Trading Metrics calculated at close of trading on 14-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2006 |
14-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,803.50 |
1,807.00 |
3.50 |
0.2% |
1,801.00 |
High |
1,816.50 |
1,834.50 |
18.00 |
1.0% |
1,835.50 |
Low |
1,795.25 |
1,804.75 |
9.50 |
0.5% |
1,790.25 |
Close |
1,807.00 |
1,825.50 |
18.50 |
1.0% |
1,808.00 |
Range |
21.25 |
29.75 |
8.50 |
40.0% |
45.25 |
ATR |
23.44 |
23.89 |
0.45 |
1.9% |
0.00 |
Volume |
329,180 |
283,784 |
-45,396 |
-13.8% |
351,036 |
|
Daily Pivots for day following 14-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,910.75 |
1,898.00 |
1,841.75 |
|
R3 |
1,881.00 |
1,868.25 |
1,833.75 |
|
R2 |
1,851.25 |
1,851.25 |
1,831.00 |
|
R1 |
1,838.50 |
1,838.50 |
1,828.25 |
1,845.00 |
PP |
1,821.50 |
1,821.50 |
1,821.50 |
1,824.75 |
S1 |
1,808.75 |
1,808.75 |
1,822.75 |
1,815.00 |
S2 |
1,791.75 |
1,791.75 |
1,820.00 |
|
S3 |
1,762.00 |
1,779.00 |
1,817.25 |
|
S4 |
1,732.25 |
1,749.25 |
1,809.25 |
|
|
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 |
1,834.50 |
1,790.25 |
44.25 |
2.4% |
26.75 |
1.5% |
80% |
True |
False |
317,137 |
10 |
1,835.50 |
1,784.75 |
50.75 |
2.8% |
26.50 |
1.5% |
80% |
False |
False |
163,124 |
20 |
1,847.50 |
1,784.75 |
62.75 |
3.4% |
22.25 |
1.2% |
65% |
False |
False |
81,872 |
40 |
1,847.50 |
1,722.75 |
124.75 |
6.8% |
23.25 |
1.3% |
82% |
False |
False |
41,050 |
60 |
1,847.50 |
1,652.25 |
195.25 |
10.7% |
23.00 |
1.3% |
89% |
False |
False |
27,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,961.00 |
2.618 |
1,912.50 |
1.618 |
1,882.75 |
1.000 |
1,864.25 |
0.618 |
1,853.00 |
HIGH |
1,834.50 |
0.618 |
1,823.25 |
0.500 |
1,819.50 |
0.382 |
1,816.00 |
LOW |
1,804.75 |
0.618 |
1,786.25 |
1.000 |
1,775.00 |
1.618 |
1,756.50 |
2.618 |
1,726.75 |
4.250 |
1,678.25 |
|
|
Fisher Pivots for day following 14-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1,823.50 |
1,821.50 |
PP |
1,821.50 |
1,817.75 |
S1 |
1,819.50 |
1,814.00 |
|