Trading Metrics calculated at close of trading on 14-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2006 |
14-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
12,312.71 |
12,317.50 |
4.79 |
0.0% |
12,195.57 |
High |
12,368.61 |
12,431.26 |
62.65 |
0.5% |
12,360.76 |
Low |
12,301.56 |
12,307.01 |
5.45 |
0.0% |
12,195.57 |
Close |
12,317.50 |
12,416.76 |
99.26 |
0.8% |
12,307.49 |
Range |
67.05 |
124.25 |
57.20 |
85.3% |
165.19 |
ATR |
85.12 |
87.91 |
2.80 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,757.76 |
12,711.51 |
12,485.10 |
|
R3 |
12,633.51 |
12,587.26 |
12,450.93 |
|
R2 |
12,509.26 |
12,509.26 |
12,439.54 |
|
R1 |
12,463.01 |
12,463.01 |
12,428.15 |
12,486.14 |
PP |
12,385.01 |
12,385.01 |
12,385.01 |
12,396.57 |
S1 |
12,338.76 |
12,338.76 |
12,405.37 |
12,361.89 |
S2 |
12,260.76 |
12,260.76 |
12,393.98 |
|
S3 |
12,136.51 |
12,214.51 |
12,382.59 |
|
S4 |
12,012.26 |
12,090.26 |
12,348.42 |
|
|
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 |
12,431.26 |
12,243.08 |
188.18 |
1.5% |
83.99 |
0.7% |
92% |
True |
False |
|
10 |
12,431.26 |
12,089.98 |
341.28 |
2.7% |
88.86 |
0.7% |
96% |
True |
False |
|
20 |
12,431.26 |
12,072.60 |
358.66 |
2.9% |
85.69 |
0.7% |
96% |
True |
False |
|
40 |
12,431.26 |
11,941.94 |
489.32 |
3.9% |
87.95 |
0.7% |
97% |
True |
False |
|
60 |
12,431.26 |
11,474.56 |
956.70 |
7.7% |
85.94 |
0.7% |
98% |
True |
False |
|
80 |
12,431.26 |
11,260.28 |
1,170.98 |
9.4% |
83.56 |
0.7% |
99% |
True |
False |
|
100 |
12,431.26 |
11,042.64 |
1,388.62 |
11.2% |
87.66 |
0.7% |
99% |
True |
False |
|
120 |
12,431.26 |
10,683.32 |
1,747.94 |
14.1% |
95.43 |
0.8% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,959.32 |
2.618 |
12,756.55 |
1.618 |
12,632.30 |
1.000 |
12,555.51 |
0.618 |
12,508.05 |
HIGH |
12,431.26 |
0.618 |
12,383.80 |
0.500 |
12,369.14 |
0.382 |
12,354.47 |
LOW |
12,307.01 |
0.618 |
12,230.22 |
1.000 |
12,182.76 |
1.618 |
12,105.97 |
2.618 |
11,981.72 |
4.250 |
11,778.95 |
|
|
Fisher Pivots for day following 14-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
12,400.89 |
12,391.73 |
PP |
12,385.01 |
12,366.69 |
S1 |
12,369.14 |
12,341.66 |
|