Trading Metrics calculated at close of trading on 08-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2007 |
08-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,554 |
12,460 |
-94 |
-0.7% |
12,607 |
High |
12,557 |
12,514 |
-43 |
-0.3% |
12,652 |
Low |
12,429 |
12,405 |
-24 |
-0.2% |
12,429 |
Close |
12,450 |
12,492 |
42 |
0.3% |
12,450 |
Range |
128 |
109 |
-19 |
-14.8% |
223 |
ATR |
94 |
95 |
1 |
1.1% |
0 |
Volume |
126,571 |
121,633 |
-4,938 |
-3.9% |
391,395 |
|
Daily Pivots for day following 08-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,797 |
12,754 |
12,552 |
|
R3 |
12,688 |
12,645 |
12,522 |
|
R2 |
12,579 |
12,579 |
12,512 |
|
R1 |
12,536 |
12,536 |
12,502 |
12,558 |
PP |
12,470 |
12,470 |
12,470 |
12,481 |
S1 |
12,427 |
12,427 |
12,482 |
12,449 |
S2 |
12,361 |
12,361 |
12,472 |
|
S3 |
12,252 |
12,318 |
12,462 |
|
S4 |
12,143 |
12,209 |
12,432 |
|
|
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 |
12,405 |
247 |
2.0% |
120 |
1.0% |
35% |
False |
True |
110,784 |
10 |
12,652 |
12,405 |
247 |
2.0% |
106 |
0.8% |
35% |
False |
True |
85,856 |
20 |
12,652 |
12,336 |
316 |
2.5% |
94 |
0.7% |
49% |
False |
False |
93,317 |
40 |
12,652 |
12,176 |
476 |
3.8% |
87 |
0.7% |
66% |
False |
False |
47,067 |
60 |
12,652 |
12,025 |
627 |
5.0% |
77 |
0.6% |
74% |
False |
False |
31,385 |
80 |
12,652 |
11,677 |
975 |
7.8% |
66 |
0.5% |
84% |
False |
False |
23,542 |
100 |
12,652 |
11,450 |
1,202 |
9.6% |
55 |
0.4% |
87% |
False |
False |
18,837 |
120 |
12,652 |
11,057 |
1,595 |
12.8% |
46 |
0.4% |
90% |
False |
False |
15,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,977 |
2.618 |
12,799 |
1.618 |
12,690 |
1.000 |
12,623 |
0.618 |
12,581 |
HIGH |
12,514 |
0.618 |
12,472 |
0.500 |
12,460 |
0.382 |
12,447 |
LOW |
12,405 |
0.618 |
12,338 |
1.000 |
12,296 |
1.618 |
12,229 |
2.618 |
12,120 |
4.250 |
11,942 |
|
|
Fisher Pivots for day following 08-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,481 |
12,492 |
PP |
12,470 |
12,491 |
S1 |
12,460 |
12,491 |
|