Trading Metrics calculated at close of trading on 21-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2006 |
21-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,450 |
12,445 |
-5 |
0.0% |
12,215 |
High |
12,474 |
12,450 |
-24 |
-0.2% |
12,470 |
Low |
12,420 |
12,415 |
-5 |
0.0% |
12,210 |
Close |
12,441 |
12,436 |
-5 |
0.0% |
12,456 |
Range |
54 |
35 |
-19 |
-35.2% |
260 |
ATR |
73 |
70 |
-3 |
-3.7% |
0 |
Volume |
90 |
38 |
-52 |
-57.8% |
270 |
|
Daily Pivots for day following 21-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,539 |
12,522 |
12,455 |
|
R3 |
12,504 |
12,487 |
12,446 |
|
R2 |
12,469 |
12,469 |
12,443 |
|
R1 |
12,452 |
12,452 |
12,439 |
12,443 |
PP |
12,434 |
12,434 |
12,434 |
12,429 |
S1 |
12,417 |
12,417 |
12,433 |
12,408 |
S2 |
12,399 |
12,399 |
12,430 |
|
S3 |
12,364 |
12,382 |
12,427 |
|
S4 |
12,329 |
12,347 |
12,417 |
|
|
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 |
12,314 |
160 |
1.3% |
62 |
0.5% |
76% |
False |
False |
64 |
10 |
12,474 |
12,180 |
294 |
2.4% |
73 |
0.6% |
87% |
False |
False |
44 |
20 |
12,474 |
12,059 |
415 |
3.3% |
72 |
0.6% |
91% |
False |
False |
33 |
40 |
12,474 |
11,820 |
654 |
5.3% |
56 |
0.5% |
94% |
False |
False |
25 |
60 |
12,474 |
11,490 |
984 |
7.9% |
43 |
0.3% |
96% |
False |
False |
19 |
80 |
12,474 |
11,267 |
1,207 |
9.7% |
34 |
0.3% |
97% |
False |
False |
17 |
100 |
12,474 |
10,934 |
1,540 |
12.4% |
27 |
0.2% |
98% |
False |
False |
14 |
120 |
12,474 |
10,928 |
1,546 |
12.4% |
22 |
0.2% |
98% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,599 |
2.618 |
12,542 |
1.618 |
12,507 |
1.000 |
12,485 |
0.618 |
12,472 |
HIGH |
12,450 |
0.618 |
12,437 |
0.500 |
12,433 |
0.382 |
12,428 |
LOW |
12,415 |
0.618 |
12,393 |
1.000 |
12,380 |
1.618 |
12,358 |
2.618 |
12,323 |
4.250 |
12,266 |
|
|
Fisher Pivots for day following 21-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,435 |
12,440 |
PP |
12,434 |
12,438 |
S1 |
12,433 |
12,437 |
|