Trading Metrics calculated at close of trading on 13-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2006 |
13-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,200 |
12,215 |
15 |
0.1% |
12,122 |
High |
12,239 |
12,285 |
46 |
0.4% |
12,297 |
Low |
12,180 |
12,210 |
30 |
0.2% |
12,122 |
Close |
12,219 |
12,245 |
26 |
0.2% |
12,219 |
Range |
59 |
75 |
16 |
27.1% |
175 |
ATR |
70 |
70 |
0 |
0.5% |
0 |
Volume |
14 |
26 |
12 |
85.7% |
102 |
|
Daily Pivots for day following 13-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,472 |
12,433 |
12,286 |
|
R3 |
12,397 |
12,358 |
12,266 |
|
R2 |
12,322 |
12,322 |
12,259 |
|
R1 |
12,283 |
12,283 |
12,252 |
12,303 |
PP |
12,247 |
12,247 |
12,247 |
12,256 |
S1 |
12,208 |
12,208 |
12,238 |
12,228 |
S2 |
12,172 |
12,172 |
12,231 |
|
S3 |
12,097 |
12,133 |
12,225 |
|
S4 |
12,022 |
12,058 |
12,204 |
|
|
Weekly Pivots for week ending 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,738 |
12,653 |
12,315 |
|
R3 |
12,563 |
12,478 |
12,267 |
|
R2 |
12,388 |
12,388 |
12,251 |
|
R1 |
12,303 |
12,303 |
12,235 |
12,346 |
PP |
12,213 |
12,213 |
12,213 |
12,234 |
S1 |
12,128 |
12,128 |
12,203 |
12,171 |
S2 |
12,038 |
12,038 |
12,187 |
|
S3 |
11,863 |
11,953 |
12,171 |
|
S4 |
11,688 |
11,778 |
12,123 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,297 |
12,180 |
117 |
1.0% |
74 |
0.6% |
56% |
False |
False |
24 |
10 |
12,297 |
12,059 |
238 |
1.9% |
79 |
0.6% |
78% |
False |
False |
18 |
20 |
12,297 |
12,035 |
262 |
2.1% |
61 |
0.5% |
80% |
False |
False |
20 |
40 |
12,297 |
11,677 |
620 |
5.1% |
50 |
0.4% |
92% |
False |
False |
17 |
60 |
12,297 |
11,452 |
845 |
6.9% |
36 |
0.3% |
94% |
False |
False |
15 |
80 |
12,297 |
11,253 |
1,044 |
8.5% |
28 |
0.2% |
95% |
False |
False |
12 |
100 |
12,297 |
10,934 |
1,363 |
11.1% |
23 |
0.2% |
96% |
False |
False |
10 |
120 |
12,297 |
10,928 |
1,369 |
11.2% |
19 |
0.2% |
96% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,604 |
2.618 |
12,481 |
1.618 |
12,406 |
1.000 |
12,360 |
0.618 |
12,331 |
HIGH |
12,285 |
0.618 |
12,256 |
0.500 |
12,248 |
0.382 |
12,239 |
LOW |
12,210 |
0.618 |
12,164 |
1.000 |
12,135 |
1.618 |
12,089 |
2.618 |
12,014 |
4.250 |
11,891 |
|
|
Fisher Pivots for day following 13-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,248 |
12,241 |
PP |
12,247 |
12,237 |
S1 |
12,246 |
12,233 |
|