Trading Metrics calculated at close of trading on 03-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2006 |
03-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,434.3 |
1,433.5 |
-0.8 |
-0.1% |
1,421.5 |
High |
1,437.3 |
1,439.5 |
2.2 |
0.2% |
1,438.7 |
Low |
1,426.0 |
1,417.0 |
-9.0 |
-0.6% |
1,420.4 |
Close |
1,428.4 |
1,424.8 |
-3.6 |
-0.3% |
1,428.4 |
Range |
11.3 |
22.5 |
11.2 |
99.1% |
18.3 |
ATR |
10.0 |
10.9 |
0.9 |
9.0% |
0.0 |
Volume |
21,130 |
1,998 |
-19,132 |
-90.5% |
80,243 |
|
Daily Pivots for day following 03-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,494.6 |
1,482.2 |
1,437.2 |
|
R3 |
1,472.1 |
1,459.7 |
1,431.0 |
|
R2 |
1,449.6 |
1,449.6 |
1,428.9 |
|
R1 |
1,437.2 |
1,437.2 |
1,426.9 |
1,432.2 |
PP |
1,427.1 |
1,427.1 |
1,427.1 |
1,424.6 |
S1 |
1,414.7 |
1,414.7 |
1,422.7 |
1,409.7 |
S2 |
1,404.6 |
1,404.6 |
1,420.7 |
|
S3 |
1,382.1 |
1,392.2 |
1,418.6 |
|
S4 |
1,359.6 |
1,369.7 |
1,412.4 |
|
|
Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,484.1 |
1,474.5 |
1,438.5 |
|
R3 |
1,465.8 |
1,456.2 |
1,433.4 |
|
R2 |
1,447.5 |
1,447.5 |
1,431.8 |
|
R1 |
1,437.9 |
1,437.9 |
1,430.1 |
1,442.7 |
PP |
1,429.2 |
1,429.2 |
1,429.2 |
1,431.6 |
S1 |
1,419.6 |
1,419.6 |
1,426.7 |
1,424.4 |
S2 |
1,410.9 |
1,410.9 |
1,425.0 |
|
S3 |
1,392.6 |
1,401.3 |
1,423.4 |
|
S4 |
1,374.3 |
1,383.0 |
1,418.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,439.5 |
1,417.0 |
22.5 |
1.6% |
11.8 |
0.8% |
35% |
True |
True |
16,448 |
10 |
1,443.7 |
1,417.0 |
26.7 |
1.9% |
11.5 |
0.8% |
29% |
False |
True |
22,699 |
20 |
1,444.9 |
1,412.0 |
32.9 |
2.3% |
10.5 |
0.7% |
39% |
False |
False |
53,270 |
40 |
1,444.9 |
1,377.5 |
67.4 |
4.7% |
9.8 |
0.7% |
70% |
False |
False |
30,230 |
60 |
1,444.9 |
1,363.0 |
81.9 |
5.7% |
9.0 |
0.6% |
75% |
False |
False |
20,461 |
80 |
1,444.9 |
1,321.5 |
123.4 |
8.7% |
8.2 |
0.6% |
84% |
False |
False |
15,361 |
100 |
1,444.9 |
1,287.7 |
157.2 |
11.0% |
6.7 |
0.5% |
87% |
False |
False |
12,302 |
120 |
1,444.9 |
1,262.2 |
182.7 |
12.8% |
5.6 |
0.4% |
89% |
False |
False |
10,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,535.1 |
2.618 |
1,498.4 |
1.618 |
1,475.9 |
1.000 |
1,462.0 |
0.618 |
1,453.4 |
HIGH |
1,439.5 |
0.618 |
1,430.9 |
0.500 |
1,428.3 |
0.382 |
1,425.6 |
LOW |
1,417.0 |
0.618 |
1,403.1 |
1.000 |
1,394.5 |
1.618 |
1,380.6 |
2.618 |
1,358.1 |
4.250 |
1,321.4 |
|
|
Fisher Pivots for day following 03-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,428.3 |
1,428.3 |
PP |
1,427.1 |
1,427.1 |
S1 |
1,426.0 |
1,426.0 |
|