Trading Metrics calculated at close of trading on 01-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2006 |
01-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
12,343 |
12,335 |
-8 |
-0.1% |
12,375 |
High |
12,386 |
12,356 |
-30 |
-0.2% |
12,406 |
Low |
12,266 |
12,194 |
-72 |
-0.6% |
12,176 |
Close |
12,332 |
12,309 |
-23 |
-0.2% |
12,309 |
Range |
120 |
162 |
42 |
35.0% |
230 |
ATR |
78 |
84 |
6 |
7.6% |
0 |
Volume |
640 |
1,431 |
791 |
123.6% |
3,026 |
|
Daily Pivots for day following 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,772 |
12,703 |
12,398 |
|
R3 |
12,610 |
12,541 |
12,354 |
|
R2 |
12,448 |
12,448 |
12,339 |
|
R1 |
12,379 |
12,379 |
12,324 |
12,333 |
PP |
12,286 |
12,286 |
12,286 |
12,263 |
S1 |
12,217 |
12,217 |
12,294 |
12,171 |
S2 |
12,124 |
12,124 |
12,279 |
|
S3 |
11,962 |
12,055 |
12,265 |
|
S4 |
11,800 |
11,893 |
12,220 |
|
|
Weekly Pivots for week ending 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,987 |
12,878 |
12,436 |
|
R3 |
12,757 |
12,648 |
12,372 |
|
R2 |
12,527 |
12,527 |
12,351 |
|
R1 |
12,418 |
12,418 |
12,330 |
12,358 |
PP |
12,297 |
12,297 |
12,297 |
12,267 |
S1 |
12,188 |
12,188 |
12,288 |
12,128 |
S2 |
12,067 |
12,067 |
12,267 |
|
S3 |
11,837 |
11,958 |
12,246 |
|
S4 |
11,607 |
11,728 |
12,183 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,406 |
12,176 |
230 |
1.9% |
126 |
1.0% |
58% |
False |
False |
605 |
10 |
12,474 |
12,176 |
298 |
2.4% |
83 |
0.7% |
45% |
False |
False |
341 |
20 |
12,474 |
12,122 |
352 |
2.9% |
82 |
0.7% |
53% |
False |
False |
189 |
40 |
12,474 |
11,952 |
522 |
4.2% |
64 |
0.5% |
68% |
False |
False |
102 |
60 |
12,474 |
11,527 |
947 |
7.7% |
55 |
0.4% |
83% |
False |
False |
73 |
80 |
12,474 |
11,271 |
1,203 |
9.8% |
43 |
0.3% |
86% |
False |
False |
58 |
100 |
12,474 |
10,934 |
1,540 |
12.5% |
34 |
0.3% |
89% |
False |
False |
46 |
120 |
12,474 |
10,934 |
1,540 |
12.5% |
29 |
0.2% |
89% |
False |
False |
39 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,045 |
2.618 |
12,780 |
1.618 |
12,618 |
1.000 |
12,518 |
0.618 |
12,456 |
HIGH |
12,356 |
0.618 |
12,294 |
0.500 |
12,275 |
0.382 |
12,256 |
LOW |
12,194 |
0.618 |
12,094 |
1.000 |
12,032 |
1.618 |
11,932 |
2.618 |
11,770 |
4.250 |
11,506 |
|
|
Fisher Pivots for day following 01-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
12,298 |
12,303 |
PP |
12,286 |
12,296 |
S1 |
12,275 |
12,290 |
|