Trading Metrics calculated at close of trading on 19-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2006 |
19-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
12,536 |
12,539 |
3 |
0.0% |
12,398 |
High |
12,579 |
12,577 |
-2 |
0.0% |
12,577 |
Low |
12,517 |
12,482 |
-35 |
-0.3% |
12,345 |
Close |
12,536 |
12,551 |
15 |
0.1% |
12,535 |
Range |
62 |
95 |
33 |
53.2% |
232 |
ATR |
83 |
84 |
1 |
1.1% |
0 |
Volume |
81,610 |
102,497 |
20,887 |
25.6% |
549,185 |
|
Daily Pivots for day following 19-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,822 |
12,781 |
12,603 |
|
R3 |
12,727 |
12,686 |
12,577 |
|
R2 |
12,632 |
12,632 |
12,569 |
|
R1 |
12,591 |
12,591 |
12,560 |
12,612 |
PP |
12,537 |
12,537 |
12,537 |
12,547 |
S1 |
12,496 |
12,496 |
12,542 |
12,517 |
S2 |
12,442 |
12,442 |
12,534 |
|
S3 |
12,347 |
12,401 |
12,525 |
|
S4 |
12,252 |
12,306 |
12,499 |
|
|
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 |
12,579 |
12,393 |
186 |
1.5% |
85 |
0.7% |
85% |
False |
False |
104,925 |
10 |
12,579 |
12,336 |
243 |
1.9% |
82 |
0.7% |
88% |
False |
False |
95,523 |
20 |
12,579 |
12,176 |
403 |
3.2% |
87 |
0.7% |
93% |
False |
False |
48,068 |
40 |
12,579 |
12,059 |
520 |
4.1% |
79 |
0.6% |
95% |
False |
False |
24,051 |
60 |
12,579 |
11,820 |
759 |
6.0% |
67 |
0.5% |
96% |
False |
False |
16,040 |
80 |
12,579 |
11,490 |
1,089 |
8.7% |
54 |
0.4% |
97% |
False |
False |
12,031 |
100 |
12,579 |
11,267 |
1,312 |
10.5% |
44 |
0.4% |
98% |
False |
False |
9,627 |
120 |
12,579 |
10,934 |
1,645 |
13.1% |
37 |
0.3% |
98% |
False |
False |
8,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,981 |
2.618 |
12,826 |
1.618 |
12,731 |
1.000 |
12,672 |
0.618 |
12,636 |
HIGH |
12,577 |
0.618 |
12,541 |
0.500 |
12,530 |
0.382 |
12,518 |
LOW |
12,482 |
0.618 |
12,423 |
1.000 |
12,387 |
1.618 |
12,328 |
2.618 |
12,233 |
4.250 |
12,078 |
|
|
Fisher Pivots for day following 19-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
12,544 |
12,544 |
PP |
12,537 |
12,537 |
S1 |
12,530 |
12,531 |
|