Trading Metrics calculated at close of trading on 28-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2006 |
28-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,375 |
12,222 |
-153 |
-1.2% |
12,450 |
High |
12,406 |
12,256 |
-150 |
-1.2% |
12,474 |
Low |
12,223 |
12,176 |
-47 |
-0.4% |
12,375 |
Close |
12,222 |
12,238 |
16 |
0.1% |
12,390 |
Range |
183 |
80 |
-103 |
-56.3% |
99 |
ATR |
73 |
73 |
1 |
0.7% |
0 |
Volume |
317 |
234 |
-83 |
-26.2% |
391 |
|
Daily Pivots for day following 28-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,463 |
12,431 |
12,282 |
|
R3 |
12,383 |
12,351 |
12,260 |
|
R2 |
12,303 |
12,303 |
12,253 |
|
R1 |
12,271 |
12,271 |
12,245 |
12,287 |
PP |
12,223 |
12,223 |
12,223 |
12,232 |
S1 |
12,191 |
12,191 |
12,231 |
12,207 |
S2 |
12,143 |
12,143 |
12,223 |
|
S3 |
12,063 |
12,111 |
12,216 |
|
S4 |
11,983 |
12,031 |
12,194 |
|
|
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 |
12,176 |
292 |
2.4% |
75 |
0.6% |
21% |
False |
True |
162 |
10 |
12,474 |
12,176 |
298 |
2.4% |
68 |
0.6% |
21% |
False |
True |
113 |
20 |
12,474 |
12,059 |
415 |
3.4% |
77 |
0.6% |
43% |
False |
False |
68 |
40 |
12,474 |
11,899 |
575 |
4.7% |
61 |
0.5% |
59% |
False |
False |
44 |
60 |
12,474 |
11,524 |
950 |
7.8% |
49 |
0.4% |
75% |
False |
False |
32 |
80 |
12,474 |
11,267 |
1,207 |
9.9% |
38 |
0.3% |
80% |
False |
False |
27 |
100 |
12,474 |
10,934 |
1,540 |
12.6% |
31 |
0.2% |
85% |
False |
False |
22 |
120 |
12,474 |
10,928 |
1,546 |
12.6% |
26 |
0.2% |
85% |
False |
False |
18 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,596 |
2.618 |
12,466 |
1.618 |
12,386 |
1.000 |
12,336 |
0.618 |
12,306 |
HIGH |
12,256 |
0.618 |
12,226 |
0.500 |
12,216 |
0.382 |
12,207 |
LOW |
12,176 |
0.618 |
12,127 |
1.000 |
12,096 |
1.618 |
12,047 |
2.618 |
11,967 |
4.250 |
11,836 |
|
|
Fisher Pivots for day following 28-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,231 |
12,304 |
PP |
12,223 |
12,282 |
S1 |
12,216 |
12,260 |
|