Trading Metrics calculated at close of trading on 06-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2006 |
06-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,425.0 |
1,427.8 |
2.8 |
0.2% |
1,414.5 |
High |
1,429.0 |
1,429.5 |
0.5 |
0.0% |
1,420.3 |
Low |
1,422.8 |
1,424.0 |
1.2 |
0.1% |
1,392.0 |
Close |
1,428.8 |
1,426.8 |
-2.0 |
-0.1% |
1,412.2 |
Range |
6.2 |
5.5 |
-0.7 |
-11.3% |
28.3 |
ATR |
10.0 |
9.6 |
-0.3 |
-3.2% |
0.0 |
Volume |
34,967 |
63,948 |
28,981 |
82.9% |
93,981 |
|
Daily Pivots for day following 06-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,443.3 |
1,440.5 |
1,429.8 |
|
R3 |
1,437.8 |
1,435.0 |
1,428.3 |
|
R2 |
1,432.3 |
1,432.3 |
1,427.8 |
|
R1 |
1,429.5 |
1,429.5 |
1,427.3 |
1,428.2 |
PP |
1,426.8 |
1,426.8 |
1,426.8 |
1,426.1 |
S1 |
1,424.0 |
1,424.0 |
1,426.3 |
1,422.7 |
S2 |
1,421.3 |
1,421.3 |
1,425.8 |
|
S3 |
1,415.8 |
1,418.5 |
1,425.3 |
|
S4 |
1,410.3 |
1,413.0 |
1,423.8 |
|
|
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 |
1,429.5 |
1,399.5 |
30.0 |
2.1% |
10.7 |
0.7% |
91% |
True |
False |
40,725 |
10 |
1,429.5 |
1,392.0 |
37.5 |
2.6% |
10.5 |
0.7% |
93% |
True |
False |
26,345 |
20 |
1,429.5 |
1,392.0 |
37.5 |
2.6% |
9.2 |
0.6% |
93% |
True |
False |
14,628 |
40 |
1,429.5 |
1,363.0 |
66.5 |
4.7% |
8.5 |
0.6% |
96% |
True |
False |
7,902 |
60 |
1,429.5 |
1,332.0 |
97.5 |
6.8% |
7.7 |
0.5% |
97% |
True |
False |
5,282 |
80 |
1,429.5 |
1,310.1 |
119.4 |
8.4% |
5.9 |
0.4% |
98% |
True |
False |
3,983 |
100 |
1,429.5 |
1,266.7 |
162.8 |
11.4% |
4.8 |
0.3% |
98% |
True |
False |
3,199 |
120 |
1,429.5 |
1,262.2 |
167.3 |
11.7% |
4.2 |
0.3% |
98% |
True |
False |
2,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,452.9 |
2.618 |
1,443.9 |
1.618 |
1,438.4 |
1.000 |
1,435.0 |
0.618 |
1,432.9 |
HIGH |
1,429.5 |
0.618 |
1,427.4 |
0.500 |
1,426.8 |
0.382 |
1,426.1 |
LOW |
1,424.0 |
0.618 |
1,420.6 |
1.000 |
1,418.5 |
1.618 |
1,415.1 |
2.618 |
1,409.6 |
4.250 |
1,400.6 |
|
|
Fisher Pivots for day following 06-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1,426.8 |
1,424.8 |
PP |
1,426.8 |
1,422.8 |
S1 |
1,426.8 |
1,420.8 |
|