Trading Metrics calculated at close of trading on 08-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2006 |
08-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
12,485 |
12,475 |
-10 |
-0.1% |
12,467 |
High |
12,565 |
12,490 |
-75 |
-0.6% |
12,565 |
Low |
12,452 |
12,431 |
-21 |
-0.2% |
12,431 |
Close |
12,456 |
12,478 |
22 |
0.2% |
12,478 |
Range |
113 |
59 |
-54 |
-47.8% |
134 |
ATR |
45 |
46 |
1 |
2.1% |
0 |
Volume |
217 |
331 |
114 |
52.5% |
548 |
|
Daily Pivots for day following 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,643 |
12,620 |
12,511 |
|
R3 |
12,584 |
12,561 |
12,494 |
|
R2 |
12,525 |
12,525 |
12,489 |
|
R1 |
12,502 |
12,502 |
12,484 |
12,514 |
PP |
12,466 |
12,466 |
12,466 |
12,472 |
S1 |
12,443 |
12,443 |
12,473 |
12,455 |
S2 |
12,407 |
12,407 |
12,467 |
|
S3 |
12,348 |
12,384 |
12,462 |
|
S4 |
12,289 |
12,325 |
12,446 |
|
|
Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,893 |
12,820 |
12,552 |
|
R3 |
12,759 |
12,686 |
12,515 |
|
R2 |
12,625 |
12,625 |
12,503 |
|
R1 |
12,552 |
12,552 |
12,490 |
12,589 |
PP |
12,491 |
12,491 |
12,491 |
12,510 |
S1 |
12,418 |
12,418 |
12,466 |
12,455 |
S2 |
12,357 |
12,357 |
12,454 |
|
S3 |
12,223 |
12,284 |
12,441 |
|
S4 |
12,089 |
12,150 |
12,404 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,565 |
12,431 |
134 |
1.1% |
35 |
0.3% |
35% |
False |
True |
109 |
10 |
12,565 |
12,307 |
258 |
2.1% |
17 |
0.1% |
66% |
False |
False |
54 |
20 |
12,565 |
12,307 |
258 |
2.1% |
9 |
0.1% |
66% |
False |
False |
27 |
40 |
12,565 |
12,178 |
387 |
3.1% |
4 |
0.0% |
78% |
False |
False |
13 |
60 |
12,565 |
11,763 |
802 |
6.4% |
3 |
0.0% |
89% |
False |
False |
9 |
80 |
12,565 |
11,523 |
1,042 |
8.4% |
2 |
0.0% |
92% |
False |
False |
6 |
100 |
12,565 |
11,128 |
1,437 |
11.5% |
2 |
0.0% |
94% |
False |
False |
5 |
120 |
12,565 |
11,005 |
1,560 |
12.5% |
2 |
0.0% |
94% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,741 |
2.618 |
12,645 |
1.618 |
12,586 |
1.000 |
12,549 |
0.618 |
12,527 |
HIGH |
12,490 |
0.618 |
12,468 |
0.500 |
12,461 |
0.382 |
12,454 |
LOW |
12,431 |
0.618 |
12,395 |
1.000 |
12,372 |
1.618 |
12,336 |
2.618 |
12,277 |
4.250 |
12,180 |
|
|
Fisher Pivots for day following 08-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
12,472 |
12,498 |
PP |
12,466 |
12,491 |
S1 |
12,461 |
12,485 |
|