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 |
1,424.4 |
1,431.2 |
6.8 |
0.5% |
1,417.3 |
High |
1,435.5 |
1,441.2 |
5.7 |
0.4% |
1,441.2 |
Low |
1,420.8 |
1,428.2 |
7.4 |
0.5% |
1,412.2 |
Close |
1,430.9 |
1,440.8 |
9.9 |
0.7% |
1,440.8 |
Range |
14.7 |
13.0 |
-1.7 |
-11.6% |
29.0 |
ATR |
11.8 |
11.9 |
0.1 |
0.7% |
0.0 |
Volume |
33,030 |
31,707 |
-1,323 |
-4.0% |
153,981 |
|
Daily Pivots for day following 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,475.7 |
1,471.3 |
1,448.0 |
|
R3 |
1,462.7 |
1,458.3 |
1,444.4 |
|
R2 |
1,449.7 |
1,449.7 |
1,443.2 |
|
R1 |
1,445.3 |
1,445.3 |
1,442.0 |
1,447.5 |
PP |
1,436.7 |
1,436.7 |
1,436.7 |
1,437.9 |
S1 |
1,432.3 |
1,432.3 |
1,439.6 |
1,434.5 |
S2 |
1,423.7 |
1,423.7 |
1,438.4 |
|
S3 |
1,410.7 |
1,419.3 |
1,437.2 |
|
S4 |
1,397.7 |
1,406.3 |
1,433.7 |
|
|
Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,518.4 |
1,508.6 |
1,456.8 |
|
R3 |
1,489.4 |
1,479.6 |
1,448.8 |
|
R2 |
1,460.4 |
1,460.4 |
1,446.1 |
|
R1 |
1,450.6 |
1,450.6 |
1,443.5 |
1,455.5 |
PP |
1,431.4 |
1,431.4 |
1,431.4 |
1,433.9 |
S1 |
1,421.6 |
1,421.6 |
1,438.1 |
1,426.5 |
S2 |
1,402.4 |
1,402.4 |
1,435.5 |
|
S3 |
1,373.4 |
1,392.6 |
1,432.8 |
|
S4 |
1,344.4 |
1,363.6 |
1,424.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,441.2 |
1,412.2 |
29.0 |
2.0% |
12.9 |
0.9% |
99% |
True |
False |
30,796 |
10 |
1,441.2 |
1,412.2 |
29.0 |
2.0% |
13.3 |
0.9% |
99% |
True |
False |
27,063 |
20 |
1,444.9 |
1,412.2 |
32.7 |
2.3% |
12.0 |
0.8% |
87% |
False |
False |
38,033 |
40 |
1,444.9 |
1,392.0 |
52.9 |
3.7% |
10.7 |
0.7% |
92% |
False |
False |
35,437 |
60 |
1,444.9 |
1,377.5 |
67.4 |
4.7% |
9.9 |
0.7% |
94% |
False |
False |
24,142 |
80 |
1,444.9 |
1,332.0 |
112.9 |
7.8% |
9.1 |
0.6% |
96% |
False |
False |
18,172 |
100 |
1,444.9 |
1,316.9 |
128.0 |
8.9% |
7.5 |
0.5% |
97% |
False |
False |
14,557 |
120 |
1,444.9 |
1,287.7 |
157.2 |
10.9% |
6.3 |
0.4% |
97% |
False |
False |
12,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,496.5 |
2.618 |
1,475.2 |
1.618 |
1,462.2 |
1.000 |
1,454.2 |
0.618 |
1,449.2 |
HIGH |
1,441.2 |
0.618 |
1,436.2 |
0.500 |
1,434.7 |
0.382 |
1,433.2 |
LOW |
1,428.2 |
0.618 |
1,420.2 |
1.000 |
1,415.2 |
1.618 |
1,407.2 |
2.618 |
1,394.2 |
4.250 |
1,373.0 |
|
|
Fisher Pivots for day following 12-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1,438.8 |
1,436.1 |
PP |
1,436.7 |
1,431.4 |
S1 |
1,434.7 |
1,426.7 |
|