Trading Metrics calculated at close of trading on 27-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2006 |
27-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,436.5 |
1,445.0 |
8.5 |
0.6% |
1,454.5 |
High |
1,441.8 |
1,449.5 |
7.7 |
0.5% |
1,455.7 |
Low |
1,431.8 |
1,446.0 |
14.2 |
1.0% |
1,432.4 |
Close |
1,441.5 |
1,449.9 |
8.4 |
0.6% |
1,432.8 |
Range |
10.0 |
3.5 |
-6.5 |
-65.0% |
23.3 |
ATR |
6.9 |
6.9 |
0.1 |
1.2% |
0.0 |
Volume |
154 |
240 |
86 |
55.8% |
11,228 |
|
Daily Pivots for day following 27-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,459.0 |
1,457.9 |
1,451.8 |
|
R3 |
1,455.5 |
1,454.4 |
1,450.9 |
|
R2 |
1,452.0 |
1,452.0 |
1,450.5 |
|
R1 |
1,450.9 |
1,450.9 |
1,450.2 |
1,451.5 |
PP |
1,448.5 |
1,448.5 |
1,448.5 |
1,448.7 |
S1 |
1,447.4 |
1,447.4 |
1,449.6 |
1,448.0 |
S2 |
1,445.0 |
1,445.0 |
1,449.3 |
|
S3 |
1,441.5 |
1,443.9 |
1,448.9 |
|
S4 |
1,438.0 |
1,440.4 |
1,448.0 |
|
|
Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,510.2 |
1,494.8 |
1,445.6 |
|
R3 |
1,486.9 |
1,471.5 |
1,439.2 |
|
R2 |
1,463.6 |
1,463.6 |
1,437.1 |
|
R1 |
1,448.2 |
1,448.2 |
1,434.9 |
1,444.3 |
PP |
1,440.3 |
1,440.3 |
1,440.3 |
1,438.3 |
S1 |
1,424.9 |
1,424.9 |
1,430.7 |
1,421.0 |
S2 |
1,417.0 |
1,417.0 |
1,428.5 |
|
S3 |
1,393.7 |
1,401.6 |
1,426.4 |
|
S4 |
1,370.4 |
1,378.3 |
1,420.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,449.5 |
1,431.8 |
17.7 |
1.2% |
6.6 |
0.5% |
102% |
True |
False |
479 |
10 |
1,455.8 |
1,431.8 |
24.0 |
1.7% |
6.3 |
0.4% |
75% |
False |
False |
1,652 |
20 |
1,455.8 |
1,424.0 |
31.8 |
2.2% |
3.7 |
0.3% |
81% |
False |
False |
1,150 |
40 |
1,455.8 |
1,391.9 |
63.9 |
4.4% |
2.4 |
0.2% |
91% |
False |
False |
720 |
60 |
1,455.8 |
1,365.7 |
90.1 |
6.2% |
1.9 |
0.1% |
93% |
False |
False |
490 |
80 |
1,455.8 |
1,329.0 |
126.8 |
8.7% |
1.6 |
0.1% |
95% |
False |
False |
388 |
100 |
1,455.8 |
1,304.4 |
151.4 |
10.4% |
1.3 |
0.1% |
96% |
False |
False |
311 |
120 |
1,455.8 |
1,269.8 |
186.0 |
12.8% |
1.5 |
0.1% |
97% |
False |
False |
274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,464.4 |
2.618 |
1,458.7 |
1.618 |
1,455.2 |
1.000 |
1,453.0 |
0.618 |
1,451.7 |
HIGH |
1,449.5 |
0.618 |
1,448.2 |
0.500 |
1,447.8 |
0.382 |
1,447.3 |
LOW |
1,446.0 |
0.618 |
1,443.8 |
1.000 |
1,442.5 |
1.618 |
1,440.3 |
2.618 |
1,436.8 |
4.250 |
1,431.1 |
|
|
Fisher Pivots for day following 27-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1,449.2 |
1,446.8 |
PP |
1,448.5 |
1,443.7 |
S1 |
1,447.8 |
1,440.7 |
|