Support

Header Injection - No, because Joomla! doesn't generate HTTP headers based on user input. Furthermore Joomla! has its own safeguards against session fixation / hijacking and related potential vulnerabilities.

Directory Traversal - Yes, it's the LFIShield feature.

DoS - NO! You should NEVER, EVER rely on PHP code for DoS protection. If you do, you're toast. PHP in conjunction with a database is too slow to successfully prevent DoS attacks. In order for a DoS filter to work you need to drop the request or, even better, the TCP package as soon as it hits your machine. Even then you might experience severe slow down of the server as the incoming connection gets saturated with the malicious users' TCP packages. You should use a web server firewall like mod_security2 or, even better, an Operating System-level firewall like iptables. Admin Tools can deny access to repeat offender (IPs triggering many security exceptions in a predefined amount of time) but this is by no means a DoS protection and should never be perceived as such.

PHP Injection - Yes, it's the UploadShield feature.

Javascript Injection - This is properly called XSS. Even though Admin Tools does have such a feature (XSSShield) it's not watertight and there is no person on his.her right mind who can tell you that it's possible to create a perfect XSS filter. Validation of user input and escaping of output is the only sound way of doing that. If you have crappy extensions made by inexperienced developers it's perfectly possible that an enterprising hacker will get his way around an XSS filter and attack your site.

Flooding - It's another name for DoS (Denial of Service). See above.