Trading Metrics calculated at close of trading on 15-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2006 |
15-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
12,577 |
12,620 |
43 |
0.3% |
12,512 |
High |
12,577 |
12,620 |
43 |
0.3% |
12,620 |
Low |
12,577 |
12,614 |
37 |
0.3% |
12,418 |
Close |
12,591 |
12,617 |
26 |
0.2% |
12,617 |
Range |
0 |
6 |
6 |
|
202 |
ATR |
52 |
50 |
-2 |
-3.2% |
0 |
Volume |
1 |
9 |
8 |
800.0% |
345 |
|
Daily Pivots for day following 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,635 |
12,632 |
12,620 |
|
R3 |
12,629 |
12,626 |
12,619 |
|
R2 |
12,623 |
12,623 |
12,618 |
|
R1 |
12,620 |
12,620 |
12,618 |
12,619 |
PP |
12,617 |
12,617 |
12,617 |
12,616 |
S1 |
12,614 |
12,614 |
12,617 |
12,613 |
S2 |
12,611 |
12,611 |
12,616 |
|
S3 |
12,605 |
12,608 |
12,615 |
|
S4 |
12,599 |
12,602 |
12,614 |
|
|
Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,158 |
13,089 |
12,728 |
|
R3 |
12,956 |
12,887 |
12,673 |
|
R2 |
12,754 |
12,754 |
12,654 |
|
R1 |
12,685 |
12,685 |
12,636 |
12,720 |
PP |
12,552 |
12,552 |
12,552 |
12,569 |
S1 |
12,483 |
12,483 |
12,599 |
12,518 |
S2 |
12,350 |
12,350 |
12,580 |
|
S3 |
12,148 |
12,281 |
12,562 |
|
S4 |
11,946 |
12,079 |
12,506 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,620 |
12,418 |
202 |
1.6% |
17 |
0.1% |
99% |
True |
False |
69 |
10 |
12,620 |
12,418 |
202 |
1.6% |
26 |
0.2% |
99% |
True |
False |
89 |
20 |
12,620 |
12,307 |
313 |
2.5% |
13 |
0.1% |
99% |
True |
False |
44 |
40 |
12,620 |
12,178 |
442 |
3.5% |
7 |
0.1% |
99% |
True |
False |
22 |
60 |
12,620 |
11,818 |
802 |
6.4% |
4 |
0.0% |
100% |
True |
False |
14 |
80 |
12,620 |
11,530 |
1,090 |
8.6% |
3 |
0.0% |
100% |
True |
False |
11 |
100 |
12,620 |
11,338 |
1,282 |
10.2% |
3 |
0.0% |
100% |
True |
False |
8 |
120 |
12,620 |
11,005 |
1,615 |
12.8% |
2 |
0.0% |
100% |
True |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,646 |
2.618 |
12,636 |
1.618 |
12,630 |
1.000 |
12,626 |
0.618 |
12,624 |
HIGH |
12,620 |
0.618 |
12,618 |
0.500 |
12,617 |
0.382 |
12,616 |
LOW |
12,614 |
0.618 |
12,610 |
1.000 |
12,608 |
1.618 |
12,604 |
2.618 |
12,598 |
4.250 |
12,589 |
|
|
Fisher Pivots for day following 15-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
12,617 |
12,593 |
PP |
12,617 |
12,570 |
S1 |
12,617 |
12,546 |
|