Trading Metrics calculated at close of trading on 21-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2006 |
21-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,436.50 |
1,435.50 |
-1.00 |
-0.1% |
1,422.50 |
High |
1,440.50 |
1,439.50 |
-1.00 |
-0.1% |
1,445.00 |
Low |
1,434.00 |
1,426.75 |
-7.25 |
-0.5% |
1,417.00 |
Close |
1,435.25 |
1,429.75 |
-5.50 |
-0.4% |
1,438.25 |
Range |
6.50 |
12.75 |
6.25 |
96.2% |
28.00 |
ATR |
10.63 |
10.78 |
0.15 |
1.4% |
0.00 |
Volume |
987,742 |
497,822 |
-489,920 |
-49.6% |
5,462,304 |
|
Daily Pivots for day following 21-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,470.25 |
1,462.75 |
1,436.75 |
|
R3 |
1,457.50 |
1,450.00 |
1,433.25 |
|
R2 |
1,444.75 |
1,444.75 |
1,432.00 |
|
R1 |
1,437.25 |
1,437.25 |
1,431.00 |
1,434.50 |
PP |
1,432.00 |
1,432.00 |
1,432.00 |
1,430.75 |
S1 |
1,424.50 |
1,424.50 |
1,428.50 |
1,422.00 |
S2 |
1,419.25 |
1,419.25 |
1,427.50 |
|
S3 |
1,406.50 |
1,411.75 |
1,426.25 |
|
S4 |
1,393.75 |
1,399.00 |
1,422.75 |
|
|
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 |
1,426.50 |
18.50 |
1.3% |
10.50 |
0.7% |
18% |
False |
False |
873,810 |
10 |
1,445.00 |
1,416.25 |
28.75 |
2.0% |
10.50 |
0.7% |
47% |
False |
False |
963,233 |
20 |
1,445.00 |
1,390.25 |
54.75 |
3.8% |
11.75 |
0.8% |
72% |
False |
False |
502,575 |
40 |
1,445.00 |
1,377.50 |
67.50 |
4.7% |
10.75 |
0.8% |
77% |
False |
False |
252,633 |
60 |
1,445.00 |
1,347.50 |
97.50 |
6.8% |
10.50 |
0.7% |
84% |
False |
False |
168,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,493.75 |
2.618 |
1,473.00 |
1.618 |
1,460.25 |
1.000 |
1,452.25 |
0.618 |
1,447.50 |
HIGH |
1,439.50 |
0.618 |
1,434.75 |
0.500 |
1,433.00 |
0.382 |
1,431.50 |
LOW |
1,426.75 |
0.618 |
1,418.75 |
1.000 |
1,414.00 |
1.618 |
1,406.00 |
2.618 |
1,393.25 |
4.250 |
1,372.50 |
|
|
Fisher Pivots for day following 21-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1,433.00 |
1,433.50 |
PP |
1,432.00 |
1,432.25 |
S1 |
1,431.00 |
1,431.00 |
|