Trading Metrics calculated at close of trading on 12-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2006 |
12-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,807.25 |
1,816.75 |
9.50 |
0.5% |
1,801.00 |
High |
1,827.25 |
1,817.50 |
-9.75 |
-0.5% |
1,835.50 |
Low |
1,801.75 |
1,793.25 |
-8.50 |
-0.5% |
1,790.25 |
Close |
1,817.25 |
1,803.00 |
-14.25 |
-0.8% |
1,808.00 |
Range |
25.50 |
24.25 |
-1.25 |
-4.9% |
45.25 |
ATR |
23.56 |
23.61 |
0.05 |
0.2% |
0.00 |
Volume |
380,527 |
283,229 |
-97,298 |
-25.6% |
351,036 |
|
Daily Pivots for day following 12-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,877.25 |
1,864.50 |
1,816.25 |
|
R3 |
1,853.00 |
1,840.25 |
1,809.75 |
|
R2 |
1,828.75 |
1,828.75 |
1,807.50 |
|
R1 |
1,816.00 |
1,816.00 |
1,805.25 |
1,810.25 |
PP |
1,804.50 |
1,804.50 |
1,804.50 |
1,801.75 |
S1 |
1,791.75 |
1,791.75 |
1,800.75 |
1,786.00 |
S2 |
1,780.25 |
1,780.25 |
1,798.50 |
|
S3 |
1,756.00 |
1,767.50 |
1,796.25 |
|
S4 |
1,731.75 |
1,743.25 |
1,789.75 |
|
|
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 |
1,832.00 |
1,790.25 |
41.75 |
2.3% |
26.25 |
1.5% |
31% |
False |
False |
201,845 |
10 |
1,835.50 |
1,784.75 |
50.75 |
2.8% |
25.50 |
1.4% |
36% |
False |
False |
102,051 |
20 |
1,847.50 |
1,784.75 |
62.75 |
3.5% |
21.50 |
1.2% |
29% |
False |
False |
51,295 |
40 |
1,847.50 |
1,722.75 |
124.75 |
6.9% |
23.25 |
1.3% |
64% |
False |
False |
25,727 |
60 |
1,847.50 |
1,652.25 |
195.25 |
10.8% |
22.75 |
1.3% |
77% |
False |
False |
17,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,920.50 |
2.618 |
1,881.00 |
1.618 |
1,856.75 |
1.000 |
1,841.75 |
0.618 |
1,832.50 |
HIGH |
1,817.50 |
0.618 |
1,808.25 |
0.500 |
1,805.50 |
0.382 |
1,802.50 |
LOW |
1,793.25 |
0.618 |
1,778.25 |
1.000 |
1,769.00 |
1.618 |
1,754.00 |
2.618 |
1,729.75 |
4.250 |
1,690.25 |
|
|
Fisher Pivots for day following 12-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1,805.50 |
1,808.75 |
PP |
1,804.50 |
1,806.75 |
S1 |
1,803.75 |
1,805.00 |
|