26 |
-11.29 |
-10.4% |
214.94 |
ATR |
92.71 |
93.04 |
0.32 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,709.18 |
12,660.15 |
12,470.09 |
|
R3 |
12,611.92 |
12,562.89 |
12,443.35 |
|
R2 |
12,514.66 |
12,514.66 |
12,434.43 |
|
R1 |
12,465.63 |
12,465.63 |
12,425.52 |
12,441.52 |
PP |
12,417.40 |
12,417.40 |
12,417.40 |
12,405.34 |
S1 |
12,368.37 |
12,368.37 |
12,407.68 |
12,344.26 |
S2 |
12,320.14 |
12,320.14 |
12,398.77 |
|
S3 |
12,222.88 |
12,271.11 |
12,389.85 |
|
S4 |
12,125.62 |
12,173.85 |
12,363.11 |
|
|
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 |
12,337.37 |
242.98 |
2.0% |
120.52 |
1.0% |
33% |
False |
False |
|
10 |
12,580.35 |
12,337.05 |
243.30 |
2.0% |
100.04 |
0.8% |
33% |
False |
False |
|
20 |
12,580.35 |
12,243.08 |
337.27 |
2.7% |
88.72 |
0.7% |
51% |
False |
False |
|
40 |
12,580.35 |
12,072.60 |
507.75 |
4.1% |
88.18 |
0.7% |
68% |
False |
False |
|
60 |
12,580.35 |
11,854.05 |
726.30 |
5.8% |
87.92 |
0.7% |
77% |
False |
False |
|
80 |
12,580.35 |
11,474.56 |
1,105.79 |
8.9% |
85.97 |
0.7% |
85% |
False |
False |
|
100 |
12,580.35 |
11,224.91 |
1,355.44 |
10.9% |
84.32 |
0.7% |
88% |
False |
False |
|
120 |
12,580.35 |
10,797.39 |
1,782.96 |
14.4% |
90.98 |
0.7% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,879.79 |
2.618 |
12,721.06 |
1.618 |
12,623.80 |
1.000 |
12,563.69 |
0.618 |
12,526.54 |
HIGH |
12,466.43 |
0.618 |
12,429.28 |
0.500 |
12,417.80 |
0.382 |
12,406.32 |
LOW |
12,369.17 |
0.618 |
12,309.06 |
1.000 |
12,271.91 |
1.618 |
12,211.80 |
2.618 |
12,114.54 |
4.250 |
11,955.82 |
|
|
Fisher Pivots for day following 09-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,417.80 |
12,413.98 |
PP |
12,417.40 |
12,411.37 |
S1 |
12,417.00 |
12,408.75 |
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