Trading Metrics calculated at close of trading on 07-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2006 |
07-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,438.9 |
1,438.0 |
-0.9 |
-0.1% |
1,407.3 |
High |
1,438.9 |
1,442.9 |
4.0 |
0.3% |
1,426.8 |
Low |
1,438.9 |
1,432.4 |
-6.5 |
-0.5% |
1,407.3 |
Close |
1,438.9 |
1,432.8 |
-6.1 |
-0.4% |
1,424.0 |
Range |
0.0 |
10.5 |
10.5 |
|
19.5 |
ATR |
5.7 |
6.0 |
0.3 |
6.1% |
0.0 |
Volume |
139 |
2,093 |
1,954 |
1,405.8% |
5,155 |
|
Daily Pivots for day following 07-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,467.5 |
1,460.7 |
1,438.6 |
|
R3 |
1,457.0 |
1,450.2 |
1,435.7 |
|
R2 |
1,446.5 |
1,446.5 |
1,434.7 |
|
R1 |
1,439.7 |
1,439.7 |
1,433.8 |
1,437.9 |
PP |
1,436.0 |
1,436.0 |
1,436.0 |
1,435.1 |
S1 |
1,429.2 |
1,429.2 |
1,431.8 |
1,427.4 |
S2 |
1,425.5 |
1,425.5 |
1,430.9 |
|
S3 |
1,415.0 |
1,418.7 |
1,429.9 |
|
S4 |
1,404.5 |
1,408.2 |
1,427.0 |
|
|
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 |
1,442.9 |
1,424.0 |
18.9 |
1.3% |
2.1 |
0.1% |
47% |
True |
False |
1,028 |
10 |
1,442.9 |
1,407.3 |
35.6 |
2.5% |
1.1 |
0.1% |
72% |
True |
False |
994 |
20 |
1,442.9 |
1,407.2 |
35.7 |
2.5% |
1.3 |
0.1% |
72% |
True |
False |
541 |
40 |
1,442.9 |
1,391.9 |
51.0 |
3.6% |
1.2 |
0.1% |
80% |
True |
False |
290 |
60 |
1,442.9 |
1,347.7 |
95.2 |
6.6% |
0.9 |
0.1% |
89% |
True |
False |
209 |
80 |
1,442.9 |
1,329.0 |
113.9 |
7.9% |
0.8 |
0.1% |
91% |
True |
False |
169 |
100 |
1,442.9 |
1,278.2 |
164.7 |
11.5% |
0.8 |
0.1% |
94% |
True |
False |
153 |
120 |
1,442.9 |
1,269.8 |
173.1 |
12.1% |
1.0 |
0.1% |
94% |
True |
False |
138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,487.5 |
2.618 |
1,470.4 |
1.618 |
1,459.9 |
1.000 |
1,453.4 |
0.618 |
1,449.4 |
HIGH |
1,442.9 |
0.618 |
1,438.9 |
0.500 |
1,437.7 |
0.382 |
1,436.4 |
LOW |
1,432.4 |
0.618 |
1,425.9 |
1.000 |
1,421.9 |
1.618 |
1,415.4 |
2.618 |
1,404.9 |
4.250 |
1,387.8 |
|
|
Fisher Pivots for day following 07-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1,437.7 |
1,437.7 |
PP |
1,436.0 |
1,436.0 |
S1 |
1,434.4 |
1,434.4 |
|