Trading Metrics calculated at close of trading on 21-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2006 |
21-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
12,471.32 |
12,461.62 |
-9.70 |
-0.1% |
12,306.21 |
High |
12,498.47 |
12,483.73 |
-14.74 |
-0.1% |
12,486.30 |
Low |
12,456.58 |
12,396.01 |
-60.57 |
-0.5% |
12,252.05 |
Close |
12,463.87 |
12,421.25 |
-42.62 |
-0.3% |
12,445.52 |
Range |
41.89 |
87.72 |
45.83 |
109.4% |
234.25 |
ATR |
82.39 |
82.77 |
0.38 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,696.82 |
12,646.76 |
12,469.50 |
|
R3 |
12,609.10 |
12,559.04 |
12,445.37 |
|
R2 |
12,521.38 |
12,521.38 |
12,437.33 |
|
R1 |
12,471.32 |
12,471.32 |
12,429.29 |
12,452.49 |
PP |
12,433.66 |
12,433.66 |
12,433.66 |
12,424.25 |
S1 |
12,383.60 |
12,383.60 |
12,413.21 |
12,364.77 |
S2 |
12,345.94 |
12,345.94 |
12,405.17 |
|
S3 |
12,258.22 |
12,295.88 |
12,397.13 |
|
S4 |
12,170.50 |
12,208.16 |
12,373.00 |
|
|
Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,097.37 |
13,005.70 |
12,574.36 |
|
R3 |
12,863.12 |
12,771.45 |
12,509.94 |
|
R2 |
12,628.87 |
12,628.87 |
12,488.47 |
|
R1 |
12,537.20 |
12,537.20 |
12,466.99 |
12,583.04 |
PP |
12,394.62 |
12,394.62 |
12,394.62 |
12,417.54 |
S1 |
12,302.95 |
12,302.95 |
12,424.05 |
12,348.79 |
S2 |
12,160.37 |
12,160.37 |
12,402.57 |
|
S3 |
11,926.12 |
12,068.70 |
12,381.10 |
|
S4 |
11,691.87 |
11,834.45 |
12,316.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,498.47 |
12,396.01 |
102.46 |
0.8% |
70.82 |
0.6% |
25% |
False |
True |
|
10 |
12,498.47 |
12,243.08 |
255.39 |
2.1% |
77.40 |
0.6% |
70% |
False |
False |
|
20 |
12,498.47 |
12,072.60 |
425.87 |
3.4% |
88.61 |
0.7% |
82% |
False |
False |
|
40 |
12,498.47 |
11,965.31 |
533.16 |
4.3% |
85.75 |
0.7% |
86% |
False |
False |
|
60 |
12,498.47 |
11,653.06 |
845.41 |
6.8% |
83.81 |
0.7% |
91% |
False |
False |
|
80 |
12,498.47 |
11,323.84 |
1,174.63 |
9.5% |
82.75 |
0.7% |
93% |
False |
False |
|
100 |
12,498.47 |
11,042.64 |
1,455.83 |
11.7% |
86.27 |
0.7% |
95% |
False |
False |
|
120 |
12,498.47 |
10,683.32 |
1,815.15 |
14.6% |
93.29 |
0.8% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,856.54 |
2.618 |
12,713.38 |
1.618 |
12,625.66 |
1.000 |
12,571.45 |
0.618 |
12,537.94 |
HIGH |
12,483.73 |
0.618 |
12,450.22 |
0.500 |
12,439.87 |
0.382 |
12,429.52 |
LOW |
12,396.01 |
0.618 |
12,341.80 |
1.000 |
12,308.29 |
1.618 |
12,254.08 |
2.618 |
12,166.36 |
4.250 |
12,023.20 |
|
|
Fisher Pivots for day following 21-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
12,439.87 |
12,447.24 |
PP |
12,433.66 |
12,438.58 |
S1 |
12,427.46 |
12,429.91 |
|