Trading Metrics calculated at close of trading on 04-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2006 |
04-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
12,335 |
12,300 |
-35 |
-0.3% |
12,375 |
High |
12,356 |
12,413 |
57 |
0.5% |
12,406 |
Low |
12,194 |
12,291 |
97 |
0.8% |
12,176 |
Close |
12,309 |
12,383 |
74 |
0.6% |
12,309 |
Range |
162 |
122 |
-40 |
-24.7% |
230 |
ATR |
84 |
87 |
3 |
3.2% |
0 |
Volume |
1,431 |
975 |
-456 |
-31.9% |
3,026 |
|
Daily Pivots for day following 04-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,728 |
12,678 |
12,450 |
|
R3 |
12,606 |
12,556 |
12,417 |
|
R2 |
12,484 |
12,484 |
12,405 |
|
R1 |
12,434 |
12,434 |
12,394 |
12,459 |
PP |
12,362 |
12,362 |
12,362 |
12,375 |
S1 |
12,312 |
12,312 |
12,372 |
12,337 |
S2 |
12,240 |
12,240 |
12,361 |
|
S3 |
12,118 |
12,190 |
12,350 |
|
S4 |
11,996 |
12,068 |
12,316 |
|
|
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 |
12,413 |
12,176 |
237 |
1.9% |
114 |
0.9% |
87% |
True |
False |
736 |
10 |
12,468 |
12,176 |
292 |
2.4% |
90 |
0.7% |
71% |
False |
False |
430 |
20 |
12,474 |
12,176 |
298 |
2.4% |
83 |
0.7% |
69% |
False |
False |
237 |
40 |
12,474 |
11,985 |
489 |
3.9% |
66 |
0.5% |
81% |
False |
False |
126 |
60 |
12,474 |
11,552 |
922 |
7.4% |
57 |
0.5% |
90% |
False |
False |
89 |
80 |
12,474 |
11,284 |
1,190 |
9.6% |
44 |
0.4% |
92% |
False |
False |
70 |
100 |
12,474 |
10,948 |
1,526 |
12.3% |
36 |
0.3% |
94% |
False |
False |
56 |
120 |
12,474 |
10,934 |
1,540 |
12.4% |
30 |
0.2% |
94% |
False |
False |
47 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,932 |
2.618 |
12,733 |
1.618 |
12,611 |
1.000 |
12,535 |
0.618 |
12,489 |
HIGH |
12,413 |
0.618 |
12,367 |
0.500 |
12,352 |
0.382 |
12,338 |
LOW |
12,291 |
0.618 |
12,216 |
1.000 |
12,169 |
1.618 |
12,094 |
2.618 |
11,972 |
4.250 |
11,773 |
|
|
Fisher Pivots for day following 04-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
12,373 |
12,357 |
PP |
12,362 |
12,330 |
S1 |
12,352 |
12,304 |
|