Trading Metrics calculated at close of trading on 20-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2006 |
20-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,811.50 |
1,803.50 |
-8.00 |
-0.4% |
1,807.25 |
High |
1,814.50 |
1,816.00 |
1.50 |
0.1% |
1,848.75 |
Low |
1,786.50 |
1,796.25 |
9.75 |
0.5% |
1,793.25 |
Close |
1,803.25 |
1,797.75 |
-5.50 |
-0.3% |
1,829.50 |
Range |
28.00 |
19.75 |
-8.25 |
-29.5% |
55.50 |
ATR |
25.17 |
24.78 |
-0.39 |
-1.5% |
0.00 |
Volume |
256,367 |
321,563 |
65,196 |
25.4% |
1,666,687 |
|
Daily Pivots for day following 20-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,862.50 |
1,850.00 |
1,808.50 |
|
R3 |
1,842.75 |
1,830.25 |
1,803.25 |
|
R2 |
1,823.00 |
1,823.00 |
1,801.25 |
|
R1 |
1,810.50 |
1,810.50 |
1,799.50 |
1,807.00 |
PP |
1,803.25 |
1,803.25 |
1,803.25 |
1,801.50 |
S1 |
1,790.75 |
1,790.75 |
1,796.00 |
1,787.00 |
S2 |
1,783.50 |
1,783.50 |
1,794.25 |
|
S3 |
1,763.75 |
1,771.00 |
1,792.25 |
|
S4 |
1,744.00 |
1,751.25 |
1,787.00 |
|
|
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% |
28.00 |
1.6% |
18% |
False |
False |
305,828 |
10 |
1,848.75 |
1,786.50 |
62.25 |
3.5% |
27.75 |
1.5% |
18% |
False |
False |
286,429 |
20 |
1,848.75 |
1,784.75 |
64.00 |
3.6% |
24.50 |
1.4% |
20% |
False |
False |
144,067 |
40 |
1,848.75 |
1,722.75 |
126.00 |
7.0% |
23.75 |
1.3% |
60% |
False |
False |
72,175 |
60 |
1,848.75 |
1,658.75 |
190.00 |
10.6% |
23.25 |
1.3% |
73% |
False |
False |
48,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,900.00 |
2.618 |
1,867.75 |
1.618 |
1,848.00 |
1.000 |
1,835.75 |
0.618 |
1,828.25 |
HIGH |
1,816.00 |
0.618 |
1,808.50 |
0.500 |
1,806.00 |
0.382 |
1,803.75 |
LOW |
1,796.25 |
0.618 |
1,784.00 |
1.000 |
1,776.50 |
1.618 |
1,764.25 |
2.618 |
1,744.50 |
4.250 |
1,712.25 |
|
|
Fisher Pivots for day following 20-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1,806.00 |
1,815.00 |
PP |
1,803.25 |
1,809.25 |
S1 |
1,800.50 |
1,803.50 |
|