Trading Metrics calculated at close of trading on 28-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2006 |
28-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
12,495 |
12,585 |
90 |
0.7% |
12,536 |
High |
12,595 |
12,608 |
13 |
0.1% |
12,580 |
Low |
12,491 |
12,551 |
60 |
0.5% |
12,411 |
Close |
12,587 |
12,574 |
-13 |
-0.1% |
12,418 |
Range |
104 |
57 |
-47 |
-45.2% |
169 |
ATR |
86 |
84 |
-2 |
-2.4% |
0 |
Volume |
55,540 |
58,876 |
3,336 |
6.0% |
403,082 |
|
Daily Pivots for day following 28-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,749 |
12,718 |
12,605 |
|
R3 |
12,692 |
12,661 |
12,590 |
|
R2 |
12,635 |
12,635 |
12,585 |
|
R1 |
12,604 |
12,604 |
12,579 |
12,591 |
PP |
12,578 |
12,578 |
12,578 |
12,571 |
S1 |
12,547 |
12,547 |
12,569 |
12,534 |
S2 |
12,521 |
12,521 |
12,564 |
|
S3 |
12,464 |
12,490 |
12,558 |
|
S4 |
12,407 |
12,433 |
12,543 |
|
|
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 |
12,608 |
12,411 |
197 |
1.6% |
92 |
0.7% |
83% |
True |
False |
60,928 |
10 |
12,608 |
12,405 |
203 |
1.6% |
86 |
0.7% |
83% |
True |
False |
77,030 |
20 |
12,608 |
12,194 |
414 |
3.3% |
89 |
0.7% |
92% |
True |
False |
66,357 |
40 |
12,608 |
12,059 |
549 |
4.4% |
83 |
0.7% |
94% |
True |
False |
33,222 |
60 |
12,608 |
11,925 |
683 |
5.4% |
70 |
0.6% |
95% |
True |
False |
22,154 |
80 |
12,608 |
11,524 |
1,084 |
8.6% |
60 |
0.5% |
97% |
True |
False |
16,618 |
100 |
12,608 |
11,267 |
1,341 |
10.7% |
49 |
0.4% |
97% |
True |
False |
13,297 |
120 |
12,608 |
10,934 |
1,674 |
13.3% |
41 |
0.3% |
98% |
True |
False |
11,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,850 |
2.618 |
12,757 |
1.618 |
12,700 |
1.000 |
12,665 |
0.618 |
12,643 |
HIGH |
12,608 |
0.618 |
12,586 |
0.500 |
12,580 |
0.382 |
12,573 |
LOW |
12,551 |
0.618 |
12,516 |
1.000 |
12,494 |
1.618 |
12,459 |
2.618 |
12,402 |
4.250 |
12,309 |
|
|
Fisher Pivots for day following 28-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
12,580 |
12,553 |
PP |
12,578 |
12,532 |
S1 |
12,576 |
12,512 |
|