Trading Metrics calculated at close of trading on 11-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2007 |
11-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,417.00 |
12,442.96 |
25.96 |
0.2% |
12,459.54 |
High |
12,451.61 |
12,544.46 |
92.85 |
0.7% |
12,580.35 |
Low |
12,355.63 |
12,442.96 |
87.33 |
0.7% |
12,365.41 |
Close |
12,442.16 |
12,514.98 |
72.82 |
0.6% |
12,398.01 |
Range |
95.98 |
101.50 |
5.52 |
5.8% |
214.94 |
ATR |
93.25 |
93.89 |
0.65 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,805.30 |
12,761.64 |
12,570.81 |
|
R3 |
12,703.80 |
12,660.14 |
12,542.89 |
|
R2 |
12,602.30 |
12,602.30 |
12,533.59 |
|
R1 |
12,558.64 |
12,558.64 |
12,524.28 |
12,580.47 |
PP |
12,500.80 |
12,500.80 |
12,500.80 |
12,511.72 |
S1 |
12,457.14 |
12,457.14 |
12,505.68 |
12,478.97 |
S2 |
12,399.30 |
12,399.30 |
12,496.37 |
|
S3 |
12,297.80 |
12,355.64 |
12,487.07 |
|
S4 |
12,196.30 |
12,254.14 |
12,459.16 |
|
|
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 |
12,544.46 |
12,337.37 |
207.09 |
1.7% |
103.60 |
0.8% |
86% |
True |
False |
|
10 |
12,580.35 |
12,337.37 |
242.98 |
1.9% |
103.82 |
0.8% |
73% |
False |
False |
|
20 |
12,580.35 |
12,252.05 |
328.30 |
2.6% |
91.25 |
0.7% |
80% |
False |
False |
|
40 |
12,580.35 |
12,072.60 |
507.75 |
4.1% |
89.37 |
0.7% |
87% |
False |
False |
|
60 |
12,580.35 |
11,887.19 |
693.16 |
5.5% |
88.59 |
0.7% |
91% |
False |
False |
|
80 |
12,580.35 |
11,474.56 |
1,105.79 |
8.8% |
86.71 |
0.7% |
94% |
False |
False |
|
100 |
12,580.35 |
11,260.28 |
1,320.07 |
10.5% |
84.40 |
0.7% |
95% |
False |
False |
|
120 |
12,580.35 |
10,838.85 |
1,741.50 |
13.9% |
89.69 |
0.7% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,975.84 |
2.618 |
12,810.19 |
1.618 |
12,708.69 |
1.000 |
12,645.96 |
0.618 |
12,607.19 |
HIGH |
12,544.46 |
0.618 |
12,505.69 |
0.500 |
12,493.71 |
0.382 |
12,481.73 |
LOW |
12,442.96 |
0.618 |
12,380.23 |
1.000 |
12,341.46 |
1.618 |
12,278.73 |
2.618 |
12,177.23 |
4.250 |
12,011.59 |
|
|
Fisher Pivots for day following 11-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,507.89 |
12,493.34 |
PP |
12,500.80 |
12,471.69 |
S1 |
12,493.71 |
12,450.05 |
|