Trading Metrics calculated at close of trading on 20-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2006 |
20-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,304.62 |
12,340.71 |
36.09 |
0.3% |
12,097.70 |
High |
12,342.56 |
12,355.23 |
12.67 |
0.1% |
12,342.56 |
Low |
12,277.40 |
12,302.52 |
25.12 |
0.2% |
12,084.81 |
Close |
12,342.56 |
12,316.54 |
-26.02 |
-0.2% |
12,342.56 |
Range |
65.16 |
52.71 |
-12.45 |
-19.1% |
257.75 |
ATR |
86.74 |
84.31 |
-2.43 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,482.89 |
12,452.43 |
12,345.53 |
|
R3 |
12,430.18 |
12,399.72 |
12,331.04 |
|
R2 |
12,377.47 |
12,377.47 |
12,326.20 |
|
R1 |
12,347.01 |
12,347.01 |
12,321.37 |
12,335.89 |
PP |
12,324.76 |
12,324.76 |
12,324.76 |
12,319.20 |
S1 |
12,294.30 |
12,294.30 |
12,311.71 |
12,283.18 |
S2 |
12,272.05 |
12,272.05 |
12,306.88 |
|
S3 |
12,219.34 |
12,241.59 |
12,302.04 |
|
S4 |
12,166.63 |
12,188.88 |
12,287.55 |
|
|
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 |
12,355.23 |
12,084.97 |
270.26 |
2.2% |
84.55 |
0.7% |
86% |
True |
False |
|
10 |
12,355.23 |
12,074.01 |
281.22 |
2.3% |
83.87 |
0.7% |
86% |
True |
False |
|
20 |
12,355.23 |
11,965.31 |
389.92 |
3.2% |
83.84 |
0.7% |
90% |
True |
False |
|
40 |
12,355.23 |
11,567.65 |
787.58 |
6.4% |
82.96 |
0.7% |
95% |
True |
False |
|
60 |
12,355.23 |
11,273.49 |
1,081.74 |
8.8% |
82.33 |
0.7% |
96% |
True |
False |
|
80 |
12,355.23 |
11,042.64 |
1,312.59 |
10.7% |
86.19 |
0.7% |
97% |
True |
False |
|
100 |
12,355.23 |
10,683.32 |
1,671.91 |
13.6% |
94.88 |
0.8% |
98% |
True |
False |
|
120 |
12,355.23 |
10,683.32 |
1,671.91 |
13.6% |
101.90 |
0.8% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,579.25 |
2.618 |
12,493.22 |
1.618 |
12,440.51 |
1.000 |
12,407.94 |
0.618 |
12,387.80 |
HIGH |
12,355.23 |
0.618 |
12,335.09 |
0.500 |
12,328.88 |
0.382 |
12,322.66 |
LOW |
12,302.52 |
0.618 |
12,269.95 |
1.000 |
12,249.81 |
1.618 |
12,217.24 |
2.618 |
12,164.53 |
4.250 |
12,078.50 |
|
|
Fisher Pivots for day following 20-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,328.88 |
12,311.91 |
PP |
12,324.76 |
12,307.27 |
S1 |
12,320.65 |
12,302.64 |
|