Trading Metrics calculated at close of trading on 27-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2006 |
27-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
12,427 |
12,495 |
68 |
0.5% |
12,536 |
High |
12,501 |
12,595 |
94 |
0.8% |
12,580 |
Low |
12,415 |
12,491 |
76 |
0.6% |
12,411 |
Close |
12,494 |
12,587 |
93 |
0.7% |
12,418 |
Range |
86 |
104 |
18 |
20.9% |
169 |
ATR |
85 |
86 |
1 |
1.6% |
0 |
Volume |
33,604 |
55,540 |
21,936 |
65.3% |
403,082 |
|
Daily Pivots for day following 27-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,870 |
12,832 |
12,644 |
|
R3 |
12,766 |
12,728 |
12,616 |
|
R2 |
12,662 |
12,662 |
12,606 |
|
R1 |
12,624 |
12,624 |
12,597 |
12,643 |
PP |
12,558 |
12,558 |
12,558 |
12,567 |
S1 |
12,520 |
12,520 |
12,578 |
12,539 |
S2 |
12,454 |
12,454 |
12,568 |
|
S3 |
12,350 |
12,416 |
12,559 |
|
S4 |
12,246 |
12,312 |
12,530 |
|
|
Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,977 |
12,866 |
12,511 |
|
R3 |
12,808 |
12,697 |
12,465 |
|
R2 |
12,639 |
12,639 |
12,449 |
|
R1 |
12,528 |
12,528 |
12,434 |
12,499 |
PP |
12,470 |
12,470 |
12,470 |
12,455 |
S1 |
12,359 |
12,359 |
12,403 |
12,330 |
S2 |
12,301 |
12,301 |
12,387 |
|
S3 |
12,132 |
12,190 |
12,372 |
|
S4 |
11,963 |
12,021 |
12,325 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,595 |
12,411 |
184 |
1.5% |
90 |
0.7% |
96% |
True |
False |
61,623 |
10 |
12,595 |
12,393 |
202 |
1.6% |
87 |
0.7% |
96% |
True |
False |
83,274 |
20 |
12,595 |
12,194 |
401 |
3.2% |
91 |
0.7% |
98% |
True |
False |
63,434 |
40 |
12,595 |
12,059 |
536 |
4.3% |
84 |
0.7% |
99% |
True |
False |
31,751 |
60 |
12,595 |
11,899 |
696 |
5.5% |
71 |
0.6% |
99% |
True |
False |
21,174 |
80 |
12,595 |
11,524 |
1,071 |
8.5% |
59 |
0.5% |
99% |
True |
False |
15,882 |
100 |
12,595 |
11,267 |
1,328 |
10.6% |
49 |
0.4% |
99% |
True |
False |
12,709 |
120 |
12,595 |
10,934 |
1,661 |
13.2% |
41 |
0.3% |
100% |
True |
False |
10,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,037 |
2.618 |
12,867 |
1.618 |
12,763 |
1.000 |
12,699 |
0.618 |
12,659 |
HIGH |
12,595 |
0.618 |
12,555 |
0.500 |
12,543 |
0.382 |
12,531 |
LOW |
12,491 |
0.618 |
12,427 |
1.000 |
12,387 |
1.618 |
12,323 |
2.618 |
12,219 |
4.250 |
12,049 |
|
|
Fisher Pivots for day following 27-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
12,572 |
12,559 |
PP |
12,558 |
12,531 |
S1 |
12,543 |
12,503 |
|