Trading Metrics calculated at close of trading on 10-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2007 |
10-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,424.77 |
12,417.00 |
-7.77 |
-0.1% |
12,459.54 |
High |
12,466.43 |
12,451.61 |
-14.82 |
-0.1% |
12,580.35 |
Low |
12,369.17 |
12,355.63 |
-13.54 |
-0.1% |
12,365.41 |
Close |
12,416.60 |
12,442.16 |
25.56 |
0.2% |
12,398.01 |
Range |
97.26 |
95.98 |
-1.28 |
-1.3% |
214.94 |
ATR |
93.04 |
93.25 |
0.21 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,704.41 |
12,669.26 |
12,494.95 |
|
R3 |
12,608.43 |
12,573.28 |
12,468.55 |
|
R2 |
12,512.45 |
12,512.45 |
12,459.76 |
|
R1 |
12,477.30 |
12,477.30 |
12,450.96 |
12,494.88 |
PP |
12,416.47 |
12,416.47 |
12,416.47 |
12,425.25 |
S1 |
12,381.32 |
12,381.32 |
12,433.36 |
12,398.90 |
S2 |
12,320.49 |
12,320.49 |
12,424.56 |
|
S3 |
12,224.51 |
12,285.34 |
12,415.77 |
|
S4 |
12,128.53 |
12,189.36 |
12,389.37 |
|
|
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 |
12,510.41 |
12,337.37 |
173.04 |
1.4% |
104.61 |
0.8% |
61% |
False |
False |
|
10 |
12,580.35 |
12,337.05 |
243.30 |
2.0% |
101.78 |
0.8% |
43% |
False |
False |
|
20 |
12,580.35 |
12,252.05 |
328.30 |
2.6% |
89.03 |
0.7% |
58% |
False |
False |
|
40 |
12,580.35 |
12,072.60 |
507.75 |
4.1% |
88.16 |
0.7% |
73% |
False |
False |
|
60 |
12,580.35 |
11,887.19 |
693.16 |
5.6% |
87.76 |
0.7% |
80% |
False |
False |
|
80 |
12,580.35 |
11,474.56 |
1,105.79 |
8.9% |
86.50 |
0.7% |
88% |
False |
False |
|
100 |
12,580.35 |
11,260.28 |
1,320.07 |
10.6% |
84.12 |
0.7% |
90% |
False |
False |
|
120 |
12,580.35 |
10,838.85 |
1,741.50 |
14.0% |
89.78 |
0.7% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,859.53 |
2.618 |
12,702.89 |
1.618 |
12,606.91 |
1.000 |
12,547.59 |
0.618 |
12,510.93 |
HIGH |
12,451.61 |
0.618 |
12,414.95 |
0.500 |
12,403.62 |
0.382 |
12,392.29 |
LOW |
12,355.63 |
0.618 |
12,296.31 |
1.000 |
12,259.65 |
1.618 |
12,200.33 |
2.618 |
12,104.35 |
4.250 |
11,947.72 |
|
|
Fisher Pivots for day following 10-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,429.31 |
12,428.74 |
PP |
12,416.47 |
12,415.32 |
S1 |
12,403.62 |
12,401.90 |
|