Trading Metrics calculated at close of trading on 10-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2007 |
10-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,499 |
12,489 |
-10 |
-0.1% |
12,607 |
High |
12,535 |
12,545 |
10 |
0.1% |
12,652 |
Low |
12,436 |
12,417 |
-19 |
-0.2% |
12,429 |
Close |
12,483 |
12,508 |
25 |
0.2% |
12,450 |
Range |
99 |
128 |
29 |
29.3% |
223 |
ATR |
95 |
98 |
2 |
2.4% |
0 |
Volume |
128,983 |
116,053 |
-12,930 |
-10.0% |
391,395 |
|
Daily Pivots for day following 10-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,874 |
12,819 |
12,579 |
|
R3 |
12,746 |
12,691 |
12,543 |
|
R2 |
12,618 |
12,618 |
12,532 |
|
R1 |
12,563 |
12,563 |
12,520 |
12,591 |
PP |
12,490 |
12,490 |
12,490 |
12,504 |
S1 |
12,435 |
12,435 |
12,496 |
12,463 |
S2 |
12,362 |
12,362 |
12,485 |
|
S3 |
12,234 |
12,307 |
12,473 |
|
S4 |
12,106 |
12,179 |
12,438 |
|
|
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 |
12,576 |
12,405 |
171 |
1.4% |
115 |
0.9% |
60% |
False |
False |
122,784 |
10 |
12,652 |
12,405 |
247 |
2.0% |
108 |
0.9% |
42% |
False |
False |
94,698 |
20 |
12,652 |
12,345 |
307 |
2.5% |
95 |
0.8% |
53% |
False |
False |
94,962 |
40 |
12,652 |
12,176 |
476 |
3.8% |
90 |
0.7% |
70% |
False |
False |
53,193 |
60 |
12,652 |
12,035 |
617 |
4.9% |
79 |
0.6% |
77% |
False |
False |
35,468 |
80 |
12,652 |
11,677 |
975 |
7.8% |
69 |
0.5% |
85% |
False |
False |
26,605 |
100 |
12,652 |
11,452 |
1,200 |
9.6% |
57 |
0.5% |
88% |
False |
False |
21,286 |
120 |
12,652 |
11,057 |
1,595 |
12.8% |
48 |
0.4% |
91% |
False |
False |
17,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,089 |
2.618 |
12,880 |
1.618 |
12,752 |
1.000 |
12,673 |
0.618 |
12,624 |
HIGH |
12,545 |
0.618 |
12,496 |
0.500 |
12,481 |
0.382 |
12,466 |
LOW |
12,417 |
0.618 |
12,338 |
1.000 |
12,289 |
1.618 |
12,210 |
2.618 |
12,082 |
4.250 |
11,873 |
|
|
Fisher Pivots for day following 10-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,499 |
12,497 |
PP |
12,490 |
12,486 |
S1 |
12,481 |
12,475 |
|