Trading Metrics calculated at close of trading on 20-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2006 |
20-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,410 |
12,450 |
40 |
0.3% |
12,215 |
High |
12,470 |
12,474 |
4 |
0.0% |
12,470 |
Low |
12,405 |
12,420 |
15 |
0.1% |
12,210 |
Close |
12,456 |
12,441 |
-15 |
-0.1% |
12,456 |
Range |
65 |
54 |
-11 |
-16.9% |
260 |
ATR |
74 |
73 |
-1 |
-1.9% |
0 |
Volume |
34 |
90 |
56 |
164.7% |
270 |
|
Daily Pivots for day following 20-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,607 |
12,578 |
12,471 |
|
R3 |
12,553 |
12,524 |
12,456 |
|
R2 |
12,499 |
12,499 |
12,451 |
|
R1 |
12,470 |
12,470 |
12,446 |
12,458 |
PP |
12,445 |
12,445 |
12,445 |
12,439 |
S1 |
12,416 |
12,416 |
12,436 |
12,404 |
S2 |
12,391 |
12,391 |
12,431 |
|
S3 |
12,337 |
12,362 |
12,426 |
|
S4 |
12,283 |
12,308 |
12,411 |
|
|
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 |
12,474 |
12,222 |
252 |
2.0% |
80 |
0.6% |
87% |
True |
False |
66 |
10 |
12,474 |
12,180 |
294 |
2.4% |
77 |
0.6% |
89% |
True |
False |
45 |
20 |
12,474 |
12,059 |
415 |
3.3% |
70 |
0.6% |
92% |
True |
False |
31 |
40 |
12,474 |
11,760 |
714 |
5.7% |
57 |
0.5% |
95% |
True |
False |
25 |
60 |
12,474 |
11,490 |
984 |
7.9% |
43 |
0.3% |
97% |
True |
False |
19 |
80 |
12,474 |
11,267 |
1,207 |
9.7% |
33 |
0.3% |
97% |
True |
False |
17 |
100 |
12,474 |
10,934 |
1,540 |
12.4% |
27 |
0.2% |
98% |
True |
False |
13 |
120 |
12,474 |
10,928 |
1,546 |
12.4% |
22 |
0.2% |
98% |
True |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,704 |
2.618 |
12,615 |
1.618 |
12,561 |
1.000 |
12,528 |
0.618 |
12,507 |
HIGH |
12,474 |
0.618 |
12,453 |
0.500 |
12,447 |
0.382 |
12,441 |
LOW |
12,420 |
0.618 |
12,387 |
1.000 |
12,366 |
1.618 |
12,333 |
2.618 |
12,279 |
4.250 |
12,191 |
|
|
Fisher Pivots for day following 20-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,447 |
12,435 |
PP |
12,445 |
12,428 |
S1 |
12,443 |
12,422 |
|