Trading Metrics calculated at close of trading on 12-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2006 |
12-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,422.2 |
1,426.7 |
4.5 |
0.3% |
1,412.0 |
High |
1,429.1 |
1,427.0 |
-2.1 |
-0.1% |
1,432.0 |
Low |
1,421.8 |
1,417.3 |
-4.5 |
-0.3% |
1,412.0 |
Close |
1,426.8 |
1,425.0 |
-1.8 |
-0.1% |
1,422.2 |
Range |
7.3 |
9.7 |
2.4 |
32.9% |
20.0 |
ATR |
9.7 |
9.7 |
0.0 |
0.0% |
0.0 |
Volume |
82,387 |
99,429 |
17,042 |
20.7% |
348,443 |
|
Daily Pivots for day following 12-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,452.2 |
1,448.3 |
1,430.3 |
|
R3 |
1,442.5 |
1,438.6 |
1,427.7 |
|
R2 |
1,432.8 |
1,432.8 |
1,426.8 |
|
R1 |
1,428.9 |
1,428.9 |
1,425.9 |
1,426.0 |
PP |
1,423.1 |
1,423.1 |
1,423.1 |
1,421.7 |
S1 |
1,419.2 |
1,419.2 |
1,424.1 |
1,416.3 |
S2 |
1,413.4 |
1,413.4 |
1,423.2 |
|
S3 |
1,403.7 |
1,409.5 |
1,422.3 |
|
S4 |
1,394.0 |
1,399.8 |
1,419.7 |
|
|
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% |
9.1 |
0.6% |
55% |
False |
False |
88,068 |
10 |
1,432.0 |
1,399.5 |
32.5 |
2.3% |
10.4 |
0.7% |
78% |
False |
False |
59,642 |
20 |
1,432.0 |
1,392.0 |
40.0 |
2.8% |
9.4 |
0.7% |
83% |
False |
False |
32,840 |
40 |
1,432.0 |
1,377.5 |
54.5 |
3.8% |
8.8 |
0.6% |
87% |
False |
False |
17,197 |
60 |
1,432.0 |
1,332.0 |
100.0 |
7.0% |
8.2 |
0.6% |
93% |
False |
False |
11,551 |
80 |
1,432.0 |
1,316.9 |
115.1 |
8.1% |
6.4 |
0.5% |
94% |
False |
False |
8,687 |
100 |
1,432.0 |
1,287.7 |
144.3 |
10.1% |
5.2 |
0.4% |
95% |
False |
False |
6,962 |
120 |
1,432.0 |
1,262.2 |
169.8 |
11.9% |
4.5 |
0.3% |
96% |
False |
False |
5,803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,468.2 |
2.618 |
1,452.4 |
1.618 |
1,442.7 |
1.000 |
1,436.7 |
0.618 |
1,433.0 |
HIGH |
1,427.0 |
0.618 |
1,423.3 |
0.500 |
1,422.2 |
0.382 |
1,421.0 |
LOW |
1,417.3 |
0.618 |
1,411.3 |
1.000 |
1,407.6 |
1.618 |
1,401.6 |
2.618 |
1,391.9 |
4.250 |
1,376.1 |
|
|
Fisher Pivots for day following 12-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1,424.1 |
1,424.3 |
PP |
1,423.1 |
1,423.5 |
S1 |
1,422.2 |
1,422.8 |
|