Trading Metrics calculated at close of trading on 11-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2006 |
11-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
12,278.41 |
12,306.21 |
27.80 |
0.2% |
12,195.57 |
High |
12,332.88 |
12,354.59 |
21.71 |
0.2% |
12,360.76 |
Low |
12,243.08 |
12,297.63 |
54.55 |
0.4% |
12,195.57 |
Close |
12,307.49 |
12,328.48 |
20.99 |
0.2% |
12,307.49 |
Range |
89.80 |
56.96 |
-32.84 |
-36.6% |
165.19 |
ATR |
89.16 |
86.86 |
-2.30 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,497.78 |
12,470.09 |
12,359.81 |
|
R3 |
12,440.82 |
12,413.13 |
12,344.14 |
|
R2 |
12,383.86 |
12,383.86 |
12,338.92 |
|
R1 |
12,356.17 |
12,356.17 |
12,333.70 |
12,370.02 |
PP |
12,326.90 |
12,326.90 |
12,326.90 |
12,333.82 |
S1 |
12,299.21 |
12,299.21 |
12,323.26 |
12,313.06 |
S2 |
12,269.94 |
12,269.94 |
12,318.04 |
|
S3 |
12,212.98 |
12,242.25 |
12,312.82 |
|
S4 |
12,156.02 |
12,185.29 |
12,297.15 |
|
|
Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,783.51 |
12,710.69 |
12,398.34 |
|
R3 |
12,618.32 |
12,545.50 |
12,352.92 |
|
R2 |
12,453.13 |
12,453.13 |
12,337.77 |
|
R1 |
12,380.31 |
12,380.31 |
12,322.63 |
12,416.72 |
PP |
12,287.94 |
12,287.94 |
12,287.94 |
12,306.15 |
S1 |
12,215.12 |
12,215.12 |
12,292.35 |
12,251.53 |
S2 |
12,122.75 |
12,122.75 |
12,277.21 |
|
S3 |
11,957.56 |
12,049.93 |
12,262.06 |
|
S4 |
11,792.37 |
11,884.74 |
12,216.64 |
|
|
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 |
12,243.08 |
117.68 |
1.0% |
68.59 |
0.6% |
73% |
False |
False |
|
10 |
12,360.76 |
12,072.60 |
288.16 |
2.3% |
91.09 |
0.7% |
89% |
False |
False |
|
20 |
12,361.00 |
12,072.60 |
288.40 |
2.3% |
87.48 |
0.7% |
89% |
False |
False |
|
40 |
12,361.00 |
11,887.19 |
473.81 |
3.8% |
87.26 |
0.7% |
93% |
False |
False |
|
60 |
12,361.00 |
11,474.56 |
886.44 |
7.2% |
85.19 |
0.7% |
96% |
False |
False |
|
80 |
12,361.00 |
11,260.28 |
1,100.72 |
8.9% |
82.68 |
0.7% |
97% |
False |
False |
|
100 |
12,361.00 |
10,838.85 |
1,522.15 |
12.3% |
89.37 |
0.7% |
98% |
False |
False |
|
120 |
12,361.00 |
10,683.32 |
1,677.68 |
13.6% |
95.38 |
0.8% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,596.67 |
2.618 |
12,503.71 |
1.618 |
12,446.75 |
1.000 |
12,411.55 |
0.618 |
12,389.79 |
HIGH |
12,354.59 |
0.618 |
12,332.83 |
0.500 |
12,326.11 |
0.382 |
12,319.39 |
LOW |
12,297.63 |
0.618 |
12,262.43 |
1.000 |
12,240.67 |
1.618 |
12,205.47 |
2.618 |
12,148.51 |
4.250 |
12,055.55 |
|
|
Fisher Pivots for day following 11-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
12,327.69 |
12,319.63 |
PP |
12,326.90 |
12,310.77 |
S1 |
12,326.11 |
12,301.92 |
|