Trading Metrics calculated at close of trading on 22-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2006 |
22-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,312.13 |
12,321.91 |
9.78 |
0.1% |
12,097.70 |
High |
12,339.85 |
12,361.00 |
21.15 |
0.2% |
12,342.56 |
Low |
12,296.03 |
12,302.76 |
6.73 |
0.1% |
12,084.81 |
Close |
12,321.59 |
12,326.95 |
5.36 |
0.0% |
12,342.56 |
Range |
43.82 |
58.24 |
14.42 |
32.9% |
257.75 |
ATR |
81.42 |
79.76 |
-1.66 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,504.96 |
12,474.19 |
12,358.98 |
|
R3 |
12,446.72 |
12,415.95 |
12,342.97 |
|
R2 |
12,388.48 |
12,388.48 |
12,337.63 |
|
R1 |
12,357.71 |
12,357.71 |
12,332.29 |
12,373.10 |
PP |
12,330.24 |
12,330.24 |
12,330.24 |
12,337.93 |
S1 |
12,299.47 |
12,299.47 |
12,321.61 |
12,314.86 |
S2 |
12,272.00 |
12,272.00 |
12,316.27 |
|
S3 |
12,213.76 |
12,241.23 |
12,310.93 |
|
S4 |
12,155.52 |
12,182.99 |
12,294.92 |
|
|
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 |
12,361.00 |
12,250.05 |
110.95 |
0.9% |
59.16 |
0.5% |
69% |
True |
False |
|
10 |
12,361.00 |
12,074.01 |
286.99 |
2.3% |
75.47 |
0.6% |
88% |
True |
False |
|
20 |
12,361.00 |
11,965.31 |
395.69 |
3.2% |
82.90 |
0.7% |
91% |
True |
False |
|
40 |
12,361.00 |
11,653.06 |
707.94 |
5.7% |
81.41 |
0.7% |
95% |
True |
False |
|
60 |
12,361.00 |
11,323.84 |
1,037.16 |
8.4% |
80.79 |
0.7% |
97% |
True |
False |
|
80 |
12,361.00 |
11,042.64 |
1,318.36 |
10.7% |
85.68 |
0.7% |
97% |
True |
False |
|
100 |
12,361.00 |
10,683.32 |
1,677.68 |
13.6% |
94.22 |
0.8% |
98% |
True |
False |
|
120 |
12,361.00 |
10,683.32 |
1,677.68 |
13.6% |
100.23 |
0.8% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,608.52 |
2.618 |
12,513.47 |
1.618 |
12,455.23 |
1.000 |
12,419.24 |
0.618 |
12,396.99 |
HIGH |
12,361.00 |
0.618 |
12,338.75 |
0.500 |
12,331.88 |
0.382 |
12,325.01 |
LOW |
12,302.76 |
0.618 |
12,266.77 |
1.000 |
12,244.52 |
1.618 |
12,208.53 |
2.618 |
12,150.29 |
4.250 |
12,055.24 |
|
|
Fisher Pivots for day following 22-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,331.88 |
12,328.52 |
PP |
12,330.24 |
12,327.99 |
S1 |
12,328.59 |
12,327.47 |
|