Trading Metrics calculated at close of trading on 23-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2006 |
23-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,450 |
12,443 |
-7 |
-0.1% |
12,215 |
High |
12,468 |
12,443 |
-25 |
-0.2% |
12,470 |
Low |
12,415 |
12,443 |
28 |
0.2% |
12,210 |
Close |
12,443 |
12,443 |
0 |
0.0% |
12,456 |
Range |
53 |
0 |
-53 |
-100.0% |
260 |
ATR |
69 |
64 |
-5 |
-7.1% |
0 |
Volume |
58 |
58 |
0 |
0.0% |
270 |
|
Daily Pivots for day following 23-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,443 |
12,443 |
12,443 |
|
R3 |
12,443 |
12,443 |
12,443 |
|
R2 |
12,443 |
12,443 |
12,443 |
|
R1 |
12,443 |
12,443 |
12,443 |
12,443 |
PP |
12,443 |
12,443 |
12,443 |
12,443 |
S1 |
12,443 |
12,443 |
12,443 |
12,443 |
S2 |
12,443 |
12,443 |
12,443 |
|
S3 |
12,443 |
12,443 |
12,443 |
|
S4 |
12,443 |
12,443 |
12,443 |
|
|
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 |
12,405 |
69 |
0.6% |
42 |
0.3% |
55% |
False |
False |
55 |
10 |
12,474 |
12,180 |
294 |
2.4% |
62 |
0.5% |
89% |
False |
False |
52 |
20 |
12,474 |
12,059 |
415 |
3.3% |
70 |
0.6% |
93% |
False |
False |
36 |
40 |
12,474 |
11,827 |
647 |
5.2% |
56 |
0.4% |
95% |
False |
False |
27 |
60 |
12,474 |
11,490 |
984 |
7.9% |
44 |
0.4% |
97% |
False |
False |
20 |
80 |
12,474 |
11,267 |
1,207 |
9.7% |
34 |
0.3% |
97% |
False |
False |
19 |
100 |
12,474 |
10,934 |
1,540 |
12.4% |
27 |
0.2% |
98% |
False |
False |
15 |
120 |
12,474 |
10,928 |
1,546 |
12.4% |
23 |
0.2% |
98% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,443 |
2.618 |
12,443 |
1.618 |
12,443 |
1.000 |
12,443 |
0.618 |
12,443 |
HIGH |
12,443 |
0.618 |
12,443 |
0.500 |
12,443 |
0.382 |
12,443 |
LOW |
12,443 |
0.618 |
12,443 |
1.000 |
12,443 |
1.618 |
12,443 |
2.618 |
12,443 |
4.250 |
12,443 |
|
|
Fisher Pivots for day following 23-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,443 |
12,443 |
PP |
12,443 |
12,442 |
S1 |
12,443 |
12,442 |
|