Trading Metrics calculated at close of trading on 28-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2006 |
28-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,773.25 |
1,779.50 |
6.25 |
0.4% |
1,828.50 |
High |
1,788.00 |
1,783.50 |
-4.50 |
-0.3% |
1,843.50 |
Low |
1,772.75 |
1,770.00 |
-2.75 |
-0.2% |
1,763.25 |
Close |
1,779.25 |
1,774.50 |
-4.75 |
-0.3% |
1,764.00 |
Range |
15.25 |
13.50 |
-1.75 |
-11.5% |
80.25 |
ATR |
23.41 |
22.70 |
-0.71 |
-3.0% |
0.00 |
Volume |
87,904 |
131,270 |
43,366 |
49.3% |
1,244,343 |
|
Daily Pivots for day following 28-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,816.50 |
1,809.00 |
1,782.00 |
|
R3 |
1,803.00 |
1,795.50 |
1,778.25 |
|
R2 |
1,789.50 |
1,789.50 |
1,777.00 |
|
R1 |
1,782.00 |
1,782.00 |
1,775.75 |
1,779.00 |
PP |
1,776.00 |
1,776.00 |
1,776.00 |
1,774.50 |
S1 |
1,768.50 |
1,768.50 |
1,773.25 |
1,765.50 |
S2 |
1,762.50 |
1,762.50 |
1,772.00 |
|
S3 |
1,749.00 |
1,755.00 |
1,770.75 |
|
S4 |
1,735.50 |
1,741.50 |
1,767.00 |
|
|
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 |
1,804.00 |
1,763.25 |
40.75 |
2.3% |
18.50 |
1.0% |
28% |
False |
False |
160,222 |
10 |
1,848.75 |
1,763.25 |
85.50 |
4.8% |
23.25 |
1.3% |
13% |
False |
False |
233,025 |
20 |
1,848.75 |
1,763.25 |
85.50 |
4.8% |
24.50 |
1.4% |
13% |
False |
False |
183,942 |
40 |
1,848.75 |
1,722.75 |
126.00 |
7.1% |
22.50 |
1.3% |
41% |
False |
False |
92,191 |
60 |
1,848.75 |
1,708.50 |
140.25 |
7.9% |
22.50 |
1.3% |
47% |
False |
False |
61,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,841.00 |
2.618 |
1,818.75 |
1.618 |
1,805.25 |
1.000 |
1,797.00 |
0.618 |
1,791.75 |
HIGH |
1,783.50 |
0.618 |
1,778.25 |
0.500 |
1,776.75 |
0.382 |
1,775.25 |
LOW |
1,770.00 |
0.618 |
1,761.75 |
1.000 |
1,756.50 |
1.618 |
1,748.25 |
2.618 |
1,734.75 |
4.250 |
1,712.50 |
|
|
Fisher Pivots for day following 28-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1,776.75 |
1,776.00 |
PP |
1,776.00 |
1,775.50 |
S1 |
1,775.25 |
1,775.00 |
|