Trading Metrics calculated at close of trading on 01-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2006 |
01-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
12,226.73 |
12,220.97 |
-5.76 |
0.0% |
12,279.13 |
High |
12,275.12 |
12,248.04 |
-27.08 |
-0.2% |
12,279.53 |
Low |
12,162.48 |
12,089.98 |
-72.50 |
-0.6% |
12,072.60 |
Close |
12,221.93 |
12,194.13 |
-27.80 |
-0.2% |
12,194.13 |
Range |
112.64 |
158.06 |
45.42 |
40.3% |
206.93 |
ATR |
88.18 |
93.17 |
4.99 |
5.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,651.56 |
12,580.91 |
12,281.06 |
|
R3 |
12,493.50 |
12,422.85 |
12,237.60 |
|
R2 |
12,335.44 |
12,335.44 |
12,223.11 |
|
R1 |
12,264.79 |
12,264.79 |
12,208.62 |
12,221.09 |
PP |
12,177.38 |
12,177.38 |
12,177.38 |
12,155.53 |
S1 |
12,106.73 |
12,106.73 |
12,179.64 |
12,063.03 |
S2 |
12,019.32 |
12,019.32 |
12,165.15 |
|
S3 |
11,861.26 |
11,948.67 |
12,150.66 |
|
S4 |
11,703.20 |
11,790.61 |
12,107.20 |
|
|
Weekly Pivots for week ending 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,802.88 |
12,705.43 |
12,307.94 |
|
R3 |
12,595.95 |
12,498.50 |
12,251.04 |
|
R2 |
12,389.02 |
12,389.02 |
12,232.07 |
|
R1 |
12,291.57 |
12,291.57 |
12,213.10 |
12,236.83 |
PP |
12,182.09 |
12,182.09 |
12,182.09 |
12,154.72 |
S1 |
12,084.64 |
12,084.64 |
12,175.16 |
12,029.90 |
S2 |
11,975.16 |
11,975.16 |
12,156.19 |
|
S3 |
11,768.23 |
11,877.71 |
12,137.22 |
|
S4 |
11,561.30 |
11,670.78 |
12,080.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,279.53 |
12,072.60 |
206.93 |
1.7% |
124.46 |
1.0% |
59% |
False |
False |
|
10 |
12,361.00 |
12,072.60 |
288.40 |
2.4% |
90.75 |
0.7% |
42% |
False |
False |
|
20 |
12,361.00 |
11,965.31 |
395.69 |
3.2% |
92.87 |
0.8% |
58% |
False |
False |
|
40 |
12,361.00 |
11,794.17 |
566.83 |
4.6% |
86.13 |
0.7% |
71% |
False |
False |
|
60 |
12,361.00 |
11,331.04 |
1,029.96 |
8.4% |
85.86 |
0.7% |
84% |
False |
False |
|
80 |
12,361.00 |
11,042.64 |
1,318.36 |
10.8% |
84.80 |
0.7% |
87% |
False |
False |
|
100 |
12,361.00 |
10,683.32 |
1,677.68 |
13.8% |
93.78 |
0.8% |
90% |
False |
False |
|
120 |
12,361.00 |
10,683.32 |
1,677.68 |
13.8% |
98.23 |
0.8% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,919.80 |
2.618 |
12,661.84 |
1.618 |
12,503.78 |
1.000 |
12,406.10 |
0.618 |
12,345.72 |
HIGH |
12,248.04 |
0.618 |
12,187.66 |
0.500 |
12,169.01 |
0.382 |
12,150.36 |
LOW |
12,089.98 |
0.618 |
11,992.30 |
1.000 |
11,931.92 |
1.618 |
11,834.24 |
2.618 |
11,676.18 |
4.250 |
11,418.23 |
|
|
Fisher Pivots for day following 01-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
12,185.76 |
12,190.27 |
PP |
12,177.38 |
12,186.41 |
S1 |
12,169.01 |
12,182.55 |
|