Trading Metrics calculated at close of trading on 12-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2007 |
12-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,442.96 |
12,514.66 |
71.70 |
0.6% |
12,392.01 |
High |
12,544.46 |
12,561.04 |
16.58 |
0.1% |
12,561.04 |
Low |
12,442.96 |
12,489.66 |
46.70 |
0.4% |
12,337.37 |
Close |
12,514.98 |
12,556.08 |
41.10 |
0.3% |
12,556.08 |
Range |
101.50 |
71.38 |
-30.12 |
-29.7% |
223.67 |
ATR |
93.89 |
92.29 |
-1.61 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,749.73 |
12,724.29 |
12,595.34 |
|
R3 |
12,678.35 |
12,652.91 |
12,575.71 |
|
R2 |
12,606.97 |
12,606.97 |
12,569.17 |
|
R1 |
12,581.53 |
12,581.53 |
12,562.62 |
12,594.25 |
PP |
12,535.59 |
12,535.59 |
12,535.59 |
12,541.96 |
S1 |
12,510.15 |
12,510.15 |
12,549.54 |
12,522.87 |
S2 |
12,464.21 |
12,464.21 |
12,542.99 |
|
S3 |
12,392.83 |
12,438.77 |
12,536.45 |
|
S4 |
12,321.45 |
12,367.39 |
12,516.82 |
|
|
Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,155.84 |
13,079.63 |
12,679.10 |
|
R3 |
12,932.17 |
12,855.96 |
12,617.59 |
|
R2 |
12,708.50 |
12,708.50 |
12,597.09 |
|
R1 |
12,632.29 |
12,632.29 |
12,576.58 |
12,670.40 |
PP |
12,484.83 |
12,484.83 |
12,484.83 |
12,503.88 |
S1 |
12,408.62 |
12,408.62 |
12,535.58 |
12,446.73 |
S2 |
12,261.16 |
12,261.16 |
12,515.07 |
|
S3 |
12,037.49 |
12,184.95 |
12,494.57 |
|
S4 |
11,813.82 |
11,961.28 |
12,433.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,561.04 |
12,337.37 |
223.67 |
1.8% |
94.93 |
0.8% |
98% |
True |
False |
|
10 |
12,580.35 |
12,337.37 |
242.98 |
1.9% |
99.81 |
0.8% |
90% |
False |
False |
|
20 |
12,580.35 |
12,301.56 |
278.79 |
2.2% |
90.73 |
0.7% |
91% |
False |
False |
|
40 |
12,580.35 |
12,072.60 |
507.75 |
4.0% |
89.15 |
0.7% |
95% |
False |
False |
|
60 |
12,580.35 |
11,887.19 |
693.16 |
5.5% |
88.92 |
0.7% |
96% |
False |
False |
|
80 |
12,580.35 |
11,474.56 |
1,105.79 |
8.8% |
86.85 |
0.7% |
98% |
False |
False |
|
100 |
12,580.35 |
11,260.28 |
1,320.07 |
10.5% |
84.47 |
0.7% |
98% |
False |
False |
|
120 |
12,580.35 |
10,868.62 |
1,711.73 |
13.6% |
89.34 |
0.7% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,864.41 |
2.618 |
12,747.91 |
1.618 |
12,676.53 |
1.000 |
12,632.42 |
0.618 |
12,605.15 |
HIGH |
12,561.04 |
0.618 |
12,533.77 |
0.500 |
12,525.35 |
0.382 |
12,516.93 |
LOW |
12,489.66 |
0.618 |
12,445.55 |
1.000 |
12,418.28 |
1.618 |
12,374.17 |
2.618 |
12,302.79 |
4.250 |
12,186.30 |
|
|
Fisher Pivots for day following 12-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,545.84 |
12,523.50 |
PP |
12,535.59 |
12,490.92 |
S1 |
12,525.35 |
12,458.34 |
|