Trading Metrics calculated at close of trading on 11-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2006 |
11-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
12,374 |
12,398 |
24 |
0.2% |
12,300 |
High |
12,433 |
12,449 |
16 |
0.1% |
12,466 |
Low |
12,336 |
12,396 |
60 |
0.5% |
12,291 |
Close |
12,396 |
12,430 |
34 |
0.3% |
12,396 |
Range |
97 |
53 |
-44 |
-45.4% |
175 |
ATR |
85 |
83 |
-2 |
-2.7% |
0 |
Volume |
123,284 |
79,778 |
-43,506 |
-35.3% |
224,794 |
|
Daily Pivots for day following 11-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,584 |
12,560 |
12,459 |
|
R3 |
12,531 |
12,507 |
12,445 |
|
R2 |
12,478 |
12,478 |
12,440 |
|
R1 |
12,454 |
12,454 |
12,435 |
12,466 |
PP |
12,425 |
12,425 |
12,425 |
12,431 |
S1 |
12,401 |
12,401 |
12,425 |
12,413 |
S2 |
12,372 |
12,372 |
12,420 |
|
S3 |
12,319 |
12,348 |
12,416 |
|
S4 |
12,266 |
12,295 |
12,401 |
|
|
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 |
12,336 |
130 |
1.0% |
73 |
0.6% |
72% |
False |
False |
60,719 |
10 |
12,466 |
12,176 |
290 |
2.3% |
94 |
0.8% |
88% |
False |
False |
30,728 |
20 |
12,474 |
12,176 |
298 |
2.4% |
83 |
0.7% |
85% |
False |
False |
15,411 |
40 |
12,474 |
12,035 |
439 |
3.5% |
72 |
0.6% |
90% |
False |
False |
7,715 |
60 |
12,474 |
11,677 |
797 |
6.4% |
61 |
0.5% |
94% |
False |
False |
5,149 |
80 |
12,474 |
11,452 |
1,022 |
8.2% |
48 |
0.4% |
96% |
False |
False |
3,864 |
100 |
12,474 |
11,253 |
1,221 |
9.8% |
39 |
0.3% |
96% |
False |
False |
3,092 |
120 |
12,474 |
10,934 |
1,540 |
12.4% |
33 |
0.3% |
97% |
False |
False |
2,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,674 |
2.618 |
12,588 |
1.618 |
12,535 |
1.000 |
12,502 |
0.618 |
12,482 |
HIGH |
12,449 |
0.618 |
12,429 |
0.500 |
12,423 |
0.382 |
12,416 |
LOW |
12,396 |
0.618 |
12,363 |
1.000 |
12,343 |
1.618 |
12,310 |
2.618 |
12,257 |
4.250 |
12,171 |
|
|
Fisher Pivots for day following 11-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
12,428 |
12,420 |
PP |
12,425 |
12,411 |
S1 |
12,423 |
12,401 |
|