Trading Metrics calculated at close of trading on 05-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2007 |
05-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,541 |
12,554 |
13 |
0.1% |
12,607 |
High |
12,576 |
12,557 |
-19 |
-0.2% |
12,652 |
Low |
12,468 |
12,429 |
-39 |
-0.3% |
12,429 |
Close |
12,549 |
12,450 |
-99 |
-0.8% |
12,450 |
Range |
108 |
128 |
20 |
18.5% |
223 |
ATR |
91 |
94 |
3 |
2.9% |
0 |
Volume |
120,680 |
126,571 |
5,891 |
4.9% |
391,395 |
|
Daily Pivots for day following 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,863 |
12,784 |
12,521 |
|
R3 |
12,735 |
12,656 |
12,485 |
|
R2 |
12,607 |
12,607 |
12,474 |
|
R1 |
12,528 |
12,528 |
12,462 |
12,504 |
PP |
12,479 |
12,479 |
12,479 |
12,466 |
S1 |
12,400 |
12,400 |
12,438 |
12,376 |
S2 |
12,351 |
12,351 |
12,427 |
|
S3 |
12,223 |
12,272 |
12,415 |
|
S4 |
12,095 |
12,144 |
12,380 |
|
|
Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,179 |
13,038 |
12,573 |
|
R3 |
12,956 |
12,815 |
12,511 |
|
R2 |
12,733 |
12,733 |
12,491 |
|
R1 |
12,592 |
12,592 |
12,471 |
12,551 |
PP |
12,510 |
12,510 |
12,510 |
12,490 |
S1 |
12,369 |
12,369 |
12,430 |
12,328 |
S2 |
12,287 |
12,287 |
12,409 |
|
S3 |
12,064 |
12,146 |
12,389 |
|
S4 |
11,841 |
11,923 |
12,327 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,652 |
12,429 |
223 |
1.8% |
110 |
0.9% |
9% |
False |
True |
98,233 |
10 |
12,652 |
12,411 |
241 |
1.9% |
100 |
0.8% |
16% |
False |
False |
79,928 |
20 |
12,652 |
12,336 |
316 |
2.5% |
91 |
0.7% |
36% |
False |
False |
87,725 |
40 |
12,652 |
12,176 |
476 |
3.8% |
87 |
0.7% |
58% |
False |
False |
44,027 |
60 |
12,652 |
11,985 |
667 |
5.4% |
75 |
0.6% |
70% |
False |
False |
29,357 |
80 |
12,652 |
11,677 |
975 |
7.8% |
65 |
0.5% |
79% |
False |
False |
22,021 |
100 |
12,652 |
11,399 |
1,253 |
10.1% |
54 |
0.4% |
84% |
False |
False |
17,620 |
120 |
12,652 |
11,017 |
1,635 |
13.1% |
45 |
0.4% |
88% |
False |
False |
14,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,101 |
2.618 |
12,892 |
1.618 |
12,764 |
1.000 |
12,685 |
0.618 |
12,636 |
HIGH |
12,557 |
0.618 |
12,508 |
0.500 |
12,493 |
0.382 |
12,478 |
LOW |
12,429 |
0.618 |
12,350 |
1.000 |
12,301 |
1.618 |
12,222 |
2.618 |
12,094 |
4.250 |
11,885 |
|
|
Fisher Pivots for day following 05-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,493 |
12,541 |
PP |
12,479 |
12,510 |
S1 |
12,464 |
12,480 |
|