Trading Metrics calculated at close of trading on 13-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2006 |
13-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,102.74 |
12,097.70 |
-5.04 |
0.0% |
11,985.16 |
High |
12,127.08 |
12,164.70 |
37.62 |
0.3% |
12,196.32 |
Low |
12,074.01 |
12,084.81 |
10.80 |
0.1% |
11,984.76 |
Close |
12,108.43 |
12,131.88 |
23.45 |
0.2% |
12,108.43 |
Range |
53.07 |
79.89 |
26.82 |
50.5% |
211.56 |
ATR |
85.95 |
85.52 |
-0.43 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,366.80 |
12,329.23 |
12,175.82 |
|
R3 |
12,286.91 |
12,249.34 |
12,153.85 |
|
R2 |
12,207.02 |
12,207.02 |
12,146.53 |
|
R1 |
12,169.45 |
12,169.45 |
12,139.20 |
12,188.24 |
PP |
12,127.13 |
12,127.13 |
12,127.13 |
12,136.52 |
S1 |
12,089.56 |
12,089.56 |
12,124.56 |
12,108.35 |
S2 |
12,047.24 |
12,047.24 |
12,117.23 |
|
S3 |
11,967.35 |
12,009.67 |
12,109.91 |
|
S4 |
11,887.46 |
11,929.78 |
12,087.94 |
|
|
Weekly Pivots for week ending 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,731.18 |
12,631.37 |
12,224.79 |
|
R3 |
12,519.62 |
12,419.81 |
12,166.61 |
|
R2 |
12,308.06 |
12,308.06 |
12,147.22 |
|
R1 |
12,208.25 |
12,208.25 |
12,127.82 |
12,258.16 |
PP |
12,096.50 |
12,096.50 |
12,096.50 |
12,121.46 |
S1 |
11,996.69 |
11,996.69 |
12,089.04 |
12,046.60 |
S2 |
11,884.94 |
11,884.94 |
12,069.64 |
|
S3 |
11,673.38 |
11,785.13 |
12,050.25 |
|
S4 |
11,461.82 |
11,573.57 |
11,992.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,196.32 |
12,074.01 |
122.31 |
1.0% |
83.20 |
0.7% |
47% |
False |
False |
|
10 |
12,196.32 |
11,965.31 |
231.01 |
1.9% |
90.36 |
0.7% |
72% |
False |
False |
|
20 |
12,196.32 |
11,887.19 |
309.13 |
2.5% |
88.45 |
0.7% |
79% |
False |
False |
|
40 |
12,196.32 |
11,474.56 |
721.76 |
5.9% |
84.54 |
0.7% |
91% |
False |
False |
|
60 |
12,196.32 |
11,260.28 |
936.04 |
7.7% |
81.35 |
0.7% |
93% |
False |
False |
|
80 |
12,196.32 |
10,868.62 |
1,327.70 |
10.9% |
89.43 |
0.7% |
95% |
False |
False |
|
100 |
12,196.32 |
10,683.32 |
1,513.00 |
12.5% |
96.84 |
0.8% |
96% |
False |
False |
|
120 |
12,196.32 |
10,683.32 |
1,513.00 |
12.5% |
103.16 |
0.9% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,504.23 |
2.618 |
12,373.85 |
1.618 |
12,293.96 |
1.000 |
12,244.59 |
0.618 |
12,214.07 |
HIGH |
12,164.70 |
0.618 |
12,134.18 |
0.500 |
12,124.76 |
0.382 |
12,115.33 |
LOW |
12,084.81 |
0.618 |
12,035.44 |
1.000 |
12,004.92 |
1.618 |
11,955.55 |
2.618 |
11,875.66 |
4.250 |
11,745.28 |
|
|
Fisher Pivots for day following 13-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,129.51 |
12,131.43 |
PP |
12,127.13 |
12,130.97 |
S1 |
12,124.76 |
12,130.52 |
|