Trading Metrics calculated at close of trading on 15-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2006 |
15-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
12,317.50 |
12,417.96 |
100.46 |
0.8% |
12,306.21 |
High |
12,431.26 |
12,486.30 |
55.04 |
0.4% |
12,486.30 |
Low |
12,307.01 |
12,417.88 |
110.87 |
0.9% |
12,252.05 |
Close |
12,416.76 |
12,445.52 |
28.76 |
0.2% |
12,445.52 |
Range |
124.25 |
68.42 |
-55.83 |
-44.9% |
234.25 |
ATR |
87.91 |
86.60 |
-1.31 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,655.16 |
12,618.76 |
12,483.15 |
|
R3 |
12,586.74 |
12,550.34 |
12,464.34 |
|
R2 |
12,518.32 |
12,518.32 |
12,458.06 |
|
R1 |
12,481.92 |
12,481.92 |
12,451.79 |
12,500.12 |
PP |
12,449.90 |
12,449.90 |
12,449.90 |
12,459.00 |
S1 |
12,413.50 |
12,413.50 |
12,439.25 |
12,431.70 |
S2 |
12,381.48 |
12,381.48 |
12,432.98 |
|
S3 |
12,313.06 |
12,345.08 |
12,426.70 |
|
S4 |
12,244.64 |
12,276.66 |
12,407.89 |
|
|
Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,097.37 |
13,005.70 |
12,574.36 |
|
R3 |
12,863.12 |
12,771.45 |
12,509.94 |
|
R2 |
12,628.87 |
12,628.87 |
12,488.47 |
|
R1 |
12,537.20 |
12,537.20 |
12,466.99 |
12,583.04 |
PP |
12,394.62 |
12,394.62 |
12,394.62 |
12,417.54 |
S1 |
12,302.95 |
12,302.95 |
12,424.05 |
12,348.79 |
S2 |
12,160.37 |
12,160.37 |
12,402.57 |
|
S3 |
11,926.12 |
12,068.70 |
12,381.10 |
|
S4 |
11,691.87 |
11,834.45 |
12,316.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,486.30 |
12,252.05 |
234.25 |
1.9% |
79.71 |
0.6% |
83% |
True |
False |
|
10 |
12,486.30 |
12,195.57 |
290.73 |
2.3% |
79.90 |
0.6% |
86% |
True |
False |
|
20 |
12,486.30 |
12,072.60 |
413.70 |
3.3% |
85.32 |
0.7% |
90% |
True |
False |
|
40 |
12,486.30 |
11,941.94 |
544.36 |
4.4% |
88.14 |
0.7% |
93% |
True |
False |
|
60 |
12,486.30 |
11,474.56 |
1,011.74 |
8.1% |
84.93 |
0.7% |
96% |
True |
False |
|
80 |
12,486.30 |
11,260.28 |
1,226.02 |
9.9% |
83.08 |
0.7% |
97% |
True |
False |
|
100 |
12,486.30 |
11,042.64 |
1,443.66 |
11.6% |
87.25 |
0.7% |
97% |
True |
False |
|
120 |
12,486.30 |
10,683.32 |
1,802.98 |
14.5% |
94.80 |
0.8% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,777.09 |
2.618 |
12,665.42 |
1.618 |
12,597.00 |
1.000 |
12,554.72 |
0.618 |
12,528.58 |
HIGH |
12,486.30 |
0.618 |
12,460.16 |
0.500 |
12,452.09 |
0.382 |
12,444.02 |
LOW |
12,417.88 |
0.618 |
12,375.60 |
1.000 |
12,349.46 |
1.618 |
12,307.18 |
2.618 |
12,238.76 |
4.250 |
12,127.10 |
|
|
Fisher Pivots for day following 15-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
12,452.09 |
12,428.32 |
PP |
12,449.90 |
12,411.13 |
S1 |
12,447.71 |
12,393.93 |
|