Trading Metrics calculated at close of trading on 15-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2006 |
15-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
12,419 |
12,515 |
96 |
0.8% |
12,398 |
High |
12,527 |
12,577 |
50 |
0.4% |
12,577 |
Low |
12,405 |
12,503 |
98 |
0.8% |
12,345 |
Close |
12,509 |
12,535 |
26 |
0.2% |
12,535 |
Range |
122 |
74 |
-48 |
-39.3% |
232 |
ATR |
85 |
84 |
-1 |
-0.9% |
0 |
Volume |
135,280 |
83,926 |
-51,354 |
-38.0% |
549,185 |
|
Daily Pivots for day following 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,760 |
12,722 |
12,576 |
|
R3 |
12,686 |
12,648 |
12,555 |
|
R2 |
12,612 |
12,612 |
12,549 |
|
R1 |
12,574 |
12,574 |
12,542 |
12,593 |
PP |
12,538 |
12,538 |
12,538 |
12,548 |
S1 |
12,500 |
12,500 |
12,528 |
12,519 |
S2 |
12,464 |
12,464 |
12,522 |
|
S3 |
12,390 |
12,426 |
12,515 |
|
S4 |
12,316 |
12,352 |
12,494 |
|
|
Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,182 |
13,090 |
12,663 |
|
R3 |
12,950 |
12,858 |
12,599 |
|
R2 |
12,718 |
12,718 |
12,578 |
|
R1 |
12,626 |
12,626 |
12,556 |
12,672 |
PP |
12,486 |
12,486 |
12,486 |
12,509 |
S1 |
12,394 |
12,394 |
12,514 |
12,440 |
S2 |
12,254 |
12,254 |
12,493 |
|
S3 |
12,022 |
12,162 |
12,471 |
|
S4 |
11,790 |
11,930 |
12,408 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,577 |
12,345 |
232 |
1.9% |
82 |
0.7% |
82% |
True |
False |
109,837 |
10 |
12,577 |
12,291 |
286 |
2.3% |
84 |
0.7% |
85% |
True |
False |
77,397 |
20 |
12,577 |
12,176 |
401 |
3.2% |
84 |
0.7% |
90% |
True |
False |
38,869 |
40 |
12,577 |
12,059 |
518 |
4.1% |
79 |
0.6% |
92% |
True |
False |
19,448 |
60 |
12,577 |
11,740 |
837 |
6.7% |
65 |
0.5% |
95% |
True |
False |
12,972 |
80 |
12,577 |
11,459 |
1,118 |
8.9% |
52 |
0.4% |
96% |
True |
False |
9,731 |
100 |
12,577 |
11,267 |
1,310 |
10.5% |
43 |
0.3% |
97% |
True |
False |
7,786 |
120 |
12,577 |
10,934 |
1,643 |
13.1% |
36 |
0.3% |
97% |
True |
False |
6,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,892 |
2.618 |
12,771 |
1.618 |
12,697 |
1.000 |
12,651 |
0.618 |
12,623 |
HIGH |
12,577 |
0.618 |
12,549 |
0.500 |
12,540 |
0.382 |
12,531 |
LOW |
12,503 |
0.618 |
12,457 |
1.000 |
12,429 |
1.618 |
12,383 |
2.618 |
12,309 |
4.250 |
12,189 |
|
|
Fisher Pivots for day following 15-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
12,540 |
12,518 |
PP |
12,538 |
12,502 |
S1 |
12,537 |
12,485 |
|