Trading Metrics calculated at close of trading on 04-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2006 |
04-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
12,220.97 |
12,195.57 |
-25.40 |
-0.2% |
12,279.13 |
High |
12,248.04 |
12,309.97 |
61.93 |
0.5% |
12,279.53 |
Low |
12,089.98 |
12,195.57 |
105.59 |
0.9% |
12,072.60 |
Close |
12,194.13 |
12,283.85 |
89.72 |
0.7% |
12,194.13 |
Range |
158.06 |
114.40 |
-43.66 |
-27.6% |
206.93 |
ATR |
93.17 |
94.79 |
1.62 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,606.33 |
12,559.49 |
12,346.77 |
|
R3 |
12,491.93 |
12,445.09 |
12,315.31 |
|
R2 |
12,377.53 |
12,377.53 |
12,304.82 |
|
R1 |
12,330.69 |
12,330.69 |
12,294.34 |
12,354.11 |
PP |
12,263.13 |
12,263.13 |
12,263.13 |
12,274.84 |
S1 |
12,216.29 |
12,216.29 |
12,273.36 |
12,239.71 |
S2 |
12,148.73 |
12,148.73 |
12,262.88 |
|
S3 |
12,034.33 |
12,101.89 |
12,252.39 |
|
S4 |
11,919.93 |
11,987.49 |
12,220.93 |
|
|
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 |
12,309.97 |
12,072.60 |
237.37 |
1.9% |
113.59 |
0.9% |
89% |
True |
False |
|
10 |
12,361.00 |
12,072.60 |
288.40 |
2.3% |
95.67 |
0.8% |
73% |
False |
False |
|
20 |
12,361.00 |
11,984.76 |
376.24 |
3.1% |
93.78 |
0.8% |
79% |
False |
False |
|
40 |
12,361.00 |
11,794.17 |
566.83 |
4.6% |
87.36 |
0.7% |
86% |
False |
False |
|
60 |
12,361.00 |
11,342.17 |
1,018.83 |
8.3% |
86.57 |
0.7% |
92% |
False |
False |
|
80 |
12,361.00 |
11,042.64 |
1,318.36 |
10.7% |
84.99 |
0.7% |
94% |
False |
False |
|
100 |
12,361.00 |
10,683.32 |
1,677.68 |
13.7% |
93.13 |
0.8% |
95% |
False |
False |
|
120 |
12,361.00 |
10,683.32 |
1,677.68 |
13.7% |
98.20 |
0.8% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,796.17 |
2.618 |
12,609.47 |
1.618 |
12,495.07 |
1.000 |
12,424.37 |
0.618 |
12,380.67 |
HIGH |
12,309.97 |
0.618 |
12,266.27 |
0.500 |
12,252.77 |
0.382 |
12,239.27 |
LOW |
12,195.57 |
0.618 |
12,124.87 |
1.000 |
12,081.17 |
1.618 |
12,010.47 |
2.618 |
11,896.07 |
4.250 |
11,709.37 |
|
|
Fisher Pivots for day following 04-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
12,273.49 |
12,255.89 |
PP |
12,263.13 |
12,227.93 |
S1 |
12,252.77 |
12,199.98 |
|