Trading Metrics calculated at close of trading on 15-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2006 |
15-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
1,401.0 |
1,408.0 |
7.0 |
0.5% |
1,392.5 |
High |
1,410.3 |
1,417.2 |
6.9 |
0.5% |
1,405.0 |
Low |
1,395.3 |
1,408.0 |
12.7 |
0.9% |
1,392.3 |
Close |
1,409.6 |
1,413.5 |
3.9 |
0.3% |
1,396.6 |
Range |
15.0 |
9.2 |
-5.8 |
-38.7% |
12.7 |
ATR |
9.4 |
9.4 |
0.0 |
-0.1% |
0.0 |
Volume |
1,097 |
4,432 |
3,335 |
304.0% |
12,754 |
|
Daily Pivots for day following 15-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,440.5 |
1,436.2 |
1,418.6 |
|
R3 |
1,431.3 |
1,427.0 |
1,416.0 |
|
R2 |
1,422.1 |
1,422.1 |
1,415.2 |
|
R1 |
1,417.8 |
1,417.8 |
1,414.3 |
1,420.0 |
PP |
1,412.9 |
1,412.9 |
1,412.9 |
1,414.0 |
S1 |
1,408.6 |
1,408.6 |
1,412.7 |
1,410.8 |
S2 |
1,403.7 |
1,403.7 |
1,411.8 |
|
S3 |
1,394.5 |
1,399.4 |
1,411.0 |
|
S4 |
1,385.3 |
1,390.2 |
1,408.4 |
|
|
Weekly Pivots for week ending 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,436.1 |
1,429.0 |
1,403.6 |
|
R3 |
1,423.4 |
1,416.3 |
1,400.1 |
|
R2 |
1,410.7 |
1,410.7 |
1,398.9 |
|
R1 |
1,403.6 |
1,403.6 |
1,397.8 |
1,407.2 |
PP |
1,398.0 |
1,398.0 |
1,398.0 |
1,399.7 |
S1 |
1,390.9 |
1,390.9 |
1,395.4 |
1,394.5 |
S2 |
1,385.3 |
1,385.3 |
1,394.3 |
|
S3 |
1,372.6 |
1,378.2 |
1,393.1 |
|
S4 |
1,359.9 |
1,365.5 |
1,389.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,417.2 |
1,392.3 |
24.9 |
1.8% |
9.7 |
0.7% |
85% |
True |
False |
3,015 |
10 |
1,417.2 |
1,377.5 |
39.7 |
2.8% |
9.0 |
0.6% |
91% |
True |
False |
2,760 |
20 |
1,417.2 |
1,377.5 |
39.7 |
2.8% |
8.5 |
0.6% |
91% |
True |
False |
1,771 |
40 |
1,417.2 |
1,332.0 |
85.2 |
6.0% |
7.9 |
0.6% |
96% |
True |
False |
1,041 |
60 |
1,417.2 |
1,316.9 |
100.3 |
7.1% |
5.8 |
0.4% |
96% |
True |
False |
729 |
80 |
1,417.2 |
1,287.7 |
129.5 |
9.2% |
4.5 |
0.3% |
97% |
True |
False |
560 |
100 |
1,417.2 |
1,262.2 |
155.0 |
11.0% |
3.8 |
0.3% |
98% |
True |
False |
451 |
120 |
1,417.2 |
1,253.3 |
163.9 |
11.6% |
3.3 |
0.2% |
98% |
True |
False |
378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,456.3 |
2.618 |
1,441.3 |
1.618 |
1,432.1 |
1.000 |
1,426.4 |
0.618 |
1,422.9 |
HIGH |
1,417.2 |
0.618 |
1,413.7 |
0.500 |
1,412.6 |
0.382 |
1,411.5 |
LOW |
1,408.0 |
0.618 |
1,402.3 |
1.000 |
1,398.8 |
1.618 |
1,393.1 |
2.618 |
1,383.9 |
4.250 |
1,368.9 |
|
|
Fisher Pivots for day following 15-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
1,413.2 |
1,411.0 |
PP |
1,412.9 |
1,408.4 |
S1 |
1,412.6 |
1,405.9 |
|