Trading Metrics calculated at close of trading on 09-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2007 |
09-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,460 |
12,499 |
39 |
0.3% |
12,607 |
High |
12,514 |
12,535 |
21 |
0.2% |
12,652 |
Low |
12,405 |
12,436 |
31 |
0.2% |
12,429 |
Close |
12,492 |
12,483 |
-9 |
-0.1% |
12,450 |
Range |
109 |
99 |
-10 |
-9.2% |
223 |
ATR |
95 |
95 |
0 |
0.3% |
0 |
Volume |
121,633 |
128,983 |
7,350 |
6.0% |
391,395 |
|
Daily Pivots for day following 09-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,782 |
12,731 |
12,538 |
|
R3 |
12,683 |
12,632 |
12,510 |
|
R2 |
12,584 |
12,584 |
12,501 |
|
R1 |
12,533 |
12,533 |
12,492 |
12,509 |
PP |
12,485 |
12,485 |
12,485 |
12,473 |
S1 |
12,434 |
12,434 |
12,474 |
12,410 |
S2 |
12,386 |
12,386 |
12,465 |
|
S3 |
12,287 |
12,335 |
12,456 |
|
S4 |
12,188 |
12,236 |
12,429 |
|
|
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% |
125 |
1.0% |
32% |
False |
False |
128,402 |
10 |
12,652 |
12,405 |
247 |
2.0% |
106 |
0.8% |
32% |
False |
False |
90,108 |
20 |
12,652 |
12,336 |
316 |
2.5% |
93 |
0.7% |
47% |
False |
False |
95,323 |
40 |
12,652 |
12,176 |
476 |
3.8% |
88 |
0.7% |
64% |
False |
False |
50,292 |
60 |
12,652 |
12,035 |
617 |
4.9% |
77 |
0.6% |
73% |
False |
False |
33,534 |
80 |
12,652 |
11,677 |
975 |
7.8% |
67 |
0.5% |
83% |
False |
False |
25,154 |
100 |
12,652 |
11,452 |
1,200 |
9.6% |
56 |
0.4% |
86% |
False |
False |
20,126 |
120 |
12,652 |
11,057 |
1,595 |
12.8% |
47 |
0.4% |
89% |
False |
False |
16,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,956 |
2.618 |
12,794 |
1.618 |
12,695 |
1.000 |
12,634 |
0.618 |
12,596 |
HIGH |
12,535 |
0.618 |
12,497 |
0.500 |
12,486 |
0.382 |
12,474 |
LOW |
12,436 |
0.618 |
12,375 |
1.000 |
12,337 |
1.618 |
12,276 |
2.618 |
12,177 |
4.250 |
12,015 |
|
|
Fisher Pivots for day following 09-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,486 |
12,482 |
PP |
12,485 |
12,482 |
S1 |
12,484 |
12,481 |
|