Trading Metrics calculated at close of trading on 27-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2006 |
27-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,400 |
12,375 |
-25 |
-0.2% |
12,450 |
High |
12,431 |
12,406 |
-25 |
-0.2% |
12,474 |
Low |
12,375 |
12,223 |
-152 |
-1.2% |
12,375 |
Close |
12,390 |
12,222 |
-168 |
-1.4% |
12,390 |
Range |
56 |
183 |
127 |
226.8% |
99 |
ATR |
64 |
73 |
8 |
13.3% |
0 |
Volume |
147 |
317 |
170 |
115.6% |
391 |
|
Daily Pivots for day following 27-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,833 |
12,710 |
12,323 |
|
R3 |
12,650 |
12,527 |
12,272 |
|
R2 |
12,467 |
12,467 |
12,256 |
|
R1 |
12,344 |
12,344 |
12,239 |
12,314 |
PP |
12,284 |
12,284 |
12,284 |
12,269 |
S1 |
12,161 |
12,161 |
12,205 |
12,131 |
S2 |
12,101 |
12,101 |
12,189 |
|
S3 |
11,918 |
11,978 |
12,172 |
|
S4 |
11,735 |
11,795 |
12,121 |
|
|
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 |
12,468 |
12,223 |
245 |
2.0% |
66 |
0.5% |
0% |
False |
True |
123 |
10 |
12,474 |
12,222 |
252 |
2.1% |
73 |
0.6% |
0% |
False |
False |
95 |
20 |
12,474 |
12,059 |
415 |
3.4% |
76 |
0.6% |
39% |
False |
False |
56 |
40 |
12,474 |
11,855 |
619 |
5.1% |
60 |
0.5% |
59% |
False |
False |
38 |
60 |
12,474 |
11,524 |
950 |
7.8% |
47 |
0.4% |
73% |
False |
False |
28 |
80 |
12,474 |
11,267 |
1,207 |
9.9% |
37 |
0.3% |
79% |
False |
False |
24 |
100 |
12,474 |
10,934 |
1,540 |
12.6% |
30 |
0.2% |
84% |
False |
False |
19 |
120 |
12,474 |
10,928 |
1,546 |
12.6% |
25 |
0.2% |
84% |
False |
False |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,184 |
2.618 |
12,885 |
1.618 |
12,702 |
1.000 |
12,589 |
0.618 |
12,519 |
HIGH |
12,406 |
0.618 |
12,336 |
0.500 |
12,315 |
0.382 |
12,293 |
LOW |
12,223 |
0.618 |
12,110 |
1.000 |
12,040 |
1.618 |
11,927 |
2.618 |
11,744 |
4.250 |
11,445 |
|
|
Fisher Pivots for day following 27-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,315 |
12,333 |
PP |
12,284 |
12,296 |
S1 |
12,253 |
12,259 |
|