Trading Metrics calculated at close of trading on 04-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2007 |
04-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,607 |
12,541 |
-66 |
-0.5% |
12,427 |
High |
12,652 |
12,576 |
-76 |
-0.6% |
12,608 |
Low |
12,471 |
12,468 |
-3 |
0.0% |
12,415 |
Close |
12,530 |
12,549 |
19 |
0.2% |
12,539 |
Range |
181 |
108 |
-73 |
-40.3% |
193 |
ATR |
90 |
91 |
1 |
1.4% |
0 |
Volume |
144,144 |
120,680 |
-23,464 |
-16.3% |
188,916 |
|
Daily Pivots for day following 04-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,855 |
12,810 |
12,609 |
|
R3 |
12,747 |
12,702 |
12,579 |
|
R2 |
12,639 |
12,639 |
12,569 |
|
R1 |
12,594 |
12,594 |
12,559 |
12,617 |
PP |
12,531 |
12,531 |
12,531 |
12,542 |
S1 |
12,486 |
12,486 |
12,539 |
12,509 |
S2 |
12,423 |
12,423 |
12,529 |
|
S3 |
12,315 |
12,378 |
12,519 |
|
S4 |
12,207 |
12,270 |
12,490 |
|
|
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 |
12,468 |
184 |
1.5% |
105 |
0.8% |
44% |
False |
True |
84,027 |
10 |
12,652 |
12,411 |
241 |
1.9% |
97 |
0.8% |
57% |
False |
False |
77,521 |
20 |
12,652 |
12,336 |
316 |
2.5% |
87 |
0.7% |
67% |
False |
False |
81,491 |
40 |
12,652 |
12,176 |
476 |
3.8% |
85 |
0.7% |
78% |
False |
False |
40,864 |
60 |
12,652 |
11,985 |
667 |
5.3% |
73 |
0.6% |
85% |
False |
False |
27,248 |
80 |
12,652 |
11,552 |
1,100 |
8.8% |
64 |
0.5% |
91% |
False |
False |
20,439 |
100 |
12,652 |
11,284 |
1,368 |
10.9% |
53 |
0.4% |
92% |
False |
False |
16,354 |
120 |
12,652 |
10,948 |
1,704 |
13.6% |
44 |
0.4% |
94% |
False |
False |
13,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,035 |
2.618 |
12,859 |
1.618 |
12,751 |
1.000 |
12,684 |
0.618 |
12,643 |
HIGH |
12,576 |
0.618 |
12,535 |
0.500 |
12,522 |
0.382 |
12,509 |
LOW |
12,468 |
0.618 |
12,401 |
1.000 |
12,360 |
1.618 |
12,293 |
2.618 |
12,185 |
4.250 |
12,009 |
|
|
Fisher Pivots for day following 04-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,540 |
12,560 |
PP |
12,531 |
12,556 |
S1 |
12,522 |
12,553 |
|