Trading Metrics calculated at close of trading on 22-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2006 |
22-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
12,615 |
12,530 |
-85 |
-0.7% |
12,626 |
High |
12,615 |
12,530 |
-85 |
-0.7% |
12,660 |
Low |
12,575 |
12,522 |
-53 |
-0.4% |
12,522 |
Close |
12,597 |
12,515 |
-82 |
-0.7% |
12,515 |
Range |
40 |
8 |
-32 |
-80.0% |
138 |
ATR |
47 |
49 |
2 |
4.2% |
0 |
Volume |
3 |
3 |
0 |
0.0% |
18 |
|
Daily Pivots for day following 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,546 |
12,539 |
12,520 |
|
R3 |
12,538 |
12,531 |
12,517 |
|
R2 |
12,530 |
12,530 |
12,517 |
|
R1 |
12,523 |
12,523 |
12,516 |
12,523 |
PP |
12,522 |
12,522 |
12,522 |
12,522 |
S1 |
12,515 |
12,515 |
12,514 |
12,515 |
S2 |
12,514 |
12,514 |
12,514 |
|
S3 |
12,506 |
12,507 |
12,513 |
|
S4 |
12,498 |
12,499 |
12,511 |
|
|
Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,980 |
12,885 |
12,591 |
|
R3 |
12,842 |
12,747 |
12,553 |
|
R2 |
12,704 |
12,704 |
12,540 |
|
R1 |
12,609 |
12,609 |
12,528 |
12,588 |
PP |
12,566 |
12,566 |
12,566 |
12,555 |
S1 |
12,471 |
12,471 |
12,502 |
12,450 |
S2 |
12,428 |
12,428 |
12,490 |
|
S3 |
12,290 |
12,333 |
12,477 |
|
S4 |
12,152 |
12,195 |
12,439 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,660 |
12,522 |
138 |
1.1% |
25 |
0.2% |
-5% |
False |
True |
3 |
10 |
12,660 |
12,418 |
242 |
1.9% |
21 |
0.2% |
40% |
False |
False |
36 |
20 |
12,660 |
12,307 |
353 |
2.8% |
19 |
0.2% |
59% |
False |
False |
45 |
40 |
12,660 |
12,178 |
482 |
3.9% |
10 |
0.1% |
70% |
False |
False |
22 |
60 |
12,660 |
11,905 |
755 |
6.0% |
6 |
0.1% |
81% |
False |
False |
15 |
80 |
12,660 |
11,573 |
1,087 |
8.7% |
5 |
0.0% |
87% |
False |
False |
11 |
100 |
12,660 |
11,338 |
1,322 |
10.6% |
4 |
0.0% |
89% |
False |
False |
9 |
120 |
12,660 |
11,005 |
1,655 |
13.2% |
3 |
0.0% |
91% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,564 |
2.618 |
12,551 |
1.618 |
12,543 |
1.000 |
12,538 |
0.618 |
12,535 |
HIGH |
12,530 |
0.618 |
12,527 |
0.500 |
12,526 |
0.382 |
12,525 |
LOW |
12,522 |
0.618 |
12,517 |
1.000 |
12,514 |
1.618 |
12,509 |
2.618 |
12,501 |
4.250 |
12,488 |
|
|
Fisher Pivots for day following 22-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
12,526 |
12,584 |
PP |
12,522 |
12,561 |
S1 |
12,519 |
12,538 |
|