Trading Metrics calculated at close of trading on 03-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2006 |
03-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,574 |
12,607 |
33 |
0.3% |
12,427 |
High |
12,600 |
12,652 |
52 |
0.4% |
12,608 |
Low |
12,525 |
12,471 |
-54 |
-0.4% |
12,415 |
Close |
12,539 |
12,530 |
-9 |
-0.1% |
12,539 |
Range |
75 |
181 |
106 |
141.3% |
193 |
ATR |
83 |
90 |
7 |
8.4% |
0 |
Volume |
40,896 |
144,144 |
103,248 |
252.5% |
188,916 |
|
Daily Pivots for day following 03-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,094 |
12,993 |
12,630 |
|
R3 |
12,913 |
12,812 |
12,580 |
|
R2 |
12,732 |
12,732 |
12,563 |
|
R1 |
12,631 |
12,631 |
12,547 |
12,591 |
PP |
12,551 |
12,551 |
12,551 |
12,531 |
S1 |
12,450 |
12,450 |
12,514 |
12,410 |
S2 |
12,370 |
12,370 |
12,497 |
|
S3 |
12,189 |
12,269 |
12,480 |
|
S4 |
12,008 |
12,088 |
12,431 |
|
|
Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,100 |
13,012 |
12,645 |
|
R3 |
12,907 |
12,819 |
12,592 |
|
R2 |
12,714 |
12,714 |
12,575 |
|
R1 |
12,626 |
12,626 |
12,557 |
12,670 |
PP |
12,521 |
12,521 |
12,521 |
12,543 |
S1 |
12,433 |
12,433 |
12,521 |
12,477 |
S2 |
12,328 |
12,328 |
12,504 |
|
S3 |
12,135 |
12,240 |
12,486 |
|
S4 |
11,942 |
12,047 |
12,433 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,652 |
12,415 |
237 |
1.9% |
101 |
0.8% |
49% |
True |
False |
66,612 |
10 |
12,652 |
12,411 |
241 |
1.9% |
92 |
0.7% |
49% |
True |
False |
73,614 |
20 |
12,652 |
12,291 |
361 |
2.9% |
88 |
0.7% |
66% |
True |
False |
75,506 |
40 |
12,652 |
12,122 |
530 |
4.2% |
85 |
0.7% |
77% |
True |
False |
37,847 |
60 |
12,652 |
11,952 |
700 |
5.6% |
72 |
0.6% |
83% |
True |
False |
25,237 |
80 |
12,652 |
11,527 |
1,125 |
9.0% |
63 |
0.5% |
89% |
True |
False |
18,931 |
100 |
12,652 |
11,271 |
1,381 |
11.0% |
52 |
0.4% |
91% |
True |
False |
15,148 |
120 |
12,652 |
10,934 |
1,718 |
13.7% |
43 |
0.3% |
93% |
True |
False |
12,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,421 |
2.618 |
13,126 |
1.618 |
12,945 |
1.000 |
12,833 |
0.618 |
12,764 |
HIGH |
12,652 |
0.618 |
12,583 |
0.500 |
12,562 |
0.382 |
12,540 |
LOW |
12,471 |
0.618 |
12,359 |
1.000 |
12,290 |
1.618 |
12,178 |
2.618 |
11,997 |
4.250 |
11,702 |
|
|
Fisher Pivots for day following 03-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,562 |
12,562 |
PP |
12,551 |
12,551 |
S1 |
12,541 |
12,541 |
|