Trading Metrics calculated at close of trading on 24-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2006 |
24-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,321.91 |
12,321.71 |
-0.20 |
0.0% |
12,340.71 |
High |
12,361.00 |
12,324.11 |
-36.89 |
-0.3% |
12,361.00 |
Low |
12,302.76 |
12,258.86 |
-43.90 |
-0.4% |
12,258.86 |
Close |
12,326.95 |
12,280.17 |
-46.78 |
-0.4% |
12,280.17 |
Range |
58.24 |
65.25 |
7.01 |
12.0% |
102.14 |
ATR |
79.76 |
78.93 |
-0.83 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,483.46 |
12,447.07 |
12,316.06 |
|
R3 |
12,418.21 |
12,381.82 |
12,298.11 |
|
R2 |
12,352.96 |
12,352.96 |
12,292.13 |
|
R1 |
12,316.57 |
12,316.57 |
12,286.15 |
12,302.14 |
PP |
12,287.71 |
12,287.71 |
12,287.71 |
12,280.50 |
S1 |
12,251.32 |
12,251.32 |
12,274.19 |
12,236.89 |
S2 |
12,222.46 |
12,222.46 |
12,268.21 |
|
S3 |
12,157.21 |
12,186.07 |
12,262.23 |
|
S4 |
12,091.96 |
12,120.82 |
12,244.28 |
|
|
Weekly Pivots for week ending 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,606.43 |
12,545.44 |
12,336.35 |
|
R3 |
12,504.29 |
12,443.30 |
12,308.26 |
|
R2 |
12,402.15 |
12,402.15 |
12,298.90 |
|
R1 |
12,341.16 |
12,341.16 |
12,289.53 |
12,320.59 |
PP |
12,300.01 |
12,300.01 |
12,300.01 |
12,289.72 |
S1 |
12,239.02 |
12,239.02 |
12,270.81 |
12,218.45 |
S2 |
12,197.87 |
12,197.87 |
12,261.44 |
|
S3 |
12,095.73 |
12,136.88 |
12,252.08 |
|
S4 |
11,993.59 |
12,034.74 |
12,223.99 |
|
|
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 |
12,258.86 |
102.14 |
0.8% |
57.04 |
0.5% |
21% |
False |
True |
|
10 |
12,361.00 |
12,074.01 |
286.99 |
2.3% |
72.30 |
0.6% |
72% |
False |
False |
|
20 |
12,361.00 |
11,965.31 |
395.69 |
3.2% |
82.61 |
0.7% |
80% |
False |
False |
|
40 |
12,361.00 |
11,653.06 |
707.94 |
5.8% |
81.34 |
0.7% |
89% |
False |
False |
|
60 |
12,361.00 |
11,323.84 |
1,037.16 |
8.4% |
81.02 |
0.7% |
92% |
False |
False |
|
80 |
12,361.00 |
11,042.64 |
1,318.36 |
10.7% |
85.20 |
0.7% |
94% |
False |
False |
|
100 |
12,361.00 |
10,683.32 |
1,677.68 |
13.7% |
93.86 |
0.8% |
95% |
False |
False |
|
120 |
12,361.00 |
10,683.32 |
1,677.68 |
13.7% |
99.37 |
0.8% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,601.42 |
2.618 |
12,494.93 |
1.618 |
12,429.68 |
1.000 |
12,389.36 |
0.618 |
12,364.43 |
HIGH |
12,324.11 |
0.618 |
12,299.18 |
0.500 |
12,291.49 |
0.382 |
12,283.79 |
LOW |
12,258.86 |
0.618 |
12,218.54 |
1.000 |
12,193.61 |
1.618 |
12,153.29 |
2.618 |
12,088.04 |
4.250 |
11,981.55 |
|
|
Fisher Pivots for day following 24-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,291.49 |
12,309.93 |
PP |
12,287.71 |
12,300.01 |
S1 |
12,283.94 |
12,290.09 |
|