| 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 |
1,418.5 |
1,414.5 |
-4.0 |
-0.3% |
1,415.0 |
| High |
1,419.5 |
1,414.5 |
-5.0 |
-0.4% |
1,423.0 |
| Low |
1,414.0 |
1,395.0 |
-19.0 |
-1.3% |
1,413.8 |
| Close |
1,414.9 |
1,395.3 |
-19.6 |
-1.4% |
1,414.9 |
| Range |
5.5 |
19.5 |
14.0 |
254.5% |
9.2 |
| ATR |
8.0 |
8.8 |
0.9 |
10.6% |
0.0 |
| Volume |
3,988 |
1,164 |
-2,824 |
-70.8% |
22,666 |
|
| Daily Pivots for day following 27-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,460.1 |
1,447.2 |
1,406.0 |
|
| R3 |
1,440.6 |
1,427.7 |
1,400.7 |
|
| R2 |
1,421.1 |
1,421.1 |
1,398.9 |
|
| R1 |
1,408.2 |
1,408.2 |
1,397.1 |
1,404.9 |
| PP |
1,401.6 |
1,401.6 |
1,401.6 |
1,400.0 |
| S1 |
1,388.7 |
1,388.7 |
1,393.5 |
1,385.4 |
| S2 |
1,382.1 |
1,382.1 |
1,391.7 |
|
| S3 |
1,362.6 |
1,369.2 |
1,389.9 |
|
| S4 |
1,343.1 |
1,349.7 |
1,384.6 |
|
|
| Weekly Pivots for week ending 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,444.8 |
1,439.1 |
1,420.0 |
|
| R3 |
1,435.6 |
1,429.9 |
1,417.4 |
|
| R2 |
1,426.4 |
1,426.4 |
1,416.6 |
|
| R1 |
1,420.7 |
1,420.7 |
1,415.7 |
1,419.0 |
| PP |
1,417.2 |
1,417.2 |
1,417.2 |
1,416.4 |
| S1 |
1,411.5 |
1,411.5 |
1,414.1 |
1,409.8 |
| S2 |
1,408.0 |
1,408.0 |
1,413.2 |
|
| S3 |
1,398.8 |
1,402.3 |
1,412.4 |
|
| S4 |
1,389.6 |
1,393.1 |
1,409.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,423.0 |
1,395.0 |
28.0 |
2.0% |
7.9 |
0.6% |
1% |
False |
True |
4,766 |
| 10 |
1,423.0 |
1,394.6 |
28.4 |
2.0% |
8.3 |
0.6% |
2% |
False |
False |
3,656 |
| 20 |
1,423.0 |
1,377.5 |
45.5 |
3.3% |
8.5 |
0.6% |
39% |
False |
False |
2,908 |
| 40 |
1,423.0 |
1,348.0 |
75.0 |
5.4% |
7.9 |
0.6% |
63% |
False |
False |
1,739 |
| 60 |
1,423.0 |
1,316.9 |
106.1 |
7.6% |
6.7 |
0.5% |
74% |
False |
False |
1,183 |
| 80 |
1,423.0 |
1,287.7 |
135.3 |
9.7% |
5.1 |
0.4% |
80% |
False |
False |
900 |
| 100 |
1,423.0 |
1,262.2 |
160.8 |
11.5% |
4.3 |
0.3% |
83% |
False |
False |
732 |
| 120 |
1,423.0 |
1,253.3 |
169.7 |
12.2% |
3.7 |
0.3% |
84% |
False |
False |
612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,497.4 |
|
2.618 |
1,465.6 |
|
1.618 |
1,446.1 |
|
1.000 |
1,434.0 |
|
0.618 |
1,426.6 |
|
HIGH |
1,414.5 |
|
0.618 |
1,407.1 |
|
0.500 |
1,404.8 |
|
0.382 |
1,402.4 |
|
LOW |
1,395.0 |
|
0.618 |
1,382.9 |
|
1.000 |
1,375.5 |
|
1.618 |
1,363.4 |
|
2.618 |
1,343.9 |
|
4.250 |
1,312.1 |
|
|
| Fisher Pivots for day following 27-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1,404.8 |
1,409.0 |
| PP |
1,401.6 |
1,404.4 |
| S1 |
1,398.5 |
1,399.9 |
|