Trading Metrics calculated at close of trading on 20-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2006 |
20-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
12,539 |
12,555 |
16 |
0.1% |
12,398 |
High |
12,577 |
12,580 |
3 |
0.0% |
12,577 |
Low |
12,482 |
12,534 |
52 |
0.4% |
12,345 |
Close |
12,551 |
12,544 |
-7 |
-0.1% |
12,535 |
Range |
95 |
46 |
-49 |
-51.6% |
232 |
ATR |
84 |
81 |
-3 |
-3.2% |
0 |
Volume |
102,497 |
62,354 |
-40,143 |
-39.2% |
549,185 |
|
Daily Pivots for day following 20-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,691 |
12,663 |
12,569 |
|
R3 |
12,645 |
12,617 |
12,557 |
|
R2 |
12,599 |
12,599 |
12,553 |
|
R1 |
12,571 |
12,571 |
12,548 |
12,562 |
PP |
12,553 |
12,553 |
12,553 |
12,548 |
S1 |
12,525 |
12,525 |
12,540 |
12,516 |
S2 |
12,507 |
12,507 |
12,536 |
|
S3 |
12,461 |
12,479 |
12,531 |
|
S4 |
12,415 |
12,433 |
12,519 |
|
|
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 |
12,580 |
12,405 |
175 |
1.4% |
80 |
0.6% |
79% |
True |
False |
93,133 |
10 |
12,580 |
12,336 |
244 |
1.9% |
81 |
0.6% |
85% |
True |
False |
100,779 |
20 |
12,580 |
12,176 |
404 |
3.2% |
87 |
0.7% |
91% |
True |
False |
51,183 |
40 |
12,580 |
12,059 |
521 |
4.2% |
79 |
0.6% |
93% |
True |
False |
25,609 |
60 |
12,580 |
11,820 |
760 |
6.1% |
67 |
0.5% |
95% |
True |
False |
17,078 |
80 |
12,580 |
11,490 |
1,090 |
8.7% |
55 |
0.4% |
97% |
True |
False |
12,810 |
100 |
12,580 |
11,267 |
1,313 |
10.5% |
45 |
0.4% |
97% |
True |
False |
10,251 |
120 |
12,580 |
10,934 |
1,646 |
13.1% |
37 |
0.3% |
98% |
True |
False |
8,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,776 |
2.618 |
12,701 |
1.618 |
12,655 |
1.000 |
12,626 |
0.618 |
12,609 |
HIGH |
12,580 |
0.618 |
12,563 |
0.500 |
12,557 |
0.382 |
12,552 |
LOW |
12,534 |
0.618 |
12,506 |
1.000 |
12,488 |
1.618 |
12,460 |
2.618 |
12,414 |
4.250 |
12,339 |
|
|
Fisher Pivots for day following 20-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
12,557 |
12,540 |
PP |
12,553 |
12,535 |
S1 |
12,548 |
12,531 |
|