Trading Metrics calculated at close of trading on 18-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2006 |
18-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,825.75 |
1,828.50 |
2.75 |
0.2% |
1,807.25 |
High |
1,848.75 |
1,843.50 |
-5.25 |
-0.3% |
1,848.75 |
Low |
1,825.50 |
1,804.25 |
-21.25 |
-1.2% |
1,793.25 |
Close |
1,829.50 |
1,811.00 |
-18.50 |
-1.0% |
1,829.50 |
Range |
23.25 |
39.25 |
16.00 |
68.8% |
55.50 |
ATR |
23.85 |
24.95 |
1.10 |
4.6% |
0.00 |
Volume |
389,967 |
277,462 |
-112,505 |
-28.8% |
1,666,687 |
|
Daily Pivots for day following 18-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,937.25 |
1,913.50 |
1,832.50 |
|
R3 |
1,898.00 |
1,874.25 |
1,821.75 |
|
R2 |
1,858.75 |
1,858.75 |
1,818.25 |
|
R1 |
1,835.00 |
1,835.00 |
1,814.50 |
1,827.25 |
PP |
1,819.50 |
1,819.50 |
1,819.50 |
1,815.75 |
S1 |
1,795.75 |
1,795.75 |
1,807.50 |
1,788.00 |
S2 |
1,780.25 |
1,780.25 |
1,803.75 |
|
S3 |
1,741.00 |
1,756.50 |
1,800.25 |
|
S4 |
1,701.75 |
1,717.25 |
1,789.50 |
|
|
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 |
3.1% |
27.50 |
1.5% |
32% |
False |
False |
312,724 |
10 |
1,848.75 |
1,790.25 |
58.50 |
3.2% |
26.00 |
1.4% |
35% |
False |
False |
229,399 |
20 |
1,848.75 |
1,784.75 |
64.00 |
3.5% |
23.75 |
1.3% |
41% |
False |
False |
115,206 |
40 |
1,848.75 |
1,722.75 |
126.00 |
7.0% |
23.50 |
1.3% |
70% |
False |
False |
57,730 |
60 |
1,848.75 |
1,658.75 |
190.00 |
10.5% |
23.00 |
1.3% |
80% |
False |
False |
38,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,010.25 |
2.618 |
1,946.25 |
1.618 |
1,907.00 |
1.000 |
1,882.75 |
0.618 |
1,867.75 |
HIGH |
1,843.50 |
0.618 |
1,828.50 |
0.500 |
1,824.00 |
0.382 |
1,819.25 |
LOW |
1,804.25 |
0.618 |
1,780.00 |
1.000 |
1,765.00 |
1.618 |
1,740.75 |
2.618 |
1,701.50 |
4.250 |
1,637.50 |
|
|
Fisher Pivots for day following 18-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1,824.00 |
1,826.50 |
PP |
1,819.50 |
1,821.25 |
S1 |
1,815.25 |
1,816.25 |
|