Trading Metrics calculated at close of trading on 29-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2006 |
29-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
12,585 |
12,574 |
-11 |
-0.1% |
12,427 |
High |
12,608 |
12,600 |
-8 |
-0.1% |
12,608 |
Low |
12,551 |
12,525 |
-26 |
-0.2% |
12,415 |
Close |
12,574 |
12,539 |
-35 |
-0.3% |
12,539 |
Range |
57 |
75 |
18 |
31.6% |
193 |
ATR |
84 |
83 |
-1 |
-0.8% |
0 |
Volume |
58,876 |
40,896 |
-17,980 |
-30.5% |
188,916 |
|
Daily Pivots for day following 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,780 |
12,734 |
12,580 |
|
R3 |
12,705 |
12,659 |
12,560 |
|
R2 |
12,630 |
12,630 |
12,553 |
|
R1 |
12,584 |
12,584 |
12,546 |
12,570 |
PP |
12,555 |
12,555 |
12,555 |
12,547 |
S1 |
12,509 |
12,509 |
12,532 |
12,495 |
S2 |
12,480 |
12,480 |
12,525 |
|
S3 |
12,405 |
12,434 |
12,519 |
|
S4 |
12,330 |
12,359 |
12,498 |
|
|
Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,100 |
13,012 |
12,645 |
|
R3 |
12,907 |
12,819 |
12,592 |
|
R2 |
12,714 |
12,714 |
12,575 |
|
R1 |
12,626 |
12,626 |
12,557 |
12,670 |
PP |
12,521 |
12,521 |
12,521 |
12,543 |
S1 |
12,433 |
12,433 |
12,521 |
12,477 |
S2 |
12,328 |
12,328 |
12,504 |
|
S3 |
12,135 |
12,240 |
12,486 |
|
S4 |
11,942 |
12,047 |
12,433 |
|
|
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% |
87 |
0.7% |
65% |
False |
False |
51,814 |
10 |
12,608 |
12,411 |
197 |
1.6% |
81 |
0.6% |
65% |
False |
False |
67,592 |
20 |
12,608 |
12,194 |
414 |
3.3% |
87 |
0.7% |
83% |
False |
False |
68,370 |
40 |
12,608 |
12,059 |
549 |
4.4% |
84 |
0.7% |
87% |
False |
False |
34,244 |
60 |
12,608 |
11,925 |
683 |
5.4% |
71 |
0.6% |
90% |
False |
False |
22,834 |
80 |
12,608 |
11,527 |
1,081 |
8.6% |
61 |
0.5% |
94% |
False |
False |
17,129 |
100 |
12,608 |
11,271 |
1,337 |
10.7% |
50 |
0.4% |
95% |
False |
False |
13,706 |
120 |
12,608 |
10,934 |
1,674 |
13.4% |
42 |
0.3% |
96% |
False |
False |
11,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,919 |
2.618 |
12,796 |
1.618 |
12,721 |
1.000 |
12,675 |
0.618 |
12,646 |
HIGH |
12,600 |
0.618 |
12,571 |
0.500 |
12,563 |
0.382 |
12,554 |
LOW |
12,525 |
0.618 |
12,479 |
1.000 |
12,450 |
1.618 |
12,404 |
2.618 |
12,329 |
4.250 |
12,206 |
|
|
Fisher Pivots for day following 29-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
12,563 |
12,550 |
PP |
12,555 |
12,546 |
S1 |
12,547 |
12,543 |
|