Trading Metrics calculated at close of trading on 20-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2006 |
20-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,444.2 |
1,448.0 |
3.8 |
0.3% |
1,439.2 |
High |
1,452.0 |
1,448.0 |
-4.0 |
-0.3% |
1,455.8 |
Low |
1,438.9 |
1,448.0 |
9.1 |
0.6% |
1,437.2 |
Close |
1,448.9 |
1,448.0 |
-0.9 |
-0.1% |
1,450.7 |
Range |
13.1 |
0.0 |
-13.1 |
-100.0% |
18.6 |
ATR |
6.5 |
6.1 |
-0.4 |
-6.2% |
0.0 |
Volume |
4,227 |
1,114 |
-3,113 |
-73.6% |
5,068 |
|
Daily Pivots for day following 20-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,448.0 |
1,448.0 |
1,448.0 |
|
R3 |
1,448.0 |
1,448.0 |
1,448.0 |
|
R2 |
1,448.0 |
1,448.0 |
1,448.0 |
|
R1 |
1,448.0 |
1,448.0 |
1,448.0 |
1,448.0 |
PP |
1,448.0 |
1,448.0 |
1,448.0 |
1,448.0 |
S1 |
1,448.0 |
1,448.0 |
1,448.0 |
1,448.0 |
S2 |
1,448.0 |
1,448.0 |
1,448.0 |
|
S3 |
1,448.0 |
1,448.0 |
1,448.0 |
|
S4 |
1,448.0 |
1,448.0 |
1,448.0 |
|
|
Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,503.7 |
1,495.8 |
1,460.9 |
|
R3 |
1,485.1 |
1,477.2 |
1,455.8 |
|
R2 |
1,466.5 |
1,466.5 |
1,454.1 |
|
R1 |
1,458.6 |
1,458.6 |
1,452.4 |
1,462.6 |
PP |
1,447.9 |
1,447.9 |
1,447.9 |
1,449.9 |
S1 |
1,440.0 |
1,440.0 |
1,449.0 |
1,444.0 |
S2 |
1,429.3 |
1,429.3 |
1,447.3 |
|
S3 |
1,410.7 |
1,421.4 |
1,445.6 |
|
S4 |
1,392.1 |
1,402.8 |
1,440.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,455.8 |
1,438.9 |
16.9 |
1.2% |
6.1 |
0.4% |
54% |
False |
False |
2,854 |
10 |
1,455.8 |
1,432.4 |
23.4 |
1.6% |
4.1 |
0.3% |
67% |
False |
False |
1,838 |
20 |
1,455.8 |
1,407.3 |
48.5 |
3.3% |
2.1 |
0.1% |
84% |
False |
False |
1,322 |
40 |
1,455.8 |
1,391.9 |
63.9 |
4.4% |
1.8 |
0.1% |
88% |
False |
False |
695 |
60 |
1,455.8 |
1,362.9 |
92.9 |
6.4% |
1.4 |
0.1% |
92% |
False |
False |
473 |
80 |
1,455.8 |
1,329.0 |
126.8 |
8.8% |
1.2 |
0.1% |
94% |
False |
False |
372 |
100 |
1,455.8 |
1,304.4 |
151.4 |
10.5% |
1.1 |
0.1% |
95% |
False |
False |
316 |
120 |
1,455.8 |
1,269.8 |
186.0 |
12.8% |
1.2 |
0.1% |
96% |
False |
False |
272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,448.0 |
2.618 |
1,448.0 |
1.618 |
1,448.0 |
1.000 |
1,448.0 |
0.618 |
1,448.0 |
HIGH |
1,448.0 |
0.618 |
1,448.0 |
0.500 |
1,448.0 |
0.382 |
1,448.0 |
LOW |
1,448.0 |
0.618 |
1,448.0 |
1.000 |
1,448.0 |
1.618 |
1,448.0 |
2.618 |
1,448.0 |
4.250 |
1,448.0 |
|
|
Fisher Pivots for day following 20-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1,448.0 |
1,447.8 |
PP |
1,448.0 |
1,447.5 |
S1 |
1,448.0 |
1,447.3 |
|