Trading Metrics calculated at close of trading on 17-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2006 |
17-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
1,415.3 |
1,411.5 |
-3.8 |
-0.3% |
1,396.5 |
High |
1,419.5 |
1,417.1 |
-2.4 |
-0.2% |
1,419.5 |
Low |
1,415.5 |
1,410.6 |
-4.9 |
-0.3% |
1,394.6 |
Close |
1,417.1 |
1,416.8 |
-0.3 |
0.0% |
1,416.8 |
Range |
4.0 |
6.5 |
2.5 |
62.5% |
24.9 |
ATR |
9.1 |
8.9 |
-0.2 |
-2.0% |
0.0 |
Volume |
2,625 |
1,758 |
-867 |
-33.0% |
12,739 |
|
Daily Pivots for day following 17-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,434.3 |
1,432.1 |
1,420.4 |
|
R3 |
1,427.8 |
1,425.6 |
1,418.6 |
|
R2 |
1,421.3 |
1,421.3 |
1,418.0 |
|
R1 |
1,419.1 |
1,419.1 |
1,417.4 |
1,420.2 |
PP |
1,414.8 |
1,414.8 |
1,414.8 |
1,415.4 |
S1 |
1,412.6 |
1,412.6 |
1,416.2 |
1,413.7 |
S2 |
1,408.3 |
1,408.3 |
1,415.6 |
|
S3 |
1,401.8 |
1,406.1 |
1,415.0 |
|
S4 |
1,395.3 |
1,399.6 |
1,413.2 |
|
|
Weekly Pivots for week ending 17-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,485.0 |
1,475.8 |
1,430.5 |
|
R3 |
1,460.1 |
1,450.9 |
1,423.6 |
|
R2 |
1,435.2 |
1,435.2 |
1,421.4 |
|
R1 |
1,426.0 |
1,426.0 |
1,419.1 |
1,430.6 |
PP |
1,410.3 |
1,410.3 |
1,410.3 |
1,412.6 |
S1 |
1,401.1 |
1,401.1 |
1,414.5 |
1,405.7 |
S2 |
1,385.4 |
1,385.4 |
1,412.2 |
|
S3 |
1,360.5 |
1,376.2 |
1,410.0 |
|
S4 |
1,335.6 |
1,351.3 |
1,403.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,419.5 |
1,394.6 |
24.9 |
1.8% |
8.6 |
0.6% |
89% |
False |
False |
2,547 |
10 |
1,419.5 |
1,392.3 |
27.2 |
1.9% |
8.3 |
0.6% |
90% |
False |
False |
2,549 |
20 |
1,419.5 |
1,377.5 |
42.0 |
3.0% |
8.5 |
0.6% |
94% |
False |
False |
1,945 |
40 |
1,419.5 |
1,332.0 |
87.5 |
6.2% |
7.9 |
0.6% |
97% |
False |
False |
1,149 |
60 |
1,419.5 |
1,316.9 |
102.6 |
7.2% |
6.0 |
0.4% |
97% |
False |
False |
797 |
80 |
1,419.5 |
1,287.7 |
131.8 |
9.3% |
4.6 |
0.3% |
98% |
False |
False |
615 |
100 |
1,419.5 |
1,262.2 |
157.3 |
11.1% |
3.9 |
0.3% |
98% |
False |
False |
494 |
120 |
1,419.5 |
1,253.3 |
166.2 |
11.7% |
3.4 |
0.2% |
98% |
False |
False |
415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,444.7 |
2.618 |
1,434.1 |
1.618 |
1,427.6 |
1.000 |
1,423.6 |
0.618 |
1,421.1 |
HIGH |
1,417.1 |
0.618 |
1,414.6 |
0.500 |
1,413.9 |
0.382 |
1,413.1 |
LOW |
1,410.6 |
0.618 |
1,406.6 |
1.000 |
1,404.1 |
1.618 |
1,400.1 |
2.618 |
1,393.6 |
4.250 |
1,383.0 |
|
|
Fisher Pivots for day following 17-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
1,415.8 |
1,415.8 |
PP |
1,414.8 |
1,414.8 |
S1 |
1,413.9 |
1,413.8 |
|