Trading Metrics calculated at close of trading on 20-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2006 |
20-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,434.75 |
1,436.50 |
1.75 |
0.1% |
1,422.50 |
High |
1,440.50 |
1,440.50 |
0.00 |
0.0% |
1,445.00 |
Low |
1,426.50 |
1,434.00 |
7.50 |
0.5% |
1,417.00 |
Close |
1,436.25 |
1,435.25 |
-1.00 |
-0.1% |
1,438.25 |
Range |
14.00 |
6.50 |
-7.50 |
-53.6% |
28.00 |
ATR |
10.94 |
10.63 |
-0.32 |
-2.9% |
0.00 |
Volume |
690,259 |
987,742 |
297,483 |
43.1% |
5,462,304 |
|
Daily Pivots for day following 20-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,456.00 |
1,452.25 |
1,438.75 |
|
R3 |
1,449.50 |
1,445.75 |
1,437.00 |
|
R2 |
1,443.00 |
1,443.00 |
1,436.50 |
|
R1 |
1,439.25 |
1,439.25 |
1,435.75 |
1,438.00 |
PP |
1,436.50 |
1,436.50 |
1,436.50 |
1,436.00 |
S1 |
1,432.75 |
1,432.75 |
1,434.75 |
1,431.50 |
S2 |
1,430.00 |
1,430.00 |
1,434.00 |
|
S3 |
1,423.50 |
1,426.25 |
1,433.50 |
|
S4 |
1,417.00 |
1,419.75 |
1,431.75 |
|
|
Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,517.50 |
1,505.75 |
1,453.75 |
|
R3 |
1,489.50 |
1,477.75 |
1,446.00 |
|
R2 |
1,461.50 |
1,461.50 |
1,443.50 |
|
R1 |
1,449.75 |
1,449.75 |
1,440.75 |
1,455.50 |
PP |
1,433.50 |
1,433.50 |
1,433.50 |
1,436.25 |
S1 |
1,421.75 |
1,421.75 |
1,435.75 |
1,427.50 |
S2 |
1,405.50 |
1,405.50 |
1,433.00 |
|
S3 |
1,377.50 |
1,393.75 |
1,430.50 |
|
S4 |
1,349.50 |
1,365.75 |
1,422.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,445.00 |
1,424.50 |
20.50 |
1.4% |
11.00 |
0.8% |
52% |
False |
False |
976,588 |
10 |
1,445.00 |
1,416.25 |
28.75 |
2.0% |
10.50 |
0.7% |
66% |
False |
False |
928,452 |
20 |
1,445.00 |
1,390.25 |
54.75 |
3.8% |
11.25 |
0.8% |
82% |
False |
False |
477,768 |
40 |
1,445.00 |
1,377.50 |
67.50 |
4.7% |
10.75 |
0.7% |
86% |
False |
False |
240,244 |
60 |
1,445.00 |
1,347.50 |
97.50 |
6.8% |
10.50 |
0.7% |
90% |
False |
False |
160,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,468.00 |
2.618 |
1,457.50 |
1.618 |
1,451.00 |
1.000 |
1,447.00 |
0.618 |
1,444.50 |
HIGH |
1,440.50 |
0.618 |
1,438.00 |
0.500 |
1,437.25 |
0.382 |
1,436.50 |
LOW |
1,434.00 |
0.618 |
1,430.00 |
1.000 |
1,427.50 |
1.618 |
1,423.50 |
2.618 |
1,417.00 |
4.250 |
1,406.50 |
|
|
Fisher Pivots for day following 20-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1,437.25 |
1,435.25 |
PP |
1,436.50 |
1,435.25 |
S1 |
1,436.00 |
1,435.25 |
|