Trading Metrics calculated at close of trading on 11-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2006 |
11-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,420.9 |
1,422.2 |
1.3 |
0.1% |
1,412.0 |
High |
1,427.7 |
1,429.1 |
1.4 |
0.1% |
1,432.0 |
Low |
1,416.5 |
1,421.8 |
5.3 |
0.4% |
1,412.0 |
Close |
1,422.2 |
1,426.8 |
4.6 |
0.3% |
1,422.2 |
Range |
11.2 |
7.3 |
-3.9 |
-34.8% |
20.0 |
ATR |
9.9 |
9.7 |
-0.2 |
-1.9% |
0.0 |
Volume |
122,706 |
82,387 |
-40,319 |
-32.9% |
348,443 |
|
Daily Pivots for day following 11-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,447.8 |
1,444.6 |
1,430.8 |
|
R3 |
1,440.5 |
1,437.3 |
1,428.8 |
|
R2 |
1,433.2 |
1,433.2 |
1,428.1 |
|
R1 |
1,430.0 |
1,430.0 |
1,427.5 |
1,431.6 |
PP |
1,425.9 |
1,425.9 |
1,425.9 |
1,426.7 |
S1 |
1,422.7 |
1,422.7 |
1,426.1 |
1,424.3 |
S2 |
1,418.6 |
1,418.6 |
1,425.5 |
|
S3 |
1,411.3 |
1,415.4 |
1,424.8 |
|
S4 |
1,404.0 |
1,408.1 |
1,422.8 |
|
|
Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,482.1 |
1,472.1 |
1,433.2 |
|
R3 |
1,462.1 |
1,452.1 |
1,427.7 |
|
R2 |
1,442.1 |
1,442.1 |
1,425.9 |
|
R1 |
1,432.1 |
1,432.1 |
1,424.0 |
1,437.1 |
PP |
1,422.1 |
1,422.1 |
1,422.1 |
1,424.6 |
S1 |
1,412.1 |
1,412.1 |
1,420.4 |
1,417.1 |
S2 |
1,402.1 |
1,402.1 |
1,418.5 |
|
S3 |
1,382.1 |
1,392.1 |
1,416.7 |
|
S4 |
1,362.1 |
1,372.1 |
1,411.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,432.0 |
1,416.5 |
15.5 |
1.1% |
8.4 |
0.6% |
66% |
False |
False |
75,175 |
10 |
1,432.0 |
1,392.0 |
40.0 |
2.8% |
10.4 |
0.7% |
87% |
False |
False |
52,364 |
20 |
1,432.0 |
1,392.0 |
40.0 |
2.8% |
9.3 |
0.7% |
87% |
False |
False |
28,010 |
40 |
1,432.0 |
1,377.5 |
54.5 |
3.8% |
8.7 |
0.6% |
90% |
False |
False |
14,797 |
60 |
1,432.0 |
1,332.0 |
100.0 |
7.0% |
8.0 |
0.6% |
95% |
False |
False |
9,894 |
80 |
1,432.0 |
1,316.9 |
115.1 |
8.1% |
6.3 |
0.4% |
95% |
False |
False |
7,445 |
100 |
1,432.0 |
1,266.7 |
165.3 |
11.6% |
5.1 |
0.4% |
97% |
False |
False |
5,968 |
120 |
1,432.0 |
1,262.2 |
169.8 |
11.9% |
4.4 |
0.3% |
97% |
False |
False |
4,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,460.1 |
2.618 |
1,448.2 |
1.618 |
1,440.9 |
1.000 |
1,436.4 |
0.618 |
1,433.6 |
HIGH |
1,429.1 |
0.618 |
1,426.3 |
0.500 |
1,425.5 |
0.382 |
1,424.6 |
LOW |
1,421.8 |
0.618 |
1,417.3 |
1.000 |
1,414.5 |
1.618 |
1,410.0 |
2.618 |
1,402.7 |
4.250 |
1,390.8 |
|
|
Fisher Pivots for day following 11-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1,426.4 |
1,426.0 |
PP |
1,425.9 |
1,425.1 |
S1 |
1,425.5 |
1,424.3 |
|