Trading Metrics calculated at close of trading on 21-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2006 |
21-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,340.71 |
12,312.13 |
-28.58 |
-0.2% |
12,097.70 |
High |
12,355.23 |
12,339.85 |
-15.38 |
-0.1% |
12,342.56 |
Low |
12,302.52 |
12,296.03 |
-6.49 |
-0.1% |
12,084.81 |
Close |
12,316.54 |
12,321.59 |
5.05 |
0.0% |
12,342.56 |
Range |
52.71 |
43.82 |
-8.89 |
-16.9% |
257.75 |
ATR |
84.31 |
81.42 |
-2.89 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,450.62 |
12,429.92 |
12,345.69 |
|
R3 |
12,406.80 |
12,386.10 |
12,333.64 |
|
R2 |
12,362.98 |
12,362.98 |
12,329.62 |
|
R1 |
12,342.28 |
12,342.28 |
12,325.61 |
12,352.63 |
PP |
12,319.16 |
12,319.16 |
12,319.16 |
12,324.33 |
S1 |
12,298.46 |
12,298.46 |
12,317.57 |
12,308.81 |
S2 |
12,275.34 |
12,275.34 |
12,313.56 |
|
S3 |
12,231.52 |
12,254.64 |
12,309.54 |
|
S4 |
12,187.70 |
12,210.82 |
12,297.49 |
|
|
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 |
12,205.76 |
149.47 |
1.2% |
64.70 |
0.5% |
77% |
False |
False |
|
10 |
12,355.23 |
12,074.01 |
281.22 |
2.3% |
78.73 |
0.6% |
88% |
False |
False |
|
20 |
12,355.23 |
11,965.31 |
389.92 |
3.2% |
83.29 |
0.7% |
91% |
False |
False |
|
40 |
12,355.23 |
11,653.06 |
702.17 |
5.7% |
81.49 |
0.7% |
95% |
False |
False |
|
60 |
12,355.23 |
11,299.58 |
1,055.65 |
8.6% |
81.15 |
0.7% |
97% |
False |
False |
|
80 |
12,355.23 |
11,042.64 |
1,312.59 |
10.7% |
86.22 |
0.7% |
97% |
False |
False |
|
100 |
12,355.23 |
10,683.32 |
1,671.91 |
13.6% |
94.46 |
0.8% |
98% |
False |
False |
|
120 |
12,355.23 |
10,683.32 |
1,671.91 |
13.6% |
101.48 |
0.8% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,526.09 |
2.618 |
12,454.57 |
1.618 |
12,410.75 |
1.000 |
12,383.67 |
0.618 |
12,366.93 |
HIGH |
12,339.85 |
0.618 |
12,323.11 |
0.500 |
12,317.94 |
0.382 |
12,312.77 |
LOW |
12,296.03 |
0.618 |
12,268.95 |
1.000 |
12,252.21 |
1.618 |
12,225.13 |
2.618 |
12,181.31 |
4.250 |
12,109.80 |
|
|
Fisher Pivots for day following 21-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,320.37 |
12,319.83 |
PP |
12,319.16 |
12,318.07 |
S1 |
12,317.94 |
12,316.32 |
|