Trading Metrics calculated at close of trading on 20-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2006 |
20-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
1,411.5 |
1,415.0 |
3.5 |
0.2% |
1,396.5 |
High |
1,417.1 |
1,419.5 |
2.4 |
0.2% |
1,419.5 |
Low |
1,410.6 |
1,413.8 |
3.2 |
0.2% |
1,394.6 |
Close |
1,416.8 |
1,417.3 |
0.5 |
0.0% |
1,416.8 |
Range |
6.5 |
5.7 |
-0.8 |
-12.3% |
24.9 |
ATR |
8.9 |
8.7 |
-0.2 |
-2.6% |
0.0 |
Volume |
1,758 |
3,003 |
1,245 |
70.8% |
12,739 |
|
Daily Pivots for day following 20-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,434.0 |
1,431.3 |
1,420.4 |
|
R3 |
1,428.3 |
1,425.6 |
1,418.9 |
|
R2 |
1,422.6 |
1,422.6 |
1,418.3 |
|
R1 |
1,419.9 |
1,419.9 |
1,417.8 |
1,421.3 |
PP |
1,416.9 |
1,416.9 |
1,416.9 |
1,417.5 |
S1 |
1,414.2 |
1,414.2 |
1,416.8 |
1,415.6 |
S2 |
1,411.2 |
1,411.2 |
1,416.3 |
|
S3 |
1,405.5 |
1,408.5 |
1,415.7 |
|
S4 |
1,399.8 |
1,402.8 |
1,414.2 |
|
|
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 |
1,395.3 |
24.2 |
1.7% |
8.1 |
0.6% |
91% |
True |
False |
2,583 |
10 |
1,419.5 |
1,392.3 |
27.2 |
1.9% |
8.5 |
0.6% |
92% |
True |
False |
2,804 |
20 |
1,419.5 |
1,377.5 |
42.0 |
3.0% |
8.1 |
0.6% |
95% |
True |
False |
2,044 |
40 |
1,419.5 |
1,348.0 |
71.5 |
5.0% |
7.6 |
0.5% |
97% |
True |
False |
1,224 |
60 |
1,419.5 |
1,316.9 |
102.6 |
7.2% |
6.1 |
0.4% |
98% |
True |
False |
836 |
80 |
1,419.5 |
1,287.7 |
131.8 |
9.3% |
4.7 |
0.3% |
98% |
True |
False |
652 |
100 |
1,419.5 |
1,262.2 |
157.3 |
11.1% |
3.9 |
0.3% |
99% |
True |
False |
524 |
120 |
1,419.5 |
1,253.3 |
166.2 |
11.7% |
3.5 |
0.2% |
99% |
True |
False |
440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,443.7 |
2.618 |
1,434.4 |
1.618 |
1,428.7 |
1.000 |
1,425.2 |
0.618 |
1,423.0 |
HIGH |
1,419.5 |
0.618 |
1,417.3 |
0.500 |
1,416.7 |
0.382 |
1,416.0 |
LOW |
1,413.8 |
0.618 |
1,410.3 |
1.000 |
1,408.1 |
1.618 |
1,404.6 |
2.618 |
1,398.9 |
4.250 |
1,389.6 |
|
|
Fisher Pivots for day following 20-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
1,417.1 |
1,416.6 |
PP |
1,416.9 |
1,415.8 |
S1 |
1,416.7 |
1,415.1 |
|