Trading Metrics calculated at close of trading on 24-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2006 |
24-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,443 |
12,400 |
-43 |
-0.3% |
12,450 |
High |
12,443 |
12,431 |
-12 |
-0.1% |
12,474 |
Low |
12,443 |
12,375 |
-68 |
-0.5% |
12,375 |
Close |
12,443 |
12,390 |
-53 |
-0.4% |
12,390 |
Range |
0 |
56 |
56 |
|
99 |
ATR |
64 |
64 |
0 |
0.5% |
0 |
Volume |
58 |
147 |
89 |
153.4% |
391 |
|
Daily Pivots for day following 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,567 |
12,534 |
12,421 |
|
R3 |
12,511 |
12,478 |
12,406 |
|
R2 |
12,455 |
12,455 |
12,400 |
|
R1 |
12,422 |
12,422 |
12,395 |
12,411 |
PP |
12,399 |
12,399 |
12,399 |
12,393 |
S1 |
12,366 |
12,366 |
12,385 |
12,355 |
S2 |
12,343 |
12,343 |
12,380 |
|
S3 |
12,287 |
12,310 |
12,375 |
|
S4 |
12,231 |
12,254 |
12,359 |
|
|
Weekly Pivots for week ending 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,710 |
12,649 |
12,445 |
|
R3 |
12,611 |
12,550 |
12,417 |
|
R2 |
12,512 |
12,512 |
12,408 |
|
R1 |
12,451 |
12,451 |
12,399 |
12,432 |
PP |
12,413 |
12,413 |
12,413 |
12,404 |
S1 |
12,352 |
12,352 |
12,381 |
12,333 |
S2 |
12,314 |
12,314 |
12,372 |
|
S3 |
12,215 |
12,253 |
12,363 |
|
S4 |
12,116 |
12,154 |
12,336 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,474 |
12,375 |
99 |
0.8% |
40 |
0.3% |
15% |
False |
True |
78 |
10 |
12,474 |
12,210 |
264 |
2.1% |
62 |
0.5% |
68% |
False |
False |
66 |
20 |
12,474 |
12,059 |
415 |
3.3% |
70 |
0.6% |
80% |
False |
False |
43 |
40 |
12,474 |
11,827 |
647 |
5.2% |
57 |
0.5% |
87% |
False |
False |
30 |
60 |
12,474 |
11,524 |
950 |
7.7% |
44 |
0.4% |
91% |
False |
False |
23 |
80 |
12,474 |
11,267 |
1,207 |
9.7% |
35 |
0.3% |
93% |
False |
False |
20 |
100 |
12,474 |
10,934 |
1,540 |
12.4% |
28 |
0.2% |
95% |
False |
False |
16 |
120 |
12,474 |
10,928 |
1,546 |
12.5% |
23 |
0.2% |
95% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,669 |
2.618 |
12,578 |
1.618 |
12,522 |
1.000 |
12,487 |
0.618 |
12,466 |
HIGH |
12,431 |
0.618 |
12,410 |
0.500 |
12,403 |
0.382 |
12,397 |
LOW |
12,375 |
0.618 |
12,341 |
1.000 |
12,319 |
1.618 |
12,285 |
2.618 |
12,229 |
4.250 |
12,137 |
|
|
Fisher Pivots for day following 24-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,403 |
12,422 |
PP |
12,399 |
12,411 |
S1 |
12,394 |
12,401 |
|