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 |
12,634 |
12,615 |
-19 |
-0.2% |
12,512 |
High |
12,645 |
12,615 |
-30 |
-0.2% |
12,620 |
Low |
12,634 |
12,575 |
-59 |
-0.5% |
12,418 |
Close |
12,638 |
12,597 |
-41 |
-0.3% |
12,617 |
Range |
11 |
40 |
29 |
263.6% |
202 |
ATR |
46 |
47 |
1 |
2.6% |
0 |
Volume |
4 |
3 |
-1 |
-25.0% |
345 |
|
Daily Pivots for day following 21-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,716 |
12,696 |
12,619 |
|
R3 |
12,676 |
12,656 |
12,608 |
|
R2 |
12,636 |
12,636 |
12,604 |
|
R1 |
12,616 |
12,616 |
12,601 |
12,606 |
PP |
12,596 |
12,596 |
12,596 |
12,591 |
S1 |
12,576 |
12,576 |
12,593 |
12,566 |
S2 |
12,556 |
12,556 |
12,590 |
|
S3 |
12,516 |
12,536 |
12,586 |
|
S4 |
12,476 |
12,496 |
12,575 |
|
|
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 |
12,660 |
12,575 |
85 |
0.7% |
25 |
0.2% |
26% |
False |
True |
4 |
10 |
12,660 |
12,418 |
242 |
1.9% |
26 |
0.2% |
74% |
False |
False |
69 |
20 |
12,660 |
12,307 |
353 |
2.8% |
19 |
0.1% |
82% |
False |
False |
45 |
40 |
12,660 |
12,178 |
482 |
3.8% |
9 |
0.1% |
87% |
False |
False |
22 |
60 |
12,660 |
11,905 |
755 |
6.0% |
6 |
0.0% |
92% |
False |
False |
15 |
80 |
12,660 |
11,573 |
1,087 |
8.6% |
5 |
0.0% |
94% |
False |
False |
11 |
100 |
12,660 |
11,338 |
1,322 |
10.5% |
4 |
0.0% |
95% |
False |
False |
9 |
120 |
12,660 |
11,005 |
1,655 |
13.1% |
3 |
0.0% |
96% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,785 |
2.618 |
12,720 |
1.618 |
12,680 |
1.000 |
12,655 |
0.618 |
12,640 |
HIGH |
12,615 |
0.618 |
12,600 |
0.500 |
12,595 |
0.382 |
12,590 |
LOW |
12,575 |
0.618 |
12,550 |
1.000 |
12,535 |
1.618 |
12,510 |
2.618 |
12,470 |
4.250 |
12,405 |
|
|
Fisher Pivots for day following 21-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
12,596 |
12,618 |
PP |
12,596 |
12,611 |
S1 |
12,595 |
12,604 |
|