Trading Metrics calculated at close of trading on 17-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2006 |
17-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,370 |
12,410 |
40 |
0.3% |
12,215 |
High |
12,440 |
12,470 |
30 |
0.2% |
12,470 |
Low |
12,370 |
12,405 |
35 |
0.3% |
12,210 |
Close |
12,438 |
12,456 |
18 |
0.1% |
12,456 |
Range |
70 |
65 |
-5 |
-7.1% |
260 |
ATR |
75 |
74 |
-1 |
-0.9% |
0 |
Volume |
68 |
34 |
-34 |
-50.0% |
270 |
|
Daily Pivots for day following 17-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,639 |
12,612 |
12,492 |
|
R3 |
12,574 |
12,547 |
12,474 |
|
R2 |
12,509 |
12,509 |
12,468 |
|
R1 |
12,482 |
12,482 |
12,462 |
12,496 |
PP |
12,444 |
12,444 |
12,444 |
12,450 |
S1 |
12,417 |
12,417 |
12,450 |
12,431 |
S2 |
12,379 |
12,379 |
12,444 |
|
S3 |
12,314 |
12,352 |
12,438 |
|
S4 |
12,249 |
12,287 |
12,420 |
|
|
Weekly Pivots for week ending 17-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,159 |
13,067 |
12,599 |
|
R3 |
12,899 |
12,807 |
12,528 |
|
R2 |
12,639 |
12,639 |
12,504 |
|
R1 |
12,547 |
12,547 |
12,480 |
12,593 |
PP |
12,379 |
12,379 |
12,379 |
12,402 |
S1 |
12,287 |
12,287 |
12,432 |
12,333 |
S2 |
12,119 |
12,119 |
12,408 |
|
S3 |
11,859 |
12,027 |
12,385 |
|
S4 |
11,599 |
11,767 |
12,313 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,470 |
12,210 |
260 |
2.1% |
84 |
0.7% |
95% |
True |
False |
54 |
10 |
12,470 |
12,122 |
348 |
2.8% |
81 |
0.7% |
96% |
True |
False |
37 |
20 |
12,470 |
12,059 |
411 |
3.3% |
74 |
0.6% |
97% |
True |
False |
28 |
40 |
12,470 |
11,740 |
730 |
5.9% |
56 |
0.5% |
98% |
True |
False |
23 |
60 |
12,470 |
11,459 |
1,011 |
8.1% |
42 |
0.3% |
99% |
True |
False |
18 |
80 |
12,470 |
11,267 |
1,203 |
9.7% |
33 |
0.3% |
99% |
True |
False |
16 |
100 |
12,470 |
10,934 |
1,536 |
12.3% |
26 |
0.2% |
99% |
True |
False |
12 |
120 |
12,470 |
10,928 |
1,542 |
12.4% |
22 |
0.2% |
99% |
True |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,746 |
2.618 |
12,640 |
1.618 |
12,575 |
1.000 |
12,535 |
0.618 |
12,510 |
HIGH |
12,470 |
0.618 |
12,445 |
0.500 |
12,438 |
0.382 |
12,430 |
LOW |
12,405 |
0.618 |
12,365 |
1.000 |
12,340 |
1.618 |
12,300 |
2.618 |
12,235 |
4.250 |
12,129 |
|
|
Fisher Pivots for day following 17-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,450 |
12,435 |
PP |
12,444 |
12,413 |
S1 |
12,438 |
12,392 |
|