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 |
12,475 |
12,512 |
37 |
0.3% |
12,467 |
High |
12,490 |
12,512 |
22 |
0.2% |
12,565 |
Low |
12,431 |
12,512 |
81 |
0.7% |
12,431 |
Close |
12,478 |
12,512 |
34 |
0.3% |
12,478 |
Range |
59 |
0 |
-59 |
-100.0% |
134 |
ATR |
46 |
45 |
-1 |
-1.9% |
0 |
Volume |
331 |
331 |
0 |
0.0% |
548 |
|
Daily Pivots for day following 11-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,512 |
12,512 |
12,512 |
|
R3 |
12,512 |
12,512 |
12,512 |
|
R2 |
12,512 |
12,512 |
12,512 |
|
R1 |
12,512 |
12,512 |
12,512 |
12,512 |
PP |
12,512 |
12,512 |
12,512 |
12,512 |
S1 |
12,512 |
12,512 |
12,512 |
12,512 |
S2 |
12,512 |
12,512 |
12,512 |
|
S3 |
12,512 |
12,512 |
12,512 |
|
S4 |
12,512 |
12,512 |
12,512 |
|
|
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% |
60% |
False |
False |
175 |
10 |
12,565 |
12,323 |
242 |
1.9% |
17 |
0.1% |
78% |
False |
False |
87 |
20 |
12,565 |
12,307 |
258 |
2.1% |
9 |
0.1% |
79% |
False |
False |
44 |
40 |
12,565 |
12,178 |
387 |
3.1% |
4 |
0.0% |
86% |
False |
False |
22 |
60 |
12,565 |
11,763 |
802 |
6.4% |
3 |
0.0% |
93% |
False |
False |
14 |
80 |
12,565 |
11,523 |
1,042 |
8.3% |
2 |
0.0% |
95% |
False |
False |
11 |
100 |
12,565 |
11,324 |
1,241 |
9.9% |
2 |
0.0% |
96% |
False |
False |
8 |
120 |
12,565 |
11,005 |
1,560 |
12.5% |
2 |
0.0% |
97% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,512 |
2.618 |
12,512 |
1.618 |
12,512 |
1.000 |
12,512 |
0.618 |
12,512 |
HIGH |
12,512 |
0.618 |
12,512 |
0.500 |
12,512 |
0.382 |
12,512 |
LOW |
12,512 |
0.618 |
12,512 |
1.000 |
12,512 |
1.618 |
12,512 |
2.618 |
12,512 |
4.250 |
12,512 |
|
|
Fisher Pivots for day following 11-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
12,512 |
12,507 |
PP |
12,512 |
12,503 |
S1 |
12,512 |
12,498 |
|