Trading Metrics calculated at close of trading on 07-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2006 |
07-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
12,328.72 |
12,310.13 |
-18.59 |
-0.2% |
12,279.13 |
High |
12,335.45 |
12,360.76 |
25.31 |
0.2% |
12,279.53 |
Low |
12,294.83 |
12,264.47 |
-30.36 |
-0.2% |
12,072.60 |
Close |
12,309.25 |
12,278.41 |
-30.84 |
-0.3% |
12,194.13 |
Range |
40.62 |
96.29 |
55.67 |
137.1% |
206.93 |
ATR |
88.56 |
89.12 |
0.55 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,590.08 |
12,530.54 |
12,331.37 |
|
R3 |
12,493.79 |
12,434.25 |
12,304.89 |
|
R2 |
12,397.50 |
12,397.50 |
12,296.06 |
|
R1 |
12,337.96 |
12,337.96 |
12,287.24 |
12,319.59 |
PP |
12,301.21 |
12,301.21 |
12,301.21 |
12,292.03 |
S1 |
12,241.67 |
12,241.67 |
12,269.58 |
12,223.30 |
S2 |
12,204.92 |
12,204.92 |
12,260.76 |
|
S3 |
12,108.63 |
12,145.38 |
12,251.93 |
|
S4 |
12,012.34 |
12,049.09 |
12,225.45 |
|
|
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 |
12,360.76 |
12,089.98 |
270.78 |
2.2% |
93.73 |
0.8% |
70% |
True |
False |
|
10 |
12,360.76 |
12,072.60 |
288.16 |
2.3% |
99.81 |
0.8% |
71% |
True |
False |
|
20 |
12,361.00 |
12,072.60 |
288.40 |
2.3% |
87.64 |
0.7% |
71% |
False |
False |
|
40 |
12,361.00 |
11,854.05 |
506.95 |
4.1% |
87.52 |
0.7% |
84% |
False |
False |
|
60 |
12,361.00 |
11,474.56 |
886.44 |
7.2% |
85.05 |
0.7% |
91% |
False |
False |
|
80 |
12,361.00 |
11,224.91 |
1,136.09 |
9.3% |
83.22 |
0.7% |
93% |
False |
False |
|
100 |
12,361.00 |
10,797.39 |
1,563.61 |
12.7% |
91.44 |
0.7% |
95% |
False |
False |
|
120 |
12,361.00 |
10,683.32 |
1,677.68 |
13.7% |
96.25 |
0.8% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,769.99 |
2.618 |
12,612.85 |
1.618 |
12,516.56 |
1.000 |
12,457.05 |
0.618 |
12,420.27 |
HIGH |
12,360.76 |
0.618 |
12,323.98 |
0.500 |
12,312.62 |
0.382 |
12,301.25 |
LOW |
12,264.47 |
0.618 |
12,204.96 |
1.000 |
12,168.18 |
1.618 |
12,108.67 |
2.618 |
12,012.38 |
4.250 |
11,855.24 |
|
|
Fisher Pivots for day following 07-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
12,312.62 |
12,312.62 |
PP |
12,301.21 |
12,301.21 |
S1 |
12,289.81 |
12,289.81 |
|