Trading Metrics calculated at close of trading on 06-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2006 |
06-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
12,283.69 |
12,328.72 |
45.03 |
0.4% |
12,279.13 |
High |
12,335.37 |
12,335.45 |
0.08 |
0.0% |
12,279.53 |
Low |
12,276.08 |
12,294.83 |
18.75 |
0.2% |
12,072.60 |
Close |
12,331.60 |
12,309.25 |
-22.35 |
-0.2% |
12,194.13 |
Range |
59.29 |
40.62 |
-18.67 |
-31.5% |
206.93 |
ATR |
92.25 |
88.56 |
-3.69 |
-4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,435.04 |
12,412.76 |
12,331.59 |
|
R3 |
12,394.42 |
12,372.14 |
12,320.42 |
|
R2 |
12,353.80 |
12,353.80 |
12,316.70 |
|
R1 |
12,331.52 |
12,331.52 |
12,312.97 |
12,322.35 |
PP |
12,313.18 |
12,313.18 |
12,313.18 |
12,308.59 |
S1 |
12,290.90 |
12,290.90 |
12,305.53 |
12,281.73 |
S2 |
12,272.56 |
12,272.56 |
12,301.80 |
|
S3 |
12,231.94 |
12,250.28 |
12,298.08 |
|
S4 |
12,191.32 |
12,209.66 |
12,286.91 |
|
|
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 |
12,335.45 |
12,089.98 |
245.47 |
2.0% |
97.00 |
0.8% |
89% |
True |
False |
|
10 |
12,361.00 |
12,072.60 |
288.40 |
2.3% |
96.01 |
0.8% |
82% |
False |
False |
|
20 |
12,361.00 |
12,072.60 |
288.40 |
2.3% |
87.37 |
0.7% |
82% |
False |
False |
|
40 |
12,361.00 |
11,794.17 |
566.83 |
4.6% |
87.16 |
0.7% |
91% |
False |
False |
|
60 |
12,361.00 |
11,474.56 |
886.44 |
7.2% |
84.97 |
0.7% |
94% |
False |
False |
|
80 |
12,361.00 |
11,098.03 |
1,262.97 |
10.3% |
83.72 |
0.7% |
96% |
False |
False |
|
100 |
12,361.00 |
10,683.32 |
1,677.68 |
13.6% |
91.78 |
0.7% |
97% |
False |
False |
|
120 |
12,361.00 |
10,683.32 |
1,677.68 |
13.6% |
96.70 |
0.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,508.09 |
2.618 |
12,441.79 |
1.618 |
12,401.17 |
1.000 |
12,376.07 |
0.618 |
12,360.55 |
HIGH |
12,335.45 |
0.618 |
12,319.93 |
0.500 |
12,315.14 |
0.382 |
12,310.35 |
LOW |
12,294.83 |
0.618 |
12,269.73 |
1.000 |
12,254.21 |
1.618 |
12,229.11 |
2.618 |
12,188.49 |
4.250 |
12,122.20 |
|
|
Fisher Pivots for day following 06-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
12,315.14 |
12,294.67 |
PP |
12,313.18 |
12,280.09 |
S1 |
12,311.21 |
12,265.51 |
|