Trading Metrics calculated at close of trading on 06-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2006 |
06-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,440.8 |
1,438.9 |
-1.9 |
-0.1% |
1,407.3 |
High |
1,440.8 |
1,438.9 |
-1.9 |
-0.1% |
1,426.8 |
Low |
1,440.8 |
1,438.9 |
-1.9 |
-0.1% |
1,407.3 |
Close |
1,440.8 |
1,438.9 |
-1.9 |
-0.1% |
1,424.0 |
Range |
|
|
|
|
|
ATR |
6.0 |
5.7 |
-0.3 |
-4.9% |
0.0 |
Volume |
1,914 |
139 |
-1,775 |
-92.7% |
5,155 |
|
Daily Pivots for day following 06-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,438.9 |
1,438.9 |
1,438.9 |
|
R3 |
1,438.9 |
1,438.9 |
1,438.9 |
|
R2 |
1,438.9 |
1,438.9 |
1,438.9 |
|
R1 |
1,438.9 |
1,438.9 |
1,438.9 |
1,438.9 |
PP |
1,438.9 |
1,438.9 |
1,438.9 |
1,438.9 |
S1 |
1,438.9 |
1,438.9 |
1,438.9 |
1,438.9 |
S2 |
1,438.9 |
1,438.9 |
1,438.9 |
|
S3 |
1,438.9 |
1,438.9 |
1,438.9 |
|
S4 |
1,438.9 |
1,438.9 |
1,438.9 |
|
|
Weekly Pivots for week ending 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,477.9 |
1,470.4 |
1,434.7 |
|
R3 |
1,458.4 |
1,450.9 |
1,429.4 |
|
R2 |
1,438.9 |
1,438.9 |
1,427.6 |
|
R1 |
1,431.4 |
1,431.4 |
1,425.8 |
1,435.2 |
PP |
1,419.4 |
1,419.4 |
1,419.4 |
1,421.2 |
S1 |
1,411.9 |
1,411.9 |
1,422.2 |
1,415.7 |
S2 |
1,399.9 |
1,399.9 |
1,420.4 |
|
S3 |
1,380.4 |
1,392.4 |
1,418.6 |
|
S4 |
1,360.9 |
1,372.9 |
1,413.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,440.8 |
1,424.0 |
16.8 |
1.2% |
0.0 |
0.0% |
89% |
False |
False |
663 |
10 |
1,440.8 |
1,407.3 |
33.5 |
2.3% |
0.0 |
0.0% |
94% |
False |
False |
807 |
20 |
1,440.8 |
1,407.2 |
33.6 |
2.3% |
0.8 |
0.1% |
94% |
False |
False |
437 |
40 |
1,440.8 |
1,382.3 |
58.5 |
4.1% |
1.0 |
0.1% |
97% |
False |
False |
238 |
60 |
1,440.8 |
1,347.7 |
93.1 |
6.5% |
0.8 |
0.1% |
98% |
False |
False |
175 |
80 |
1,440.8 |
1,321.4 |
119.4 |
8.3% |
0.7 |
0.0% |
98% |
False |
False |
143 |
100 |
1,440.8 |
1,278.2 |
162.6 |
11.3% |
0.7 |
0.1% |
99% |
False |
False |
132 |
120 |
1,440.8 |
1,269.8 |
171.0 |
11.9% |
0.9 |
0.1% |
99% |
False |
False |
121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,438.9 |
2.618 |
1,438.9 |
1.618 |
1,438.9 |
1.000 |
1,438.9 |
0.618 |
1,438.9 |
HIGH |
1,438.9 |
0.618 |
1,438.9 |
0.500 |
1,438.9 |
0.382 |
1,438.9 |
LOW |
1,438.9 |
0.618 |
1,438.9 |
1.000 |
1,438.9 |
1.618 |
1,438.9 |
2.618 |
1,438.9 |
4.250 |
1,438.9 |
|
|
Fisher Pivots for day following 06-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1,438.9 |
1,438.5 |
PP |
1,438.9 |
1,438.1 |
S1 |
1,438.9 |
1,437.8 |
|