Trading Metrics calculated at close of trading on 06-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2006 |
06-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
12,387 |
12,435 |
48 |
0.4% |
12,375 |
High |
12,439 |
12,450 |
11 |
0.1% |
12,406 |
Low |
12,379 |
12,398 |
19 |
0.2% |
12,176 |
Close |
12,435 |
12,414 |
-21 |
-0.2% |
12,309 |
Range |
60 |
52 |
-8 |
-13.3% |
230 |
ATR |
85 |
83 |
-2 |
-2.8% |
0 |
Volume |
1,878 |
9,793 |
7,915 |
421.5% |
3,026 |
|
Daily Pivots for day following 06-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,577 |
12,547 |
12,443 |
|
R3 |
12,525 |
12,495 |
12,428 |
|
R2 |
12,473 |
12,473 |
12,424 |
|
R1 |
12,443 |
12,443 |
12,419 |
12,432 |
PP |
12,421 |
12,421 |
12,421 |
12,415 |
S1 |
12,391 |
12,391 |
12,409 |
12,380 |
S2 |
12,369 |
12,369 |
12,405 |
|
S3 |
12,317 |
12,339 |
12,400 |
|
S4 |
12,265 |
12,287 |
12,386 |
|
|
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 |
12,450 |
12,194 |
256 |
2.1% |
103 |
0.8% |
86% |
True |
False |
2,943 |
10 |
12,450 |
12,176 |
274 |
2.2% |
92 |
0.7% |
87% |
True |
False |
1,587 |
20 |
12,474 |
12,176 |
298 |
2.4% |
81 |
0.7% |
80% |
False |
False |
817 |
40 |
12,474 |
12,025 |
449 |
3.6% |
68 |
0.6% |
87% |
False |
False |
418 |
60 |
12,474 |
11,677 |
797 |
6.4% |
57 |
0.5% |
92% |
False |
False |
283 |
80 |
12,474 |
11,450 |
1,024 |
8.2% |
46 |
0.4% |
94% |
False |
False |
216 |
100 |
12,474 |
11,057 |
1,417 |
11.4% |
37 |
0.3% |
96% |
False |
False |
173 |
120 |
12,474 |
10,934 |
1,540 |
12.4% |
31 |
0.2% |
96% |
False |
False |
144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,671 |
2.618 |
12,586 |
1.618 |
12,534 |
1.000 |
12,502 |
0.618 |
12,482 |
HIGH |
12,450 |
0.618 |
12,430 |
0.500 |
12,424 |
0.382 |
12,418 |
LOW |
12,398 |
0.618 |
12,366 |
1.000 |
12,346 |
1.618 |
12,314 |
2.618 |
12,262 |
4.250 |
12,177 |
|
|
Fisher Pivots for day following 06-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
12,424 |
12,400 |
PP |
12,421 |
12,385 |
S1 |
12,417 |
12,371 |
|