Trading Metrics calculated at close of trading on 12-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2006 |
12-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
12,398 |
12,430 |
32 |
0.3% |
12,300 |
High |
12,449 |
12,435 |
-14 |
-0.1% |
12,466 |
Low |
12,396 |
12,345 |
-51 |
-0.4% |
12,291 |
Close |
12,430 |
12,412 |
-18 |
-0.1% |
12,396 |
Range |
53 |
90 |
37 |
69.8% |
175 |
ATR |
83 |
83 |
1 |
0.6% |
0 |
Volume |
79,778 |
128,885 |
49,107 |
61.6% |
224,794 |
|
Daily Pivots for day following 12-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,667 |
12,630 |
12,462 |
|
R3 |
12,577 |
12,540 |
12,437 |
|
R2 |
12,487 |
12,487 |
12,429 |
|
R1 |
12,450 |
12,450 |
12,420 |
12,424 |
PP |
12,397 |
12,397 |
12,397 |
12,384 |
S1 |
12,360 |
12,360 |
12,404 |
12,334 |
S2 |
12,307 |
12,307 |
12,396 |
|
S3 |
12,217 |
12,270 |
12,387 |
|
S4 |
12,127 |
12,180 |
12,363 |
|
|
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% |
79 |
0.6% |
58% |
False |
False |
86,120 |
10 |
12,466 |
12,194 |
272 |
2.2% |
95 |
0.8% |
80% |
False |
False |
43,593 |
20 |
12,474 |
12,176 |
298 |
2.4% |
82 |
0.7% |
79% |
False |
False |
21,853 |
40 |
12,474 |
12,059 |
415 |
3.3% |
75 |
0.6% |
85% |
False |
False |
10,937 |
60 |
12,474 |
11,677 |
797 |
6.4% |
62 |
0.5% |
92% |
False |
False |
7,297 |
80 |
12,474 |
11,452 |
1,022 |
8.2% |
49 |
0.4% |
94% |
False |
False |
5,475 |
100 |
12,474 |
11,267 |
1,207 |
9.7% |
40 |
0.3% |
95% |
False |
False |
4,381 |
120 |
12,474 |
10,934 |
1,540 |
12.4% |
33 |
0.3% |
96% |
False |
False |
3,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,818 |
2.618 |
12,671 |
1.618 |
12,581 |
1.000 |
12,525 |
0.618 |
12,491 |
HIGH |
12,435 |
0.618 |
12,401 |
0.500 |
12,390 |
0.382 |
12,380 |
LOW |
12,345 |
0.618 |
12,290 |
1.000 |
12,255 |
1.618 |
12,200 |
2.618 |
12,110 |
4.250 |
11,963 |
|
|
Fisher Pivots for day following 12-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
12,405 |
12,406 |
PP |
12,397 |
12,399 |
S1 |
12,390 |
12,393 |
|