Trading Metrics calculated at close of trading on 01-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2006 |
01-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,414.0 |
1,415.5 |
1.5 |
0.1% |
1,414.5 |
High |
1,420.3 |
1,415.7 |
-4.6 |
-0.3% |
1,420.3 |
Low |
1,408.0 |
1,399.5 |
-8.5 |
-0.6% |
1,392.0 |
Close |
1,414.8 |
1,412.2 |
-2.6 |
-0.2% |
1,412.2 |
Range |
12.3 |
16.2 |
3.9 |
31.7% |
28.3 |
ATR |
9.5 |
10.0 |
0.5 |
5.0% |
0.0 |
Volume |
21,102 |
28,661 |
7,559 |
35.8% |
93,981 |
|
Daily Pivots for day following 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,457.7 |
1,451.2 |
1,421.1 |
|
R3 |
1,441.5 |
1,435.0 |
1,416.7 |
|
R2 |
1,425.3 |
1,425.3 |
1,415.2 |
|
R1 |
1,418.8 |
1,418.8 |
1,413.7 |
1,414.0 |
PP |
1,409.1 |
1,409.1 |
1,409.1 |
1,406.7 |
S1 |
1,402.6 |
1,402.6 |
1,410.7 |
1,397.8 |
S2 |
1,392.9 |
1,392.9 |
1,409.2 |
|
S3 |
1,376.7 |
1,386.4 |
1,407.7 |
|
S4 |
1,360.5 |
1,370.2 |
1,403.3 |
|
|
Weekly Pivots for week ending 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,493.1 |
1,480.9 |
1,427.8 |
|
R3 |
1,464.8 |
1,452.6 |
1,420.0 |
|
R2 |
1,436.5 |
1,436.5 |
1,417.4 |
|
R1 |
1,424.3 |
1,424.3 |
1,414.8 |
1,416.3 |
PP |
1,408.2 |
1,408.2 |
1,408.2 |
1,404.1 |
S1 |
1,396.0 |
1,396.0 |
1,409.6 |
1,388.0 |
S2 |
1,379.9 |
1,379.9 |
1,407.0 |
|
S3 |
1,351.6 |
1,367.7 |
1,404.4 |
|
S4 |
1,323.3 |
1,339.4 |
1,396.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,420.3 |
1,392.0 |
28.3 |
2.0% |
13.6 |
1.0% |
71% |
False |
False |
18,796 |
10 |
1,423.0 |
1,392.0 |
31.0 |
2.2% |
9.5 |
0.7% |
65% |
False |
False |
11,840 |
20 |
1,423.0 |
1,377.5 |
45.5 |
3.2% |
9.2 |
0.6% |
76% |
False |
False |
7,190 |
40 |
1,423.0 |
1,363.0 |
60.0 |
4.2% |
8.2 |
0.6% |
82% |
False |
False |
4,057 |
60 |
1,423.0 |
1,321.5 |
101.5 |
7.2% |
7.5 |
0.5% |
89% |
False |
False |
2,725 |
80 |
1,423.0 |
1,287.7 |
135.3 |
9.6% |
5.7 |
0.4% |
92% |
False |
False |
2,061 |
100 |
1,423.0 |
1,262.2 |
160.8 |
11.4% |
4.6 |
0.3% |
93% |
False |
False |
1,661 |
120 |
1,423.0 |
1,262.2 |
160.8 |
11.4% |
4.0 |
0.3% |
93% |
False |
False |
1,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,484.6 |
2.618 |
1,458.1 |
1.618 |
1,441.9 |
1.000 |
1,431.9 |
0.618 |
1,425.7 |
HIGH |
1,415.7 |
0.618 |
1,409.5 |
0.500 |
1,407.6 |
0.382 |
1,405.7 |
LOW |
1,399.5 |
0.618 |
1,389.5 |
1.000 |
1,383.3 |
1.618 |
1,373.3 |
2.618 |
1,357.1 |
4.250 |
1,330.7 |
|
|
Fisher Pivots for day following 01-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1,410.7 |
1,411.4 |
PP |
1,409.1 |
1,410.7 |
S1 |
1,407.6 |
1,409.9 |
|