Trading Metrics calculated at close of trading on 12-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2006 |
12-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
12,306.21 |
12,328.24 |
22.03 |
0.2% |
12,195.57 |
High |
12,354.59 |
12,333.92 |
-20.67 |
-0.2% |
12,360.76 |
Low |
12,297.63 |
12,252.05 |
-45.58 |
-0.4% |
12,195.57 |
Close |
12,328.48 |
12,315.58 |
-12.90 |
-0.1% |
12,307.49 |
Range |
56.96 |
81.87 |
24.91 |
43.7% |
165.19 |
ATR |
86.86 |
86.51 |
-0.36 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,546.13 |
12,512.72 |
12,360.61 |
|
R3 |
12,464.26 |
12,430.85 |
12,338.09 |
|
R2 |
12,382.39 |
12,382.39 |
12,330.59 |
|
R1 |
12,348.98 |
12,348.98 |
12,323.08 |
12,324.75 |
PP |
12,300.52 |
12,300.52 |
12,300.52 |
12,288.40 |
S1 |
12,267.11 |
12,267.11 |
12,308.08 |
12,242.88 |
S2 |
12,218.65 |
12,218.65 |
12,300.57 |
|
S3 |
12,136.78 |
12,185.24 |
12,293.07 |
|
S4 |
12,054.91 |
12,103.37 |
12,270.55 |
|
|
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% |
73.11 |
0.6% |
62% |
False |
False |
|
10 |
12,360.76 |
12,089.98 |
270.78 |
2.2% |
91.62 |
0.7% |
83% |
False |
False |
|
20 |
12,361.00 |
12,072.60 |
288.40 |
2.3% |
87.58 |
0.7% |
84% |
False |
False |
|
40 |
12,361.00 |
11,887.19 |
473.81 |
3.8% |
88.01 |
0.7% |
90% |
False |
False |
|
60 |
12,361.00 |
11,474.56 |
886.44 |
7.2% |
85.55 |
0.7% |
95% |
False |
False |
|
80 |
12,361.00 |
11,260.28 |
1,100.72 |
8.9% |
82.91 |
0.7% |
96% |
False |
False |
|
100 |
12,361.00 |
10,868.62 |
1,492.38 |
12.1% |
89.06 |
0.7% |
97% |
False |
False |
|
120 |
12,361.00 |
10,683.32 |
1,677.68 |
13.6% |
95.30 |
0.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,681.87 |
2.618 |
12,548.26 |
1.618 |
12,466.39 |
1.000 |
12,415.79 |
0.618 |
12,384.52 |
HIGH |
12,333.92 |
0.618 |
12,302.65 |
0.500 |
12,292.99 |
0.382 |
12,283.32 |
LOW |
12,252.05 |
0.618 |
12,201.45 |
1.000 |
12,170.18 |
1.618 |
12,119.58 |
2.618 |
12,037.71 |
4.250 |
11,904.10 |
|
|
Fisher Pivots for day following 12-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
12,308.05 |
12,310.00 |
PP |
12,300.52 |
12,304.42 |
S1 |
12,292.99 |
12,298.84 |
|