| Trading Metrics calculated at close of trading on 29-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2006 |
29-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
12,222 |
12,254 |
32 |
0.3% |
12,450 |
| High |
12,256 |
12,340 |
84 |
0.7% |
12,474 |
| Low |
12,176 |
12,254 |
78 |
0.6% |
12,375 |
| Close |
12,238 |
12,338 |
100 |
0.8% |
12,390 |
| Range |
80 |
86 |
6 |
7.5% |
99 |
| ATR |
73 |
75 |
2 |
2.8% |
0 |
| Volume |
234 |
404 |
170 |
72.6% |
391 |
|
| Daily Pivots for day following 29-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,569 |
12,539 |
12,385 |
|
| R3 |
12,483 |
12,453 |
12,362 |
|
| R2 |
12,397 |
12,397 |
12,354 |
|
| R1 |
12,367 |
12,367 |
12,346 |
12,382 |
| PP |
12,311 |
12,311 |
12,311 |
12,318 |
| S1 |
12,281 |
12,281 |
12,330 |
12,296 |
| S2 |
12,225 |
12,225 |
12,322 |
|
| S3 |
12,139 |
12,195 |
12,314 |
|
| S4 |
12,053 |
12,109 |
12,291 |
|
|
| Weekly Pivots for week ending 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,710 |
12,649 |
12,445 |
|
| R3 |
12,611 |
12,550 |
12,417 |
|
| R2 |
12,512 |
12,512 |
12,408 |
|
| R1 |
12,451 |
12,451 |
12,399 |
12,432 |
| PP |
12,413 |
12,413 |
12,413 |
12,404 |
| S1 |
12,352 |
12,352 |
12,381 |
12,333 |
| S2 |
12,314 |
12,314 |
12,372 |
|
| S3 |
12,215 |
12,253 |
12,363 |
|
| S4 |
12,116 |
12,154 |
12,336 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,443 |
12,176 |
267 |
2.2% |
81 |
0.7% |
61% |
False |
False |
232 |
| 10 |
12,474 |
12,176 |
298 |
2.4% |
68 |
0.6% |
54% |
False |
False |
144 |
| 20 |
12,474 |
12,059 |
415 |
3.4% |
76 |
0.6% |
67% |
False |
False |
87 |
| 40 |
12,474 |
11,925 |
549 |
4.4% |
61 |
0.5% |
75% |
False |
False |
53 |
| 60 |
12,474 |
11,524 |
950 |
7.7% |
50 |
0.4% |
86% |
False |
False |
38 |
| 80 |
12,474 |
11,267 |
1,207 |
9.8% |
39 |
0.3% |
89% |
False |
False |
32 |
| 100 |
12,474 |
10,934 |
1,540 |
12.5% |
31 |
0.3% |
91% |
False |
False |
26 |
| 120 |
12,474 |
10,928 |
1,546 |
12.5% |
26 |
0.2% |
91% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,706 |
|
2.618 |
12,565 |
|
1.618 |
12,479 |
|
1.000 |
12,426 |
|
0.618 |
12,393 |
|
HIGH |
12,340 |
|
0.618 |
12,307 |
|
0.500 |
12,297 |
|
0.382 |
12,287 |
|
LOW |
12,254 |
|
0.618 |
12,201 |
|
1.000 |
12,168 |
|
1.618 |
12,115 |
|
2.618 |
12,029 |
|
4.250 |
11,889 |
|
|
| Fisher Pivots for day following 29-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,324 |
12,322 |
| PP |
12,311 |
12,307 |
| S1 |
12,297 |
12,291 |
|