Trading Metrics calculated at close of trading on 11-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2006 |
11-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,420.75 |
1,422.50 |
1.75 |
0.1% |
1,410.25 |
High |
1,427.75 |
1,429.25 |
1.50 |
0.1% |
1,432.00 |
Low |
1,416.25 |
1,421.50 |
5.25 |
0.4% |
1,409.50 |
Close |
1,422.25 |
1,426.75 |
4.50 |
0.3% |
1,422.25 |
Range |
11.50 |
7.75 |
-3.75 |
-32.6% |
22.50 |
ATR |
10.96 |
10.73 |
-0.23 |
-2.1% |
0.00 |
Volume |
1,129,073 |
1,065,022 |
-64,051 |
-5.7% |
1,422,767 |
|
Daily Pivots for day following 11-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,449.00 |
1,445.75 |
1,431.00 |
|
R3 |
1,441.25 |
1,438.00 |
1,429.00 |
|
R2 |
1,433.50 |
1,433.50 |
1,428.25 |
|
R1 |
1,430.25 |
1,430.25 |
1,427.50 |
1,432.00 |
PP |
1,425.75 |
1,425.75 |
1,425.75 |
1,426.75 |
S1 |
1,422.50 |
1,422.50 |
1,426.00 |
1,424.00 |
S2 |
1,418.00 |
1,418.00 |
1,425.25 |
|
S3 |
1,410.25 |
1,414.75 |
1,424.50 |
|
S4 |
1,402.50 |
1,407.00 |
1,422.50 |
|
|
Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,488.75 |
1,478.00 |
1,434.50 |
|
R3 |
1,466.25 |
1,455.50 |
1,428.50 |
|
R2 |
1,443.75 |
1,443.75 |
1,426.50 |
|
R1 |
1,433.00 |
1,433.00 |
1,424.25 |
1,438.50 |
PP |
1,421.25 |
1,421.25 |
1,421.25 |
1,424.00 |
S1 |
1,410.50 |
1,410.50 |
1,420.25 |
1,416.00 |
S2 |
1,398.75 |
1,398.75 |
1,418.00 |
|
S3 |
1,376.25 |
1,388.00 |
1,416.00 |
|
S4 |
1,353.75 |
1,365.50 |
1,410.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,432.00 |
1,416.25 |
15.75 |
1.1% |
8.75 |
0.6% |
67% |
False |
False |
486,566 |
10 |
1,432.00 |
1,390.25 |
41.75 |
2.9% |
12.00 |
0.8% |
87% |
False |
False |
259,930 |
20 |
1,432.00 |
1,390.25 |
41.75 |
2.9% |
10.50 |
0.7% |
87% |
False |
False |
132,489 |
40 |
1,432.00 |
1,375.75 |
56.25 |
3.9% |
10.75 |
0.8% |
91% |
False |
False |
66,904 |
60 |
1,432.00 |
1,332.00 |
100.00 |
7.0% |
10.50 |
0.7% |
95% |
False |
False |
44,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,462.25 |
2.618 |
1,449.50 |
1.618 |
1,441.75 |
1.000 |
1,437.00 |
0.618 |
1,434.00 |
HIGH |
1,429.25 |
0.618 |
1,426.25 |
0.500 |
1,425.50 |
0.382 |
1,424.50 |
LOW |
1,421.50 |
0.618 |
1,416.75 |
1.000 |
1,413.75 |
1.618 |
1,409.00 |
2.618 |
1,401.25 |
4.250 |
1,388.50 |
|
|
Fisher Pivots for day following 11-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1,426.25 |
1,426.00 |
PP |
1,425.75 |
1,425.00 |
S1 |
1,425.50 |
1,424.00 |
|