Trading Metrics calculated at close of trading on 14-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2006 |
14-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
12,407 |
12,419 |
12 |
0.1% |
12,300 |
High |
12,462 |
12,527 |
65 |
0.5% |
12,466 |
Low |
12,393 |
12,405 |
12 |
0.1% |
12,291 |
Close |
12,423 |
12,509 |
86 |
0.7% |
12,396 |
Range |
69 |
122 |
53 |
76.8% |
175 |
ATR |
82 |
85 |
3 |
3.4% |
0 |
Volume |
121,316 |
135,280 |
13,964 |
11.5% |
224,794 |
|
Daily Pivots for day following 14-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,846 |
12,800 |
12,576 |
|
R3 |
12,724 |
12,678 |
12,543 |
|
R2 |
12,602 |
12,602 |
12,531 |
|
R1 |
12,556 |
12,556 |
12,520 |
12,579 |
PP |
12,480 |
12,480 |
12,480 |
12,492 |
S1 |
12,434 |
12,434 |
12,498 |
12,457 |
S2 |
12,358 |
12,358 |
12,487 |
|
S3 |
12,236 |
12,312 |
12,476 |
|
S4 |
12,114 |
12,190 |
12,442 |
|
|
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 |
12,527 |
12,336 |
191 |
1.5% |
86 |
0.7% |
91% |
True |
False |
117,708 |
10 |
12,527 |
12,194 |
333 |
2.7% |
93 |
0.7% |
95% |
True |
False |
69,148 |
20 |
12,527 |
12,176 |
351 |
2.8% |
83 |
0.7% |
95% |
True |
False |
34,675 |
40 |
12,527 |
12,059 |
468 |
3.7% |
77 |
0.6% |
96% |
True |
False |
17,351 |
60 |
12,527 |
11,677 |
850 |
6.8% |
64 |
0.5% |
98% |
True |
False |
11,573 |
80 |
12,527 |
11,452 |
1,075 |
8.6% |
51 |
0.4% |
98% |
True |
False |
8,682 |
100 |
12,527 |
11,267 |
1,260 |
10.1% |
42 |
0.3% |
99% |
True |
False |
6,947 |
120 |
12,527 |
10,934 |
1,593 |
12.7% |
35 |
0.3% |
99% |
True |
False |
5,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,046 |
2.618 |
12,847 |
1.618 |
12,725 |
1.000 |
12,649 |
0.618 |
12,603 |
HIGH |
12,527 |
0.618 |
12,481 |
0.500 |
12,466 |
0.382 |
12,452 |
LOW |
12,405 |
0.618 |
12,330 |
1.000 |
12,283 |
1.618 |
12,208 |
2.618 |
12,086 |
4.250 |
11,887 |
|
|
Fisher Pivots for day following 14-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
12,495 |
12,485 |
PP |
12,480 |
12,460 |
S1 |
12,466 |
12,436 |
|