Trading Metrics calculated at close of trading on 08-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2006 |
08-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
12,310.13 |
12,278.41 |
-31.72 |
-0.3% |
12,195.57 |
High |
12,360.76 |
12,332.88 |
-27.88 |
-0.2% |
12,360.76 |
Low |
12,264.47 |
12,243.08 |
-21.39 |
-0.2% |
12,195.57 |
Close |
12,278.41 |
12,307.49 |
29.08 |
0.2% |
12,307.49 |
Range |
96.29 |
89.80 |
-6.49 |
-6.7% |
165.19 |
ATR |
89.12 |
89.16 |
0.05 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,563.88 |
12,525.49 |
12,356.88 |
|
R3 |
12,474.08 |
12,435.69 |
12,332.19 |
|
R2 |
12,384.28 |
12,384.28 |
12,323.95 |
|
R1 |
12,345.89 |
12,345.89 |
12,315.72 |
12,365.09 |
PP |
12,294.48 |
12,294.48 |
12,294.48 |
12,304.08 |
S1 |
12,256.09 |
12,256.09 |
12,299.26 |
12,275.29 |
S2 |
12,204.68 |
12,204.68 |
12,291.03 |
|
S3 |
12,114.88 |
12,166.29 |
12,282.80 |
|
S4 |
12,025.08 |
12,076.49 |
12,258.10 |
|
|
Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,783.51 |
12,710.69 |
12,398.34 |
|
R3 |
12,618.32 |
12,545.50 |
12,352.92 |
|
R2 |
12,453.13 |
12,453.13 |
12,337.77 |
|
R1 |
12,380.31 |
12,380.31 |
12,322.63 |
12,416.72 |
PP |
12,287.94 |
12,287.94 |
12,287.94 |
12,306.15 |
S1 |
12,215.12 |
12,215.12 |
12,292.35 |
12,251.53 |
S2 |
12,122.75 |
12,122.75 |
12,277.21 |
|
S3 |
11,957.56 |
12,049.93 |
12,262.06 |
|
S4 |
11,792.37 |
11,884.74 |
12,216.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,360.76 |
12,195.57 |
165.19 |
1.3% |
80.08 |
0.7% |
68% |
False |
False |
|
10 |
12,360.76 |
12,072.60 |
288.16 |
2.3% |
102.27 |
0.8% |
82% |
False |
False |
|
20 |
12,361.00 |
12,072.60 |
288.40 |
2.3% |
87.28 |
0.7% |
81% |
False |
False |
|
40 |
12,361.00 |
11,887.19 |
473.81 |
3.8% |
87.13 |
0.7% |
89% |
False |
False |
|
60 |
12,361.00 |
11,474.56 |
886.44 |
7.2% |
85.65 |
0.7% |
94% |
False |
False |
|
80 |
12,361.00 |
11,260.28 |
1,100.72 |
8.9% |
82.90 |
0.7% |
95% |
False |
False |
|
100 |
12,361.00 |
10,838.85 |
1,522.15 |
12.4% |
89.92 |
0.7% |
96% |
False |
False |
|
120 |
12,361.00 |
10,683.32 |
1,677.68 |
13.6% |
96.24 |
0.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,714.53 |
2.618 |
12,567.98 |
1.618 |
12,478.18 |
1.000 |
12,422.68 |
0.618 |
12,388.38 |
HIGH |
12,332.88 |
0.618 |
12,298.58 |
0.500 |
12,287.98 |
0.382 |
12,277.38 |
LOW |
12,243.08 |
0.618 |
12,187.58 |
1.000 |
12,153.28 |
1.618 |
12,097.78 |
2.618 |
12,007.98 |
4.250 |
11,861.43 |
|
|
Fisher Pivots for day following 08-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
12,300.99 |
12,305.63 |
PP |
12,294.48 |
12,303.78 |
S1 |
12,287.98 |
12,301.92 |
|