Trading Metrics calculated at close of trading on 14-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2006 |
14-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,097.70 |
12,132.44 |
34.74 |
0.3% |
11,985.16 |
High |
12,164.70 |
12,228.01 |
63.31 |
0.5% |
12,196.32 |
Low |
12,084.81 |
12,084.97 |
0.16 |
0.0% |
11,984.76 |
Close |
12,131.88 |
12,218.01 |
86.13 |
0.7% |
12,108.43 |
Range |
79.89 |
143.04 |
63.15 |
79.0% |
211.56 |
ATR |
85.52 |
89.62 |
4.11 |
4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,606.12 |
12,555.10 |
12,296.68 |
|
R3 |
12,463.08 |
12,412.06 |
12,257.35 |
|
R2 |
12,320.04 |
12,320.04 |
12,244.23 |
|
R1 |
12,269.02 |
12,269.02 |
12,231.12 |
12,294.53 |
PP |
12,177.00 |
12,177.00 |
12,177.00 |
12,189.75 |
S1 |
12,125.98 |
12,125.98 |
12,204.90 |
12,151.49 |
S2 |
12,033.96 |
12,033.96 |
12,191.79 |
|
S3 |
11,890.92 |
11,982.94 |
12,178.67 |
|
S4 |
11,747.88 |
11,839.90 |
12,139.34 |
|
|
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 |
12,228.01 |
12,074.01 |
154.00 |
1.3% |
92.76 |
0.8% |
94% |
True |
False |
|
10 |
12,228.01 |
11,965.31 |
262.70 |
2.2% |
95.85 |
0.8% |
96% |
True |
False |
|
20 |
12,228.01 |
11,941.94 |
286.07 |
2.3% |
91.01 |
0.7% |
97% |
True |
False |
|
40 |
12,228.01 |
11,474.56 |
753.45 |
6.2% |
86.08 |
0.7% |
99% |
True |
False |
|
60 |
12,228.01 |
11,260.28 |
967.73 |
7.9% |
82.75 |
0.7% |
99% |
True |
False |
|
80 |
12,228.01 |
10,999.90 |
1,228.11 |
10.1% |
88.75 |
0.7% |
99% |
True |
False |
|
100 |
12,228.01 |
10,683.32 |
1,544.69 |
12.6% |
97.26 |
0.8% |
99% |
True |
False |
|
120 |
12,228.01 |
10,683.32 |
1,544.69 |
12.6% |
103.52 |
0.8% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,835.93 |
2.618 |
12,602.49 |
1.618 |
12,459.45 |
1.000 |
12,371.05 |
0.618 |
12,316.41 |
HIGH |
12,228.01 |
0.618 |
12,173.37 |
0.500 |
12,156.49 |
0.382 |
12,139.61 |
LOW |
12,084.97 |
0.618 |
11,996.57 |
1.000 |
11,941.93 |
1.618 |
11,853.53 |
2.618 |
11,710.49 |
4.250 |
11,477.05 |
|
|
Fisher Pivots for day following 14-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,197.50 |
12,195.68 |
PP |
12,177.00 |
12,173.34 |
S1 |
12,156.49 |
12,151.01 |
|