Trading Metrics calculated at close of trading on 14-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2006 |
14-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,215 |
12,255 |
40 |
0.3% |
12,122 |
High |
12,285 |
12,347 |
62 |
0.5% |
12,297 |
Low |
12,210 |
12,222 |
12 |
0.1% |
12,122 |
Close |
12,245 |
12,342 |
97 |
0.8% |
12,219 |
Range |
75 |
125 |
50 |
66.7% |
175 |
ATR |
70 |
74 |
4 |
5.6% |
0 |
Volume |
26 |
51 |
25 |
96.2% |
102 |
|
Daily Pivots for day following 14-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,679 |
12,635 |
12,411 |
|
R3 |
12,554 |
12,510 |
12,377 |
|
R2 |
12,429 |
12,429 |
12,365 |
|
R1 |
12,385 |
12,385 |
12,354 |
12,407 |
PP |
12,304 |
12,304 |
12,304 |
12,315 |
S1 |
12,260 |
12,260 |
12,331 |
12,282 |
S2 |
12,179 |
12,179 |
12,319 |
|
S3 |
12,054 |
12,135 |
12,308 |
|
S4 |
11,929 |
12,010 |
12,273 |
|
|
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 |
12,347 |
12,180 |
167 |
1.4% |
83 |
0.7% |
97% |
True |
False |
25 |
10 |
12,347 |
12,059 |
288 |
2.3% |
85 |
0.7% |
98% |
True |
False |
22 |
20 |
12,347 |
12,059 |
288 |
2.3% |
68 |
0.5% |
98% |
True |
False |
22 |
40 |
12,347 |
11,677 |
670 |
5.4% |
53 |
0.4% |
99% |
True |
False |
18 |
60 |
12,347 |
11,452 |
895 |
7.3% |
38 |
0.3% |
99% |
True |
False |
16 |
80 |
12,347 |
11,267 |
1,080 |
8.8% |
30 |
0.2% |
100% |
True |
False |
13 |
100 |
12,347 |
10,934 |
1,413 |
11.4% |
24 |
0.2% |
100% |
True |
False |
10 |
120 |
12,347 |
10,928 |
1,419 |
11.5% |
20 |
0.2% |
100% |
True |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,878 |
2.618 |
12,674 |
1.618 |
12,549 |
1.000 |
12,472 |
0.618 |
12,424 |
HIGH |
12,347 |
0.618 |
12,299 |
0.500 |
12,285 |
0.382 |
12,270 |
LOW |
12,222 |
0.618 |
12,145 |
1.000 |
12,097 |
1.618 |
12,020 |
2.618 |
11,895 |
4.250 |
11,691 |
|
|
Fisher Pivots for day following 14-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,323 |
12,316 |
PP |
12,304 |
12,290 |
S1 |
12,285 |
12,264 |
|