Trading Metrics calculated at close of trading on 28-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2006 |
28-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,279.13 |
12,118.94 |
-160.19 |
-1.3% |
12,340.71 |
High |
12,279.53 |
12,149.19 |
-130.34 |
-1.1% |
12,361.00 |
Low |
12,110.81 |
12,072.60 |
-38.21 |
-0.3% |
12,258.86 |
Close |
12,121.71 |
12,136.45 |
14.74 |
0.1% |
12,280.17 |
Range |
168.72 |
76.59 |
-92.13 |
-54.6% |
102.14 |
ATR |
85.39 |
84.76 |
-0.63 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,349.18 |
12,319.41 |
12,178.57 |
|
R3 |
12,272.59 |
12,242.82 |
12,157.51 |
|
R2 |
12,196.00 |
12,196.00 |
12,150.49 |
|
R1 |
12,166.23 |
12,166.23 |
12,143.47 |
12,181.12 |
PP |
12,119.41 |
12,119.41 |
12,119.41 |
12,126.86 |
S1 |
12,089.64 |
12,089.64 |
12,129.43 |
12,104.53 |
S2 |
12,042.82 |
12,042.82 |
12,122.41 |
|
S3 |
11,966.23 |
12,013.05 |
12,115.39 |
|
S4 |
11,889.64 |
11,936.46 |
12,094.33 |
|
|
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 |
12,072.60 |
288.40 |
2.4% |
82.52 |
0.7% |
22% |
False |
True |
|
10 |
12,361.00 |
12,072.60 |
288.40 |
2.4% |
83.54 |
0.7% |
22% |
False |
True |
|
20 |
12,361.00 |
11,965.31 |
395.69 |
3.3% |
86.95 |
0.7% |
43% |
False |
False |
|
40 |
12,361.00 |
11,653.06 |
707.94 |
5.8% |
84.17 |
0.7% |
68% |
False |
False |
|
60 |
12,361.00 |
11,323.84 |
1,037.16 |
8.5% |
82.96 |
0.7% |
78% |
False |
False |
|
80 |
12,361.00 |
11,042.64 |
1,318.36 |
10.9% |
84.74 |
0.7% |
83% |
False |
False |
|
100 |
12,361.00 |
10,683.32 |
1,677.68 |
13.8% |
93.63 |
0.8% |
87% |
False |
False |
|
120 |
12,361.00 |
10,683.32 |
1,677.68 |
13.8% |
98.45 |
0.8% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,474.70 |
2.618 |
12,349.70 |
1.618 |
12,273.11 |
1.000 |
12,225.78 |
0.618 |
12,196.52 |
HIGH |
12,149.19 |
0.618 |
12,119.93 |
0.500 |
12,110.90 |
0.382 |
12,101.86 |
LOW |
12,072.60 |
0.618 |
12,025.27 |
1.000 |
11,996.01 |
1.618 |
11,948.68 |
2.618 |
11,872.09 |
4.250 |
11,747.09 |
|
|
Fisher Pivots for day following 28-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,127.93 |
12,198.36 |
PP |
12,119.41 |
12,177.72 |
S1 |
12,110.90 |
12,157.09 |
|