| Trading Metrics calculated at close of trading on 22-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2006 |
22-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
12,445 |
12,450 |
5 |
0.0% |
12,215 |
| High |
12,450 |
12,468 |
18 |
0.1% |
12,470 |
| Low |
12,415 |
12,415 |
0 |
0.0% |
12,210 |
| Close |
12,436 |
12,443 |
7 |
0.1% |
12,456 |
| Range |
35 |
53 |
18 |
51.4% |
260 |
| ATR |
70 |
69 |
-1 |
-1.7% |
0 |
| Volume |
38 |
58 |
20 |
52.6% |
270 |
|
| Daily Pivots for day following 22-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,601 |
12,575 |
12,472 |
|
| R3 |
12,548 |
12,522 |
12,458 |
|
| R2 |
12,495 |
12,495 |
12,453 |
|
| R1 |
12,469 |
12,469 |
12,448 |
12,456 |
| PP |
12,442 |
12,442 |
12,442 |
12,435 |
| S1 |
12,416 |
12,416 |
12,438 |
12,403 |
| S2 |
12,389 |
12,389 |
12,433 |
|
| S3 |
12,336 |
12,363 |
12,429 |
|
| S4 |
12,283 |
12,310 |
12,414 |
|
|
| Weekly Pivots for week ending 17-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,159 |
13,067 |
12,599 |
|
| R3 |
12,899 |
12,807 |
12,528 |
|
| R2 |
12,639 |
12,639 |
12,504 |
|
| R1 |
12,547 |
12,547 |
12,480 |
12,593 |
| PP |
12,379 |
12,379 |
12,379 |
12,402 |
| S1 |
12,287 |
12,287 |
12,432 |
12,333 |
| S2 |
12,119 |
12,119 |
12,408 |
|
| S3 |
11,859 |
12,027 |
12,385 |
|
| S4 |
11,599 |
11,767 |
12,313 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,474 |
12,370 |
104 |
0.8% |
56 |
0.4% |
70% |
False |
False |
57 |
| 10 |
12,474 |
12,180 |
294 |
2.4% |
70 |
0.6% |
89% |
False |
False |
48 |
| 20 |
12,474 |
12,059 |
415 |
3.3% |
71 |
0.6% |
93% |
False |
False |
35 |
| 40 |
12,474 |
11,820 |
654 |
5.3% |
57 |
0.5% |
95% |
False |
False |
25 |
| 60 |
12,474 |
11,490 |
984 |
7.9% |
44 |
0.4% |
97% |
False |
False |
20 |
| 80 |
12,474 |
11,267 |
1,207 |
9.7% |
34 |
0.3% |
97% |
False |
False |
18 |
| 100 |
12,474 |
10,934 |
1,540 |
12.4% |
27 |
0.2% |
98% |
False |
False |
14 |
| 120 |
12,474 |
10,928 |
1,546 |
12.4% |
23 |
0.2% |
98% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,693 |
|
2.618 |
12,607 |
|
1.618 |
12,554 |
|
1.000 |
12,521 |
|
0.618 |
12,501 |
|
HIGH |
12,468 |
|
0.618 |
12,448 |
|
0.500 |
12,442 |
|
0.382 |
12,435 |
|
LOW |
12,415 |
|
0.618 |
12,382 |
|
1.000 |
12,362 |
|
1.618 |
12,329 |
|
2.618 |
12,276 |
|
4.250 |
12,190 |
|
|
| Fisher Pivots for day following 22-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,443 |
12,445 |
| PP |
12,442 |
12,444 |
| S1 |
12,442 |
12,444 |
|