Trading Metrics calculated at close of trading on 29-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2006 |
29-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,779.50 |
1,774.75 |
-4.75 |
-0.3% |
1,764.75 |
High |
1,783.50 |
1,793.25 |
9.75 |
0.5% |
1,793.25 |
Low |
1,770.00 |
1,772.75 |
2.75 |
0.2% |
1,763.75 |
Close |
1,774.50 |
1,775.00 |
0.50 |
0.0% |
1,775.00 |
Range |
13.50 |
20.50 |
7.00 |
51.9% |
29.50 |
ATR |
22.70 |
22.55 |
-0.16 |
-0.7% |
0.00 |
Volume |
131,270 |
121,846 |
-9,424 |
-7.2% |
534,008 |
|
Daily Pivots for day following 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,841.75 |
1,829.00 |
1,786.25 |
|
R3 |
1,821.25 |
1,808.50 |
1,780.75 |
|
R2 |
1,800.75 |
1,800.75 |
1,778.75 |
|
R1 |
1,788.00 |
1,788.00 |
1,777.00 |
1,794.50 |
PP |
1,780.25 |
1,780.25 |
1,780.25 |
1,783.50 |
S1 |
1,767.50 |
1,767.50 |
1,773.00 |
1,774.00 |
S2 |
1,759.75 |
1,759.75 |
1,771.25 |
|
S3 |
1,739.25 |
1,747.00 |
1,769.25 |
|
S4 |
1,718.75 |
1,726.50 |
1,763.75 |
|
|
Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,865.75 |
1,850.00 |
1,791.25 |
|
R3 |
1,836.25 |
1,820.50 |
1,783.00 |
|
R2 |
1,806.75 |
1,806.75 |
1,780.50 |
|
R1 |
1,791.00 |
1,791.00 |
1,777.75 |
1,799.00 |
PP |
1,777.25 |
1,777.25 |
1,777.25 |
1,781.25 |
S1 |
1,761.50 |
1,761.50 |
1,772.25 |
1,769.50 |
S2 |
1,747.75 |
1,747.75 |
1,769.50 |
|
S3 |
1,718.25 |
1,732.00 |
1,767.00 |
|
S4 |
1,688.75 |
1,702.50 |
1,758.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,793.25 |
1,763.25 |
30.00 |
1.7% |
17.50 |
1.0% |
39% |
True |
False |
150,090 |
10 |
1,848.75 |
1,763.25 |
85.50 |
4.8% |
22.50 |
1.3% |
14% |
False |
False |
216,831 |
20 |
1,848.75 |
1,763.25 |
85.50 |
4.8% |
24.50 |
1.4% |
14% |
False |
False |
189,978 |
40 |
1,848.75 |
1,722.75 |
126.00 |
7.1% |
22.75 |
1.3% |
41% |
False |
False |
95,230 |
60 |
1,848.75 |
1,708.50 |
140.25 |
7.9% |
22.75 |
1.3% |
47% |
False |
False |
63,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,880.50 |
2.618 |
1,847.00 |
1.618 |
1,826.50 |
1.000 |
1,813.75 |
0.618 |
1,806.00 |
HIGH |
1,793.25 |
0.618 |
1,785.50 |
0.500 |
1,783.00 |
0.382 |
1,780.50 |
LOW |
1,772.75 |
0.618 |
1,760.00 |
1.000 |
1,752.25 |
1.618 |
1,739.50 |
2.618 |
1,719.00 |
4.250 |
1,685.50 |
|
|
Fisher Pivots for day following 29-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1,783.00 |
1,781.50 |
PP |
1,780.25 |
1,779.50 |
S1 |
1,777.75 |
1,777.25 |
|