Trading Metrics calculated at close of trading on 17-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2006 |
17-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,250.05 |
12,304.62 |
54.57 |
0.4% |
12,097.70 |
High |
12,325.91 |
12,342.56 |
16.65 |
0.1% |
12,342.56 |
Low |
12,250.05 |
12,277.40 |
27.35 |
0.2% |
12,084.81 |
Close |
12,305.82 |
12,342.56 |
36.74 |
0.3% |
12,342.56 |
Range |
75.86 |
65.16 |
-10.70 |
-14.1% |
257.75 |
ATR |
88.40 |
86.74 |
-1.66 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,516.32 |
12,494.60 |
12,378.40 |
|
R3 |
12,451.16 |
12,429.44 |
12,360.48 |
|
R2 |
12,386.00 |
12,386.00 |
12,354.51 |
|
R1 |
12,364.28 |
12,364.28 |
12,348.53 |
12,375.14 |
PP |
12,320.84 |
12,320.84 |
12,320.84 |
12,326.27 |
S1 |
12,299.12 |
12,299.12 |
12,336.59 |
12,309.98 |
S2 |
12,255.68 |
12,255.68 |
12,330.61 |
|
S3 |
12,190.52 |
12,233.96 |
12,324.64 |
|
S4 |
12,125.36 |
12,168.80 |
12,306.72 |
|
|
Weekly Pivots for week ending 17-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,029.89 |
12,943.98 |
12,484.32 |
|
R3 |
12,772.14 |
12,686.23 |
12,413.44 |
|
R2 |
12,514.39 |
12,514.39 |
12,389.81 |
|
R1 |
12,428.48 |
12,428.48 |
12,366.19 |
12,471.44 |
PP |
12,256.64 |
12,256.64 |
12,256.64 |
12,278.12 |
S1 |
12,170.73 |
12,170.73 |
12,318.93 |
12,213.69 |
S2 |
11,998.89 |
11,998.89 |
12,295.31 |
|
S3 |
11,741.14 |
11,912.98 |
12,271.68 |
|
S4 |
11,483.39 |
11,655.23 |
12,200.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,342.56 |
12,084.81 |
257.75 |
2.1% |
89.98 |
0.7% |
100% |
True |
False |
|
10 |
12,342.56 |
11,984.76 |
357.80 |
2.9% |
91.90 |
0.7% |
100% |
True |
False |
|
20 |
12,342.56 |
11,965.31 |
377.25 |
3.1% |
88.87 |
0.7% |
100% |
True |
False |
|
40 |
12,342.56 |
11,486.00 |
856.56 |
6.9% |
84.90 |
0.7% |
100% |
True |
False |
|
60 |
12,342.56 |
11,260.28 |
1,082.28 |
8.8% |
82.40 |
0.7% |
100% |
True |
False |
|
80 |
12,342.56 |
11,042.64 |
1,299.92 |
10.5% |
87.29 |
0.7% |
100% |
True |
False |
|
100 |
12,342.56 |
10,683.32 |
1,659.24 |
13.4% |
96.56 |
0.8% |
100% |
True |
False |
|
120 |
12,342.56 |
10,683.32 |
1,659.24 |
13.4% |
102.46 |
0.8% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,619.49 |
2.618 |
12,513.15 |
1.618 |
12,447.99 |
1.000 |
12,407.72 |
0.618 |
12,382.83 |
HIGH |
12,342.56 |
0.618 |
12,317.67 |
0.500 |
12,309.98 |
0.382 |
12,302.29 |
LOW |
12,277.40 |
0.618 |
12,237.13 |
1.000 |
12,212.24 |
1.618 |
12,171.97 |
2.618 |
12,106.81 |
4.250 |
12,000.47 |
|
|
Fisher Pivots for day following 17-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,331.70 |
12,319.76 |
PP |
12,320.84 |
12,296.96 |
S1 |
12,309.98 |
12,274.16 |
|