Trading Metrics calculated at close of trading on 11-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2006 |
11-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,798.50 |
1,807.25 |
8.75 |
0.5% |
1,801.00 |
High |
1,823.00 |
1,827.25 |
4.25 |
0.2% |
1,835.50 |
Low |
1,790.25 |
1,801.75 |
11.50 |
0.6% |
1,790.25 |
Close |
1,808.00 |
1,817.25 |
9.25 |
0.5% |
1,808.00 |
Range |
32.75 |
25.50 |
-7.25 |
-22.1% |
45.25 |
ATR |
23.42 |
23.56 |
0.15 |
0.6% |
0.00 |
Volume |
308,966 |
380,527 |
71,561 |
23.2% |
351,036 |
|
Daily Pivots for day following 11-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,892.00 |
1,880.00 |
1,831.25 |
|
R3 |
1,866.50 |
1,854.50 |
1,824.25 |
|
R2 |
1,841.00 |
1,841.00 |
1,822.00 |
|
R1 |
1,829.00 |
1,829.00 |
1,819.50 |
1,835.00 |
PP |
1,815.50 |
1,815.50 |
1,815.50 |
1,818.50 |
S1 |
1,803.50 |
1,803.50 |
1,815.00 |
1,809.50 |
S2 |
1,790.00 |
1,790.00 |
1,812.50 |
|
S3 |
1,764.50 |
1,778.00 |
1,810.25 |
|
S4 |
1,739.00 |
1,752.50 |
1,803.25 |
|
|
Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,947.00 |
1,922.75 |
1,833.00 |
|
R3 |
1,901.75 |
1,877.50 |
1,820.50 |
|
R2 |
1,856.50 |
1,856.50 |
1,816.25 |
|
R1 |
1,832.25 |
1,832.25 |
1,812.25 |
1,844.50 |
PP |
1,811.25 |
1,811.25 |
1,811.25 |
1,817.25 |
S1 |
1,787.00 |
1,787.00 |
1,803.75 |
1,799.00 |
S2 |
1,766.00 |
1,766.00 |
1,799.75 |
|
S3 |
1,720.75 |
1,741.75 |
1,795.50 |
|
S4 |
1,675.50 |
1,696.50 |
1,783.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,835.50 |
1,790.25 |
45.25 |
2.5% |
24.25 |
1.3% |
60% |
False |
False |
146,074 |
10 |
1,835.50 |
1,784.75 |
50.75 |
2.8% |
25.00 |
1.4% |
64% |
False |
False |
73,846 |
20 |
1,847.50 |
1,784.75 |
62.75 |
3.5% |
21.75 |
1.2% |
52% |
False |
False |
37,159 |
40 |
1,847.50 |
1,722.75 |
124.75 |
6.9% |
23.25 |
1.3% |
76% |
False |
False |
18,654 |
60 |
1,847.50 |
1,648.00 |
199.50 |
11.0% |
23.00 |
1.3% |
85% |
False |
False |
12,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,935.50 |
2.618 |
1,894.00 |
1.618 |
1,868.50 |
1.000 |
1,852.75 |
0.618 |
1,843.00 |
HIGH |
1,827.25 |
0.618 |
1,817.50 |
0.500 |
1,814.50 |
0.382 |
1,811.50 |
LOW |
1,801.75 |
0.618 |
1,786.00 |
1.000 |
1,776.25 |
1.618 |
1,760.50 |
2.618 |
1,735.00 |
4.250 |
1,693.50 |
|
|
Fisher Pivots for day following 11-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1,816.25 |
1,815.25 |
PP |
1,815.50 |
1,813.25 |
S1 |
1,814.50 |
1,811.00 |
|