Trading Metrics calculated at close of trading on 11-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2007 |
11-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,489 |
12,522 |
33 |
0.3% |
12,607 |
High |
12,545 |
12,602 |
57 |
0.5% |
12,652 |
Low |
12,417 |
12,481 |
64 |
0.5% |
12,429 |
Close |
12,508 |
12,566 |
58 |
0.5% |
12,450 |
Range |
128 |
121 |
-7 |
-5.5% |
223 |
ATR |
98 |
99 |
2 |
1.7% |
0 |
Volume |
116,053 |
14,600 |
-101,453 |
-87.4% |
391,395 |
|
Daily Pivots for day following 11-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,913 |
12,860 |
12,633 |
|
R3 |
12,792 |
12,739 |
12,599 |
|
R2 |
12,671 |
12,671 |
12,588 |
|
R1 |
12,618 |
12,618 |
12,577 |
12,645 |
PP |
12,550 |
12,550 |
12,550 |
12,563 |
S1 |
12,497 |
12,497 |
12,555 |
12,524 |
S2 |
12,429 |
12,429 |
12,544 |
|
S3 |
12,308 |
12,376 |
12,533 |
|
S4 |
12,187 |
12,255 |
12,500 |
|
|
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 |
12,602 |
12,405 |
197 |
1.6% |
117 |
0.9% |
82% |
True |
False |
101,568 |
10 |
12,652 |
12,405 |
247 |
2.0% |
111 |
0.9% |
65% |
False |
False |
92,797 |
20 |
12,652 |
12,345 |
307 |
2.4% |
98 |
0.8% |
72% |
False |
False |
91,703 |
40 |
12,652 |
12,176 |
476 |
3.8% |
91 |
0.7% |
82% |
False |
False |
53,557 |
60 |
12,652 |
12,035 |
617 |
4.9% |
81 |
0.6% |
86% |
False |
False |
35,711 |
80 |
12,652 |
11,677 |
975 |
7.8% |
70 |
0.6% |
91% |
False |
False |
26,787 |
100 |
12,652 |
11,452 |
1,200 |
9.5% |
58 |
0.5% |
93% |
False |
False |
21,432 |
120 |
12,652 |
11,253 |
1,399 |
11.1% |
49 |
0.4% |
94% |
False |
False |
17,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,116 |
2.618 |
12,919 |
1.618 |
12,798 |
1.000 |
12,723 |
0.618 |
12,677 |
HIGH |
12,602 |
0.618 |
12,556 |
0.500 |
12,542 |
0.382 |
12,527 |
LOW |
12,481 |
0.618 |
12,406 |
1.000 |
12,360 |
1.618 |
12,285 |
2.618 |
12,164 |
4.250 |
11,967 |
|
|
Fisher Pivots for day following 11-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,558 |
12,547 |
PP |
12,550 |
12,528 |
S1 |
12,542 |
12,510 |
|