Trading Metrics calculated at close of trading on 15-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2006 |
15-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,807.00 |
1,825.75 |
18.75 |
1.0% |
1,807.25 |
High |
1,834.50 |
1,848.75 |
14.25 |
0.8% |
1,848.75 |
Low |
1,804.75 |
1,825.50 |
20.75 |
1.1% |
1,793.25 |
Close |
1,825.50 |
1,829.50 |
4.00 |
0.2% |
1,829.50 |
Range |
29.75 |
23.25 |
-6.50 |
-21.8% |
55.50 |
ATR |
23.89 |
23.85 |
-0.05 |
-0.2% |
0.00 |
Volume |
283,784 |
389,967 |
106,183 |
37.4% |
1,666,687 |
|
Daily Pivots for day following 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,904.25 |
1,890.25 |
1,842.25 |
|
R3 |
1,881.00 |
1,867.00 |
1,836.00 |
|
R2 |
1,857.75 |
1,857.75 |
1,833.75 |
|
R1 |
1,843.75 |
1,843.75 |
1,831.75 |
1,850.75 |
PP |
1,834.50 |
1,834.50 |
1,834.50 |
1,838.00 |
S1 |
1,820.50 |
1,820.50 |
1,827.25 |
1,827.50 |
S2 |
1,811.25 |
1,811.25 |
1,825.25 |
|
S3 |
1,788.00 |
1,797.25 |
1,823.00 |
|
S4 |
1,764.75 |
1,774.00 |
1,816.75 |
|
|
Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,990.25 |
1,965.50 |
1,860.00 |
|
R3 |
1,934.75 |
1,910.00 |
1,844.75 |
|
R2 |
1,879.25 |
1,879.25 |
1,839.75 |
|
R1 |
1,854.50 |
1,854.50 |
1,834.50 |
1,867.00 |
PP |
1,823.75 |
1,823.75 |
1,823.75 |
1,830.00 |
S1 |
1,799.00 |
1,799.00 |
1,824.50 |
1,811.50 |
S2 |
1,768.25 |
1,768.25 |
1,819.25 |
|
S3 |
1,712.75 |
1,743.50 |
1,814.25 |
|
S4 |
1,657.25 |
1,688.00 |
1,799.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,848.75 |
1,793.25 |
55.50 |
3.0% |
24.75 |
1.4% |
65% |
True |
False |
333,337 |
10 |
1,848.75 |
1,790.25 |
58.50 |
3.2% |
25.25 |
1.4% |
67% |
True |
False |
201,772 |
20 |
1,848.75 |
1,784.75 |
64.00 |
3.5% |
22.75 |
1.2% |
70% |
True |
False |
101,354 |
40 |
1,848.75 |
1,722.75 |
126.00 |
6.9% |
23.50 |
1.3% |
85% |
True |
False |
50,796 |
60 |
1,848.75 |
1,652.25 |
196.50 |
10.7% |
23.00 |
1.3% |
90% |
True |
False |
33,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,947.50 |
2.618 |
1,909.50 |
1.618 |
1,886.25 |
1.000 |
1,872.00 |
0.618 |
1,863.00 |
HIGH |
1,848.75 |
0.618 |
1,839.75 |
0.500 |
1,837.00 |
0.382 |
1,834.50 |
LOW |
1,825.50 |
0.618 |
1,811.25 |
1.000 |
1,802.25 |
1.618 |
1,788.00 |
2.618 |
1,764.75 |
4.250 |
1,726.75 |
|
|
Fisher Pivots for day following 15-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1,837.00 |
1,827.00 |
PP |
1,834.50 |
1,824.50 |
S1 |
1,832.00 |
1,822.00 |
|