Trading Metrics calculated at close of trading on 19-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2006 |
19-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,828.50 |
1,811.50 |
-17.00 |
-0.9% |
1,807.25 |
High |
1,843.50 |
1,814.50 |
-29.00 |
-1.6% |
1,848.75 |
Low |
1,804.25 |
1,786.50 |
-17.75 |
-1.0% |
1,793.25 |
Close |
1,811.00 |
1,803.25 |
-7.75 |
-0.4% |
1,829.50 |
Range |
39.25 |
28.00 |
-11.25 |
-28.7% |
55.50 |
ATR |
24.95 |
25.17 |
0.22 |
0.9% |
0.00 |
Volume |
277,462 |
256,367 |
-21,095 |
-7.6% |
1,666,687 |
|
Daily Pivots for day following 19-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,885.50 |
1,872.25 |
1,818.75 |
|
R3 |
1,857.50 |
1,844.25 |
1,811.00 |
|
R2 |
1,829.50 |
1,829.50 |
1,808.50 |
|
R1 |
1,816.25 |
1,816.25 |
1,805.75 |
1,809.00 |
PP |
1,801.50 |
1,801.50 |
1,801.50 |
1,797.75 |
S1 |
1,788.25 |
1,788.25 |
1,800.75 |
1,781.00 |
S2 |
1,773.50 |
1,773.50 |
1,798.00 |
|
S3 |
1,745.50 |
1,760.25 |
1,795.50 |
|
S4 |
1,717.50 |
1,732.25 |
1,787.75 |
|
|
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 |
1,786.50 |
62.25 |
3.5% |
28.25 |
1.6% |
27% |
False |
True |
307,352 |
10 |
1,848.75 |
1,786.50 |
62.25 |
3.5% |
27.25 |
1.5% |
27% |
False |
True |
254,598 |
20 |
1,848.75 |
1,784.75 |
64.00 |
3.5% |
24.50 |
1.4% |
29% |
False |
False |
128,006 |
40 |
1,848.75 |
1,722.75 |
126.00 |
7.0% |
23.75 |
1.3% |
64% |
False |
False |
64,137 |
60 |
1,848.75 |
1,658.75 |
190.00 |
10.5% |
23.00 |
1.3% |
76% |
False |
False |
42,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,933.50 |
2.618 |
1,887.75 |
1.618 |
1,859.75 |
1.000 |
1,842.50 |
0.618 |
1,831.75 |
HIGH |
1,814.50 |
0.618 |
1,803.75 |
0.500 |
1,800.50 |
0.382 |
1,797.25 |
LOW |
1,786.50 |
0.618 |
1,769.25 |
1.000 |
1,758.50 |
1.618 |
1,741.25 |
2.618 |
1,713.25 |
4.250 |
1,667.50 |
|
|
Fisher Pivots for day following 19-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1,802.25 |
1,817.50 |
PP |
1,801.50 |
1,812.75 |
S1 |
1,800.50 |
1,808.00 |
|