Trading Metrics calculated at close of trading on 07-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2006 |
07-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
12,435 |
12,405 |
-30 |
-0.2% |
12,375 |
High |
12,450 |
12,466 |
16 |
0.1% |
12,406 |
Low |
12,398 |
12,362 |
-36 |
-0.3% |
12,176 |
Close |
12,414 |
12,374 |
-40 |
-0.3% |
12,309 |
Range |
52 |
104 |
52 |
100.0% |
230 |
ATR |
83 |
84 |
2 |
1.8% |
0 |
Volume |
9,793 |
88,864 |
79,071 |
807.4% |
3,026 |
|
Daily Pivots for day following 07-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,713 |
12,647 |
12,431 |
|
R3 |
12,609 |
12,543 |
12,403 |
|
R2 |
12,505 |
12,505 |
12,393 |
|
R1 |
12,439 |
12,439 |
12,384 |
12,420 |
PP |
12,401 |
12,401 |
12,401 |
12,391 |
S1 |
12,335 |
12,335 |
12,365 |
12,316 |
S2 |
12,297 |
12,297 |
12,355 |
|
S3 |
12,193 |
12,231 |
12,346 |
|
S4 |
12,089 |
12,127 |
12,317 |
|
|
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 |
12,466 |
12,194 |
272 |
2.2% |
100 |
0.8% |
66% |
True |
False |
20,588 |
10 |
12,466 |
12,176 |
290 |
2.3% |
103 |
0.8% |
68% |
True |
False |
10,468 |
20 |
12,474 |
12,176 |
298 |
2.4% |
82 |
0.7% |
66% |
False |
False |
5,260 |
40 |
12,474 |
12,035 |
439 |
3.5% |
69 |
0.6% |
77% |
False |
False |
2,639 |
60 |
12,474 |
11,677 |
797 |
6.4% |
59 |
0.5% |
87% |
False |
False |
1,764 |
80 |
12,474 |
11,452 |
1,022 |
8.3% |
46 |
0.4% |
90% |
False |
False |
1,327 |
100 |
12,474 |
11,057 |
1,417 |
11.5% |
38 |
0.3% |
93% |
False |
False |
1,062 |
120 |
12,474 |
10,934 |
1,540 |
12.4% |
31 |
0.3% |
94% |
False |
False |
885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,908 |
2.618 |
12,738 |
1.618 |
12,634 |
1.000 |
12,570 |
0.618 |
12,530 |
HIGH |
12,466 |
0.618 |
12,426 |
0.500 |
12,414 |
0.382 |
12,402 |
LOW |
12,362 |
0.618 |
12,298 |
1.000 |
12,258 |
1.618 |
12,194 |
2.618 |
12,090 |
4.250 |
11,920 |
|
|
Fisher Pivots for day following 07-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
12,414 |
12,414 |
PP |
12,401 |
12,401 |
S1 |
12,387 |
12,387 |
|