Trading Metrics calculated at close of trading on 27-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2006 |
27-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,764.75 |
1,773.25 |
8.50 |
0.5% |
1,828.50 |
High |
1,775.25 |
1,788.00 |
12.75 |
0.7% |
1,843.50 |
Low |
1,763.75 |
1,772.75 |
9.00 |
0.5% |
1,763.25 |
Close |
1,773.50 |
1,779.25 |
5.75 |
0.3% |
1,764.00 |
Range |
11.50 |
15.25 |
3.75 |
32.6% |
80.25 |
ATR |
24.04 |
23.41 |
-0.63 |
-2.6% |
0.00 |
Volume |
192,988 |
87,904 |
-105,084 |
-54.5% |
1,244,343 |
|
Daily Pivots for day following 27-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,825.75 |
1,817.75 |
1,787.75 |
|
R3 |
1,810.50 |
1,802.50 |
1,783.50 |
|
R2 |
1,795.25 |
1,795.25 |
1,782.00 |
|
R1 |
1,787.25 |
1,787.25 |
1,780.75 |
1,791.25 |
PP |
1,780.00 |
1,780.00 |
1,780.00 |
1,782.00 |
S1 |
1,772.00 |
1,772.00 |
1,777.75 |
1,776.00 |
S2 |
1,764.75 |
1,764.75 |
1,776.50 |
|
S3 |
1,749.50 |
1,756.75 |
1,775.00 |
|
S4 |
1,734.25 |
1,741.50 |
1,770.75 |
|
|
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% |
19.75 |
1.1% |
30% |
False |
False |
198,281 |
10 |
1,848.75 |
1,763.25 |
85.50 |
4.8% |
24.00 |
1.4% |
19% |
False |
False |
252,816 |
20 |
1,848.75 |
1,763.25 |
85.50 |
4.8% |
24.75 |
1.4% |
19% |
False |
False |
177,433 |
40 |
1,848.75 |
1,722.75 |
126.00 |
7.1% |
23.25 |
1.3% |
45% |
False |
False |
88,917 |
60 |
1,848.75 |
1,668.75 |
180.00 |
10.1% |
23.25 |
1.3% |
61% |
False |
False |
59,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,852.75 |
2.618 |
1,828.00 |
1.618 |
1,812.75 |
1.000 |
1,803.25 |
0.618 |
1,797.50 |
HIGH |
1,788.00 |
0.618 |
1,782.25 |
0.500 |
1,780.50 |
0.382 |
1,778.50 |
LOW |
1,772.75 |
0.618 |
1,763.25 |
1.000 |
1,757.50 |
1.618 |
1,748.00 |
2.618 |
1,732.75 |
4.250 |
1,708.00 |
|
|
Fisher Pivots for day following 27-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1,780.50 |
1,778.50 |
PP |
1,780.00 |
1,777.50 |
S1 |
1,779.50 |
1,776.75 |
|