Trading Metrics calculated at close of trading on 08-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2006 |
08-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,438.0 |
1,434.5 |
-3.5 |
-0.2% |
1,434.7 |
High |
1,442.9 |
1,434.5 |
-8.4 |
-0.6% |
1,442.9 |
Low |
1,432.4 |
1,434.5 |
2.1 |
0.1% |
1,432.4 |
Close |
1,432.8 |
1,434.5 |
1.7 |
0.1% |
1,434.5 |
Range |
10.5 |
0.0 |
-10.5 |
-100.0% |
10.5 |
ATR |
6.0 |
5.7 |
-0.3 |
-5.1% |
0.0 |
Volume |
2,093 |
879 |
-1,214 |
-58.0% |
5,288 |
|
Daily Pivots for day following 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,434.5 |
1,434.5 |
1,434.5 |
|
R3 |
1,434.5 |
1,434.5 |
1,434.5 |
|
R2 |
1,434.5 |
1,434.5 |
1,434.5 |
|
R1 |
1,434.5 |
1,434.5 |
1,434.5 |
1,434.5 |
PP |
1,434.5 |
1,434.5 |
1,434.5 |
1,434.5 |
S1 |
1,434.5 |
1,434.5 |
1,434.5 |
1,434.5 |
S2 |
1,434.5 |
1,434.5 |
1,434.5 |
|
S3 |
1,434.5 |
1,434.5 |
1,434.5 |
|
S4 |
1,434.5 |
1,434.5 |
1,434.5 |
|
|
Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,468.1 |
1,461.8 |
1,440.3 |
|
R3 |
1,457.6 |
1,451.3 |
1,437.4 |
|
R2 |
1,447.1 |
1,447.1 |
1,436.4 |
|
R1 |
1,440.8 |
1,440.8 |
1,435.5 |
1,438.7 |
PP |
1,436.6 |
1,436.6 |
1,436.6 |
1,435.6 |
S1 |
1,430.3 |
1,430.3 |
1,433.5 |
1,428.2 |
S2 |
1,426.1 |
1,426.1 |
1,432.6 |
|
S3 |
1,415.6 |
1,419.8 |
1,431.6 |
|
S4 |
1,405.1 |
1,409.3 |
1,428.7 |
|
|
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 |
1,432.4 |
10.5 |
0.7% |
2.1 |
0.1% |
20% |
False |
False |
1,057 |
10 |
1,442.9 |
1,407.3 |
35.6 |
2.5% |
1.1 |
0.1% |
76% |
False |
False |
1,044 |
20 |
1,442.9 |
1,407.2 |
35.7 |
2.5% |
1.3 |
0.1% |
76% |
False |
False |
585 |
40 |
1,442.9 |
1,391.9 |
51.0 |
3.6% |
1.2 |
0.1% |
84% |
False |
False |
312 |
60 |
1,442.9 |
1,347.7 |
95.2 |
6.6% |
0.9 |
0.1% |
91% |
False |
False |
222 |
80 |
1,442.9 |
1,329.0 |
113.9 |
7.9% |
0.8 |
0.1% |
93% |
False |
False |
180 |
100 |
1,442.9 |
1,278.2 |
164.7 |
11.5% |
0.8 |
0.1% |
95% |
False |
False |
162 |
120 |
1,442.9 |
1,269.8 |
173.1 |
12.1% |
1.0 |
0.1% |
95% |
False |
False |
146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,434.5 |
2.618 |
1,434.5 |
1.618 |
1,434.5 |
1.000 |
1,434.5 |
0.618 |
1,434.5 |
HIGH |
1,434.5 |
0.618 |
1,434.5 |
0.500 |
1,434.5 |
0.382 |
1,434.5 |
LOW |
1,434.5 |
0.618 |
1,434.5 |
1.000 |
1,434.5 |
1.618 |
1,434.5 |
2.618 |
1,434.5 |
4.250 |
1,434.5 |
|
|
Fisher Pivots for day following 08-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1,434.5 |
1,437.7 |
PP |
1,434.5 |
1,436.6 |
S1 |
1,434.5 |
1,435.6 |
|