Trading Metrics calculated at close of trading on 08-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2006 |
08-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
12,405 |
12,374 |
-31 |
-0.2% |
12,300 |
High |
12,466 |
12,433 |
-33 |
-0.3% |
12,466 |
Low |
12,362 |
12,336 |
-26 |
-0.2% |
12,291 |
Close |
12,374 |
12,396 |
22 |
0.2% |
12,396 |
Range |
104 |
97 |
-7 |
-6.7% |
175 |
ATR |
84 |
85 |
1 |
1.1% |
0 |
Volume |
88,864 |
123,284 |
34,420 |
38.7% |
224,794 |
|
Daily Pivots for day following 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,679 |
12,635 |
12,449 |
|
R3 |
12,582 |
12,538 |
12,423 |
|
R2 |
12,485 |
12,485 |
12,414 |
|
R1 |
12,441 |
12,441 |
12,405 |
12,463 |
PP |
12,388 |
12,388 |
12,388 |
12,400 |
S1 |
12,344 |
12,344 |
12,387 |
12,366 |
S2 |
12,291 |
12,291 |
12,378 |
|
S3 |
12,194 |
12,247 |
12,369 |
|
S4 |
12,097 |
12,150 |
12,343 |
|
|
Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,909 |
12,828 |
12,492 |
|
R3 |
12,734 |
12,653 |
12,444 |
|
R2 |
12,559 |
12,559 |
12,428 |
|
R1 |
12,478 |
12,478 |
12,412 |
12,519 |
PP |
12,384 |
12,384 |
12,384 |
12,405 |
S1 |
12,303 |
12,303 |
12,380 |
12,344 |
S2 |
12,209 |
12,209 |
12,364 |
|
S3 |
12,034 |
12,128 |
12,348 |
|
S4 |
11,859 |
11,953 |
12,300 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,466 |
12,291 |
175 |
1.4% |
87 |
0.7% |
60% |
False |
False |
44,958 |
10 |
12,466 |
12,176 |
290 |
2.3% |
107 |
0.9% |
76% |
False |
False |
22,782 |
20 |
12,474 |
12,176 |
298 |
2.4% |
84 |
0.7% |
74% |
False |
False |
11,424 |
40 |
12,474 |
12,035 |
439 |
3.5% |
71 |
0.6% |
82% |
False |
False |
5,721 |
60 |
12,474 |
11,677 |
797 |
6.4% |
60 |
0.5% |
90% |
False |
False |
3,819 |
80 |
12,474 |
11,452 |
1,022 |
8.2% |
47 |
0.4% |
92% |
False |
False |
2,867 |
100 |
12,474 |
11,057 |
1,417 |
11.4% |
39 |
0.3% |
94% |
False |
False |
2,294 |
120 |
12,474 |
10,934 |
1,540 |
12.4% |
32 |
0.3% |
95% |
False |
False |
1,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,845 |
2.618 |
12,687 |
1.618 |
12,590 |
1.000 |
12,530 |
0.618 |
12,493 |
HIGH |
12,433 |
0.618 |
12,396 |
0.500 |
12,385 |
0.382 |
12,373 |
LOW |
12,336 |
0.618 |
12,276 |
1.000 |
12,239 |
1.618 |
12,179 |
2.618 |
12,082 |
4.250 |
11,924 |
|
|
Fisher Pivots for day following 08-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
12,392 |
12,401 |
PP |
12,388 |
12,399 |
S1 |
12,385 |
12,398 |
|