Trading Metrics calculated at close of trading on 12-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2007 |
12-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
12,522 |
12,567 |
45 |
0.4% |
12,460 |
High |
12,602 |
12,631 |
29 |
0.2% |
12,631 |
Low |
12,481 |
12,545 |
64 |
0.5% |
12,405 |
Close |
12,566 |
12,626 |
60 |
0.5% |
12,626 |
Range |
121 |
86 |
-35 |
-28.9% |
226 |
ATR |
99 |
98 |
-1 |
-1.0% |
0 |
Volume |
14,600 |
7,886 |
-6,714 |
-46.0% |
389,155 |
|
Daily Pivots for day following 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,859 |
12,828 |
12,673 |
|
R3 |
12,773 |
12,742 |
12,650 |
|
R2 |
12,687 |
12,687 |
12,642 |
|
R1 |
12,656 |
12,656 |
12,634 |
12,672 |
PP |
12,601 |
12,601 |
12,601 |
12,608 |
S1 |
12,570 |
12,570 |
12,618 |
12,586 |
S2 |
12,515 |
12,515 |
12,610 |
|
S3 |
12,429 |
12,484 |
12,602 |
|
S4 |
12,343 |
12,398 |
12,579 |
|
|
Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,232 |
13,155 |
12,750 |
|
R3 |
13,006 |
12,929 |
12,688 |
|
R2 |
12,780 |
12,780 |
12,668 |
|
R1 |
12,703 |
12,703 |
12,647 |
12,742 |
PP |
12,554 |
12,554 |
12,554 |
12,573 |
S1 |
12,477 |
12,477 |
12,605 |
12,516 |
S2 |
12,328 |
12,328 |
12,585 |
|
S3 |
12,102 |
12,251 |
12,564 |
|
S4 |
11,876 |
12,025 |
12,502 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,631 |
12,405 |
226 |
1.8% |
109 |
0.9% |
98% |
True |
False |
77,831 |
10 |
12,652 |
12,405 |
247 |
2.0% |
109 |
0.9% |
89% |
False |
False |
88,032 |
20 |
12,652 |
12,393 |
259 |
2.1% |
98 |
0.8% |
90% |
False |
False |
85,653 |
40 |
12,652 |
12,176 |
476 |
3.8% |
90 |
0.7% |
95% |
False |
False |
53,753 |
60 |
12,652 |
12,059 |
593 |
4.7% |
82 |
0.7% |
96% |
False |
False |
35,843 |
80 |
12,652 |
11,677 |
975 |
7.7% |
71 |
0.6% |
97% |
False |
False |
26,886 |
100 |
12,652 |
11,452 |
1,200 |
9.5% |
59 |
0.5% |
98% |
False |
False |
21,511 |
120 |
12,652 |
11,267 |
1,385 |
11.0% |
50 |
0.4% |
98% |
False |
False |
17,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,997 |
2.618 |
12,856 |
1.618 |
12,770 |
1.000 |
12,717 |
0.618 |
12,684 |
HIGH |
12,631 |
0.618 |
12,598 |
0.500 |
12,588 |
0.382 |
12,578 |
LOW |
12,545 |
0.618 |
12,492 |
1.000 |
12,459 |
1.618 |
12,406 |
2.618 |
12,320 |
4.250 |
12,180 |
|
|
Fisher Pivots for day following 12-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
12,613 |
12,592 |
PP |
12,601 |
12,558 |
S1 |
12,588 |
12,524 |
|