Trading Metrics calculated at close of trading on 15-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2006 |
15-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,255 |
12,342 |
87 |
0.7% |
12,122 |
High |
12,347 |
12,400 |
53 |
0.4% |
12,297 |
Low |
12,222 |
12,314 |
92 |
0.8% |
12,122 |
Close |
12,342 |
12,376 |
34 |
0.3% |
12,219 |
Range |
125 |
86 |
-39 |
-31.2% |
175 |
ATR |
74 |
75 |
1 |
1.1% |
0 |
Volume |
51 |
91 |
40 |
78.4% |
102 |
|
Daily Pivots for day following 15-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,621 |
12,585 |
12,423 |
|
R3 |
12,535 |
12,499 |
12,400 |
|
R2 |
12,449 |
12,449 |
12,392 |
|
R1 |
12,413 |
12,413 |
12,384 |
12,431 |
PP |
12,363 |
12,363 |
12,363 |
12,373 |
S1 |
12,327 |
12,327 |
12,368 |
12,345 |
S2 |
12,277 |
12,277 |
12,360 |
|
S3 |
12,191 |
12,241 |
12,352 |
|
S4 |
12,105 |
12,155 |
12,329 |
|
|
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 |
12,400 |
12,180 |
220 |
1.8% |
84 |
0.7% |
89% |
True |
False |
38 |
10 |
12,400 |
12,059 |
341 |
2.8% |
85 |
0.7% |
93% |
True |
False |
29 |
20 |
12,400 |
12,059 |
341 |
2.8% |
70 |
0.6% |
93% |
True |
False |
26 |
40 |
12,400 |
11,677 |
723 |
5.8% |
53 |
0.4% |
97% |
True |
False |
20 |
60 |
12,400 |
11,452 |
948 |
7.7% |
40 |
0.3% |
97% |
True |
False |
17 |
80 |
12,400 |
11,267 |
1,133 |
9.2% |
31 |
0.2% |
98% |
True |
False |
14 |
100 |
12,400 |
10,934 |
1,466 |
11.8% |
25 |
0.2% |
98% |
True |
False |
11 |
120 |
12,400 |
10,928 |
1,472 |
11.9% |
21 |
0.2% |
98% |
True |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,766 |
2.618 |
12,625 |
1.618 |
12,539 |
1.000 |
12,486 |
0.618 |
12,453 |
HIGH |
12,400 |
0.618 |
12,367 |
0.500 |
12,357 |
0.382 |
12,347 |
LOW |
12,314 |
0.618 |
12,261 |
1.000 |
12,228 |
1.618 |
12,175 |
2.618 |
12,089 |
4.250 |
11,949 |
|
|
Fisher Pivots for day following 15-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,370 |
12,352 |
PP |
12,363 |
12,329 |
S1 |
12,357 |
12,305 |
|