Trading Metrics calculated at close of trading on 21-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2006 |
21-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,803.50 |
1,798.50 |
-5.00 |
-0.3% |
1,807.25 |
High |
1,816.00 |
1,804.00 |
-12.00 |
-0.7% |
1,848.75 |
Low |
1,796.25 |
1,778.25 |
-18.00 |
-1.0% |
1,793.25 |
Close |
1,797.75 |
1,785.25 |
-12.50 |
-0.7% |
1,829.50 |
Range |
19.75 |
25.75 |
6.00 |
30.4% |
55.50 |
ATR |
24.78 |
24.85 |
0.07 |
0.3% |
0.00 |
Volume |
321,563 |
172,506 |
-149,057 |
-46.4% |
1,666,687 |
|
Daily Pivots for day following 21-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,866.50 |
1,851.50 |
1,799.50 |
|
R3 |
1,840.75 |
1,825.75 |
1,792.25 |
|
R2 |
1,815.00 |
1,815.00 |
1,790.00 |
|
R1 |
1,800.00 |
1,800.00 |
1,787.50 |
1,794.50 |
PP |
1,789.25 |
1,789.25 |
1,789.25 |
1,786.50 |
S1 |
1,774.25 |
1,774.25 |
1,783.00 |
1,769.00 |
S2 |
1,763.50 |
1,763.50 |
1,780.50 |
|
S3 |
1,737.75 |
1,748.50 |
1,778.25 |
|
S4 |
1,712.00 |
1,722.75 |
1,771.00 |
|
|
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 |
1,778.25 |
70.50 |
3.9% |
27.25 |
1.5% |
10% |
False |
True |
283,573 |
10 |
1,848.75 |
1,778.25 |
70.50 |
3.9% |
27.00 |
1.5% |
10% |
False |
True |
300,355 |
20 |
1,848.75 |
1,778.25 |
70.50 |
3.9% |
26.00 |
1.4% |
10% |
False |
True |
152,675 |
40 |
1,848.75 |
1,722.75 |
126.00 |
7.1% |
23.75 |
1.3% |
50% |
False |
False |
76,487 |
60 |
1,848.75 |
1,658.75 |
190.00 |
10.6% |
23.25 |
1.3% |
67% |
False |
False |
51,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,913.50 |
2.618 |
1,871.50 |
1.618 |
1,845.75 |
1.000 |
1,829.75 |
0.618 |
1,820.00 |
HIGH |
1,804.00 |
0.618 |
1,794.25 |
0.500 |
1,791.00 |
0.382 |
1,788.00 |
LOW |
1,778.25 |
0.618 |
1,762.25 |
1.000 |
1,752.50 |
1.618 |
1,736.50 |
2.618 |
1,710.75 |
4.250 |
1,668.75 |
|
|
Fisher Pivots for day following 21-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1,791.00 |
1,797.00 |
PP |
1,789.25 |
1,793.25 |
S1 |
1,787.25 |
1,789.25 |
|