Trading Metrics calculated at close of trading on 29-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2006 |
29-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,118.94 |
12,134.40 |
15.46 |
0.1% |
12,340.71 |
High |
12,149.19 |
12,240.67 |
91.48 |
0.8% |
12,361.00 |
Low |
12,072.60 |
12,134.40 |
61.80 |
0.5% |
12,258.86 |
Close |
12,136.45 |
12,226.73 |
90.28 |
0.7% |
12,280.17 |
Range |
76.59 |
106.27 |
29.68 |
38.8% |
102.14 |
ATR |
84.76 |
86.29 |
1.54 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,519.41 |
12,479.34 |
12,285.18 |
|
R3 |
12,413.14 |
12,373.07 |
12,255.95 |
|
R2 |
12,306.87 |
12,306.87 |
12,246.21 |
|
R1 |
12,266.80 |
12,266.80 |
12,236.47 |
12,286.84 |
PP |
12,200.60 |
12,200.60 |
12,200.60 |
12,210.62 |
S1 |
12,160.53 |
12,160.53 |
12,216.99 |
12,180.57 |
S2 |
12,094.33 |
12,094.33 |
12,207.25 |
|
S3 |
11,988.06 |
12,054.26 |
12,197.51 |
|
S4 |
11,881.79 |
11,947.99 |
12,168.28 |
|
|
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 |
12,072.60 |
288.40 |
2.4% |
95.01 |
0.8% |
53% |
False |
False |
|
10 |
12,361.00 |
12,072.60 |
288.40 |
2.4% |
79.86 |
0.7% |
53% |
False |
False |
|
20 |
12,361.00 |
11,965.31 |
395.69 |
3.2% |
87.86 |
0.7% |
66% |
False |
False |
|
40 |
12,361.00 |
11,707.49 |
653.51 |
5.3% |
84.17 |
0.7% |
79% |
False |
False |
|
60 |
12,361.00 |
11,323.84 |
1,037.16 |
8.5% |
83.89 |
0.7% |
87% |
False |
False |
|
80 |
12,361.00 |
11,042.64 |
1,318.36 |
10.8% |
85.38 |
0.7% |
90% |
False |
False |
|
100 |
12,361.00 |
10,683.32 |
1,677.68 |
13.7% |
93.85 |
0.8% |
92% |
False |
False |
|
120 |
12,361.00 |
10,683.32 |
1,677.68 |
13.7% |
98.46 |
0.8% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,692.32 |
2.618 |
12,518.88 |
1.618 |
12,412.61 |
1.000 |
12,346.94 |
0.618 |
12,306.34 |
HIGH |
12,240.67 |
0.618 |
12,200.07 |
0.500 |
12,187.54 |
0.382 |
12,175.00 |
LOW |
12,134.40 |
0.618 |
12,068.73 |
1.000 |
12,028.13 |
1.618 |
11,962.46 |
2.618 |
11,856.19 |
4.250 |
11,682.75 |
|
|
Fisher Pivots for day following 29-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,213.67 |
12,209.84 |
PP |
12,200.60 |
12,192.95 |
S1 |
12,187.54 |
12,176.07 |
|