Trading Metrics calculated at close of trading on 29-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2006 |
29-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,437.00 |
1,434.25 |
-2.75 |
-0.2% |
1,421.00 |
High |
1,438.00 |
1,437.50 |
-0.50 |
0.0% |
1,438.75 |
Low |
1,432.00 |
1,425.50 |
-6.50 |
-0.5% |
1,420.50 |
Close |
1,433.75 |
1,428.50 |
-5.25 |
-0.4% |
1,428.50 |
Range |
6.00 |
12.00 |
6.00 |
100.0% |
18.25 |
ATR |
10.38 |
10.49 |
0.12 |
1.1% |
0.00 |
Volume |
429,427 |
416,781 |
-12,646 |
-2.9% |
1,712,727 |
|
Daily Pivots for day following 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,466.50 |
1,459.50 |
1,435.00 |
|
R3 |
1,454.50 |
1,447.50 |
1,431.75 |
|
R2 |
1,442.50 |
1,442.50 |
1,430.75 |
|
R1 |
1,435.50 |
1,435.50 |
1,429.50 |
1,433.00 |
PP |
1,430.50 |
1,430.50 |
1,430.50 |
1,429.25 |
S1 |
1,423.50 |
1,423.50 |
1,427.50 |
1,421.00 |
S2 |
1,418.50 |
1,418.50 |
1,426.25 |
|
S3 |
1,406.50 |
1,411.50 |
1,425.25 |
|
S4 |
1,394.50 |
1,399.50 |
1,422.00 |
|
|
Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,484.00 |
1,474.50 |
1,438.50 |
|
R3 |
1,465.75 |
1,456.25 |
1,433.50 |
|
R2 |
1,447.50 |
1,447.50 |
1,431.75 |
|
R1 |
1,438.00 |
1,438.00 |
1,430.25 |
1,442.75 |
PP |
1,429.25 |
1,429.25 |
1,429.25 |
1,431.50 |
S1 |
1,419.75 |
1,419.75 |
1,426.75 |
1,424.50 |
S2 |
1,411.00 |
1,411.00 |
1,425.25 |
|
S3 |
1,392.75 |
1,401.50 |
1,423.50 |
|
S4 |
1,374.50 |
1,383.25 |
1,418.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,438.75 |
1,419.75 |
19.00 |
1.3% |
9.75 |
0.7% |
46% |
False |
False |
467,998 |
10 |
1,445.00 |
1,419.75 |
25.25 |
1.8% |
10.25 |
0.7% |
35% |
False |
False |
670,904 |
20 |
1,445.00 |
1,399.25 |
45.75 |
3.2% |
10.75 |
0.8% |
64% |
False |
False |
616,180 |
40 |
1,445.00 |
1,377.50 |
67.50 |
4.7% |
10.50 |
0.7% |
76% |
False |
False |
310,986 |
60 |
1,445.00 |
1,362.75 |
82.25 |
5.8% |
10.50 |
0.7% |
80% |
False |
False |
207,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,488.50 |
2.618 |
1,469.00 |
1.618 |
1,457.00 |
1.000 |
1,449.50 |
0.618 |
1,445.00 |
HIGH |
1,437.50 |
0.618 |
1,433.00 |
0.500 |
1,431.50 |
0.382 |
1,430.00 |
LOW |
1,425.50 |
0.618 |
1,418.00 |
1.000 |
1,413.50 |
1.618 |
1,406.00 |
2.618 |
1,394.00 |
4.250 |
1,374.50 |
|
|
Fisher Pivots for day following 29-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1,431.50 |
1,432.00 |
PP |
1,430.50 |
1,431.00 |
S1 |
1,429.50 |
1,429.75 |
|