Trading Metrics calculated at close of trading on 27-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2006 |
27-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,321.71 |
12,279.13 |
-42.58 |
-0.3% |
12,340.71 |
High |
12,324.11 |
12,279.53 |
-44.58 |
-0.4% |
12,361.00 |
Low |
12,258.86 |
12,110.81 |
-148.05 |
-1.2% |
12,258.86 |
Close |
12,280.17 |
12,121.71 |
-158.46 |
-1.3% |
12,280.17 |
Range |
65.25 |
168.72 |
103.47 |
158.6% |
102.14 |
ATR |
78.93 |
85.39 |
6.46 |
8.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,676.84 |
12,568.00 |
12,214.51 |
|
R3 |
12,508.12 |
12,399.28 |
12,168.11 |
|
R2 |
12,339.40 |
12,339.40 |
12,152.64 |
|
R1 |
12,230.56 |
12,230.56 |
12,137.18 |
12,200.62 |
PP |
12,170.68 |
12,170.68 |
12,170.68 |
12,155.72 |
S1 |
12,061.84 |
12,061.84 |
12,106.24 |
12,031.90 |
S2 |
12,001.96 |
12,001.96 |
12,090.78 |
|
S3 |
11,833.24 |
11,893.12 |
12,075.31 |
|
S4 |
11,664.52 |
11,724.40 |
12,028.91 |
|
|
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 |
12,110.81 |
250.19 |
2.1% |
77.75 |
0.6% |
4% |
False |
True |
|
10 |
12,361.00 |
12,084.81 |
276.19 |
2.3% |
83.87 |
0.7% |
13% |
False |
False |
|
20 |
12,361.00 |
11,965.31 |
395.69 |
3.3% |
86.48 |
0.7% |
40% |
False |
False |
|
40 |
12,361.00 |
11,653.06 |
707.94 |
5.8% |
83.96 |
0.7% |
66% |
False |
False |
|
60 |
12,361.00 |
11,323.84 |
1,037.16 |
8.6% |
83.24 |
0.7% |
77% |
False |
False |
|
80 |
12,361.00 |
11,042.64 |
1,318.36 |
10.9% |
85.74 |
0.7% |
82% |
False |
False |
|
100 |
12,361.00 |
10,683.32 |
1,677.68 |
13.8% |
94.45 |
0.8% |
86% |
False |
False |
|
120 |
12,361.00 |
10,683.32 |
1,677.68 |
13.8% |
99.54 |
0.8% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,996.59 |
2.618 |
12,721.24 |
1.618 |
12,552.52 |
1.000 |
12,448.25 |
0.618 |
12,383.80 |
HIGH |
12,279.53 |
0.618 |
12,215.08 |
0.500 |
12,195.17 |
0.382 |
12,175.26 |
LOW |
12,110.81 |
0.618 |
12,006.54 |
1.000 |
11,942.09 |
1.618 |
11,837.82 |
2.618 |
11,669.10 |
4.250 |
11,393.75 |
|
|
Fisher Pivots for day following 27-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,195.17 |
12,235.91 |
PP |
12,170.68 |
12,197.84 |
S1 |
12,146.20 |
12,159.78 |
|