Trading Metrics calculated at close of trading on 16-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2006 |
16-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,214.37 |
12,250.05 |
35.68 |
0.3% |
11,985.16 |
High |
12,291.73 |
12,325.91 |
34.18 |
0.3% |
12,196.32 |
Low |
12,205.76 |
12,250.05 |
44.29 |
0.4% |
11,984.76 |
Close |
12,251.71 |
12,305.82 |
54.11 |
0.4% |
12,108.43 |
Range |
85.97 |
75.86 |
-10.11 |
-11.8% |
211.56 |
ATR |
89.36 |
88.40 |
-0.96 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,521.51 |
12,489.52 |
12,347.54 |
|
R3 |
12,445.65 |
12,413.66 |
12,326.68 |
|
R2 |
12,369.79 |
12,369.79 |
12,319.73 |
|
R1 |
12,337.80 |
12,337.80 |
12,312.77 |
12,353.80 |
PP |
12,293.93 |
12,293.93 |
12,293.93 |
12,301.92 |
S1 |
12,261.94 |
12,261.94 |
12,298.87 |
12,277.94 |
S2 |
12,218.07 |
12,218.07 |
12,291.91 |
|
S3 |
12,142.21 |
12,186.08 |
12,284.96 |
|
S4 |
12,066.35 |
12,110.22 |
12,264.10 |
|
|
Weekly Pivots for week ending 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,731.18 |
12,631.37 |
12,224.79 |
|
R3 |
12,519.62 |
12,419.81 |
12,166.61 |
|
R2 |
12,308.06 |
12,308.06 |
12,147.22 |
|
R1 |
12,208.25 |
12,208.25 |
12,127.82 |
12,258.16 |
PP |
12,096.50 |
12,096.50 |
12,096.50 |
12,121.46 |
S1 |
11,996.69 |
11,996.69 |
12,089.04 |
12,046.60 |
S2 |
11,884.94 |
11,884.94 |
12,069.64 |
|
S3 |
11,673.38 |
11,785.13 |
12,050.25 |
|
S4 |
11,461.82 |
11,573.57 |
11,992.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,325.91 |
12,074.01 |
251.90 |
2.0% |
87.57 |
0.7% |
92% |
True |
False |
|
10 |
12,325.91 |
11,965.31 |
360.60 |
2.9% |
95.00 |
0.8% |
94% |
True |
False |
|
20 |
12,325.91 |
11,941.94 |
383.97 |
3.1% |
90.96 |
0.7% |
95% |
True |
False |
|
40 |
12,325.91 |
11,474.56 |
851.35 |
6.9% |
84.73 |
0.7% |
98% |
True |
False |
|
60 |
12,325.91 |
11,260.28 |
1,065.63 |
8.7% |
82.33 |
0.7% |
98% |
True |
False |
|
80 |
12,325.91 |
11,042.64 |
1,283.27 |
10.4% |
87.73 |
0.7% |
98% |
True |
False |
|
100 |
12,325.91 |
10,683.32 |
1,642.59 |
13.3% |
96.70 |
0.8% |
99% |
True |
False |
|
120 |
12,325.91 |
10,683.32 |
1,642.59 |
13.3% |
102.73 |
0.8% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,648.32 |
2.618 |
12,524.51 |
1.618 |
12,448.65 |
1.000 |
12,401.77 |
0.618 |
12,372.79 |
HIGH |
12,325.91 |
0.618 |
12,296.93 |
0.500 |
12,287.98 |
0.382 |
12,279.03 |
LOW |
12,250.05 |
0.618 |
12,203.17 |
1.000 |
12,174.19 |
1.618 |
12,127.31 |
2.618 |
12,051.45 |
4.250 |
11,927.65 |
|
|
Fisher Pivots for day following 16-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,299.87 |
12,272.36 |
PP |
12,293.93 |
12,238.90 |
S1 |
12,287.98 |
12,205.44 |
|