Trading Metrics calculated at close of trading on 30-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2006 |
30-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,134.40 |
12,226.73 |
92.33 |
0.8% |
12,340.71 |
High |
12,240.67 |
12,275.12 |
34.45 |
0.3% |
12,361.00 |
Low |
12,134.40 |
12,162.48 |
28.08 |
0.2% |
12,258.86 |
Close |
12,226.73 |
12,221.93 |
-4.80 |
0.0% |
12,280.17 |
Range |
106.27 |
112.64 |
6.37 |
6.0% |
102.14 |
ATR |
86.29 |
88.18 |
1.88 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,557.76 |
12,502.49 |
12,283.88 |
|
R3 |
12,445.12 |
12,389.85 |
12,252.91 |
|
R2 |
12,332.48 |
12,332.48 |
12,242.58 |
|
R1 |
12,277.21 |
12,277.21 |
12,232.26 |
12,248.53 |
PP |
12,219.84 |
12,219.84 |
12,219.84 |
12,205.50 |
S1 |
12,164.57 |
12,164.57 |
12,211.60 |
12,135.89 |
S2 |
12,107.20 |
12,107.20 |
12,201.28 |
|
S3 |
11,994.56 |
12,051.93 |
12,190.95 |
|
S4 |
11,881.92 |
11,939.29 |
12,159.98 |
|
|
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 |
12,324.11 |
12,072.60 |
251.51 |
2.1% |
105.89 |
0.9% |
59% |
False |
False |
|
10 |
12,361.00 |
12,072.60 |
288.40 |
2.4% |
82.53 |
0.7% |
52% |
False |
False |
|
20 |
12,361.00 |
11,965.31 |
395.69 |
3.2% |
87.65 |
0.7% |
65% |
False |
False |
|
40 |
12,361.00 |
11,794.17 |
566.83 |
4.6% |
83.40 |
0.7% |
75% |
False |
False |
|
60 |
12,361.00 |
11,323.84 |
1,037.16 |
8.5% |
84.59 |
0.7% |
87% |
False |
False |
|
80 |
12,361.00 |
11,042.64 |
1,318.36 |
10.8% |
85.10 |
0.7% |
89% |
False |
False |
|
100 |
12,361.00 |
10,683.32 |
1,677.68 |
13.7% |
93.74 |
0.8% |
92% |
False |
False |
|
120 |
12,361.00 |
10,683.32 |
1,677.68 |
13.7% |
98.26 |
0.8% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,753.84 |
2.618 |
12,570.01 |
1.618 |
12,457.37 |
1.000 |
12,387.76 |
0.618 |
12,344.73 |
HIGH |
12,275.12 |
0.618 |
12,232.09 |
0.500 |
12,218.80 |
0.382 |
12,205.51 |
LOW |
12,162.48 |
0.618 |
12,092.87 |
1.000 |
12,049.84 |
1.618 |
11,980.23 |
2.618 |
11,867.59 |
4.250 |
11,683.76 |
|
|
Fisher Pivots for day following 30-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,220.89 |
12,205.91 |
PP |
12,219.84 |
12,189.88 |
S1 |
12,218.80 |
12,173.86 |
|