Trading Metrics calculated at close of trading on 26-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2006 |
26-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,786.50 |
1,764.75 |
-21.75 |
-1.2% |
1,828.50 |
High |
1,790.25 |
1,775.25 |
-15.00 |
-0.8% |
1,843.50 |
Low |
1,763.25 |
1,763.75 |
0.50 |
0.0% |
1,763.25 |
Close |
1,764.00 |
1,773.50 |
9.50 |
0.5% |
1,764.00 |
Range |
27.00 |
11.50 |
-15.50 |
-57.4% |
80.25 |
ATR |
25.00 |
24.04 |
-0.96 |
-3.9% |
0.00 |
Volume |
216,445 |
192,988 |
-23,457 |
-10.8% |
1,244,343 |
|
Daily Pivots for day following 26-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,805.25 |
1,801.00 |
1,779.75 |
|
R3 |
1,793.75 |
1,789.50 |
1,776.75 |
|
R2 |
1,782.25 |
1,782.25 |
1,775.50 |
|
R1 |
1,778.00 |
1,778.00 |
1,774.50 |
1,780.00 |
PP |
1,770.75 |
1,770.75 |
1,770.75 |
1,772.00 |
S1 |
1,766.50 |
1,766.50 |
1,772.50 |
1,768.50 |
S2 |
1,759.25 |
1,759.25 |
1,771.50 |
|
S3 |
1,747.75 |
1,755.00 |
1,770.25 |
|
S4 |
1,736.25 |
1,743.50 |
1,767.25 |
|
|
Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,031.00 |
1,977.75 |
1,808.25 |
|
R3 |
1,950.75 |
1,897.50 |
1,786.00 |
|
R2 |
1,870.50 |
1,870.50 |
1,778.75 |
|
R1 |
1,817.25 |
1,817.25 |
1,771.25 |
1,803.75 |
PP |
1,790.25 |
1,790.25 |
1,790.25 |
1,783.50 |
S1 |
1,737.00 |
1,737.00 |
1,756.75 |
1,723.50 |
S2 |
1,710.00 |
1,710.00 |
1,749.25 |
|
S3 |
1,629.75 |
1,656.75 |
1,742.00 |
|
S4 |
1,549.50 |
1,576.50 |
1,719.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,816.00 |
1,763.25 |
52.75 |
3.0% |
22.50 |
1.3% |
19% |
False |
False |
231,973 |
10 |
1,848.75 |
1,763.25 |
85.50 |
4.8% |
25.00 |
1.4% |
12% |
False |
False |
272,349 |
20 |
1,848.75 |
1,763.25 |
85.50 |
4.8% |
25.00 |
1.4% |
12% |
False |
False |
173,097 |
40 |
1,848.75 |
1,722.75 |
126.00 |
7.1% |
23.25 |
1.3% |
40% |
False |
False |
86,721 |
60 |
1,848.75 |
1,658.75 |
190.00 |
10.7% |
23.25 |
1.3% |
60% |
False |
False |
57,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,824.00 |
2.618 |
1,805.25 |
1.618 |
1,793.75 |
1.000 |
1,786.75 |
0.618 |
1,782.25 |
HIGH |
1,775.25 |
0.618 |
1,770.75 |
0.500 |
1,769.50 |
0.382 |
1,768.25 |
LOW |
1,763.75 |
0.618 |
1,756.75 |
1.000 |
1,752.25 |
1.618 |
1,745.25 |
2.618 |
1,733.75 |
4.250 |
1,715.00 |
|
|
Fisher Pivots for day following 26-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1,772.25 |
1,783.50 |
PP |
1,770.75 |
1,780.25 |
S1 |
1,769.50 |
1,777.00 |
|