Trading Metrics calculated at close of trading on 21-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2006 |
21-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,448.0 |
1,440.2 |
-7.8 |
-0.5% |
1,439.2 |
High |
1,448.0 |
1,449.0 |
1.0 |
0.1% |
1,455.8 |
Low |
1,448.0 |
1,440.2 |
-7.8 |
-0.5% |
1,437.2 |
Close |
1,448.0 |
1,442.4 |
-5.6 |
-0.4% |
1,450.7 |
Range |
0.0 |
8.8 |
8.8 |
|
18.6 |
ATR |
6.1 |
6.3 |
0.2 |
3.1% |
0.0 |
Volume |
1,114 |
810 |
-304 |
-27.3% |
5,068 |
|
Daily Pivots for day following 21-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,470.3 |
1,465.1 |
1,447.2 |
|
R3 |
1,461.5 |
1,456.3 |
1,444.8 |
|
R2 |
1,452.7 |
1,452.7 |
1,444.0 |
|
R1 |
1,447.5 |
1,447.5 |
1,443.2 |
1,450.1 |
PP |
1,443.9 |
1,443.9 |
1,443.9 |
1,445.2 |
S1 |
1,438.7 |
1,438.7 |
1,441.6 |
1,441.3 |
S2 |
1,435.1 |
1,435.1 |
1,440.8 |
|
S3 |
1,426.3 |
1,429.9 |
1,440.0 |
|
S4 |
1,417.5 |
1,421.1 |
1,437.6 |
|
|
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% |
7.5 |
0.5% |
21% |
False |
False |
2,915 |
10 |
1,455.8 |
1,434.5 |
21.3 |
1.5% |
3.9 |
0.3% |
37% |
False |
False |
1,709 |
20 |
1,455.8 |
1,407.3 |
48.5 |
3.4% |
2.5 |
0.2% |
72% |
False |
False |
1,352 |
40 |
1,455.8 |
1,391.9 |
63.9 |
4.4% |
2.1 |
0.1% |
79% |
False |
False |
716 |
60 |
1,455.8 |
1,362.9 |
92.9 |
6.4% |
1.5 |
0.1% |
86% |
False |
False |
487 |
80 |
1,455.8 |
1,329.0 |
126.8 |
8.8% |
1.3 |
0.1% |
89% |
False |
False |
382 |
100 |
1,455.8 |
1,304.4 |
151.4 |
10.5% |
1.2 |
0.1% |
91% |
False |
False |
318 |
120 |
1,455.8 |
1,269.8 |
186.0 |
12.9% |
1.3 |
0.1% |
93% |
False |
False |
270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,486.4 |
2.618 |
1,472.0 |
1.618 |
1,463.2 |
1.000 |
1,457.8 |
0.618 |
1,454.4 |
HIGH |
1,449.0 |
0.618 |
1,445.6 |
0.500 |
1,444.6 |
0.382 |
1,443.6 |
LOW |
1,440.2 |
0.618 |
1,434.8 |
1.000 |
1,431.4 |
1.618 |
1,426.0 |
2.618 |
1,417.2 |
4.250 |
1,402.8 |
|
|
Fisher Pivots for day following 21-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1,444.6 |
1,445.5 |
PP |
1,443.9 |
1,444.4 |
S1 |
1,443.1 |
1,443.4 |
|