| Trading Metrics calculated at close of trading on 30-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2006 |
30-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
12,254 |
12,343 |
89 |
0.7% |
12,450 |
| High |
12,340 |
12,386 |
46 |
0.4% |
12,474 |
| Low |
12,254 |
12,266 |
12 |
0.1% |
12,375 |
| Close |
12,338 |
12,332 |
-6 |
0.0% |
12,390 |
| Range |
86 |
120 |
34 |
39.5% |
99 |
| ATR |
75 |
78 |
3 |
4.3% |
0 |
| Volume |
404 |
640 |
236 |
58.4% |
391 |
|
| Daily Pivots for day following 30-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,688 |
12,630 |
12,398 |
|
| R3 |
12,568 |
12,510 |
12,365 |
|
| R2 |
12,448 |
12,448 |
12,354 |
|
| R1 |
12,390 |
12,390 |
12,343 |
12,359 |
| PP |
12,328 |
12,328 |
12,328 |
12,313 |
| S1 |
12,270 |
12,270 |
12,321 |
12,239 |
| S2 |
12,208 |
12,208 |
12,310 |
|
| S3 |
12,088 |
12,150 |
12,299 |
|
| S4 |
11,968 |
12,030 |
12,266 |
|
|
| 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 |
12,431 |
12,176 |
255 |
2.1% |
105 |
0.9% |
61% |
False |
False |
348 |
| 10 |
12,474 |
12,176 |
298 |
2.4% |
73 |
0.6% |
52% |
False |
False |
202 |
| 20 |
12,474 |
12,059 |
415 |
3.4% |
81 |
0.7% |
66% |
False |
False |
119 |
| 40 |
12,474 |
11,925 |
549 |
4.5% |
62 |
0.5% |
74% |
False |
False |
67 |
| 60 |
12,474 |
11,527 |
947 |
7.7% |
52 |
0.4% |
85% |
False |
False |
49 |
| 80 |
12,474 |
11,271 |
1,203 |
9.8% |
41 |
0.3% |
88% |
False |
False |
40 |
| 100 |
12,474 |
10,934 |
1,540 |
12.5% |
33 |
0.3% |
91% |
False |
False |
32 |
| 120 |
12,474 |
10,934 |
1,540 |
12.5% |
27 |
0.2% |
91% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,896 |
|
2.618 |
12,700 |
|
1.618 |
12,580 |
|
1.000 |
12,506 |
|
0.618 |
12,460 |
|
HIGH |
12,386 |
|
0.618 |
12,340 |
|
0.500 |
12,326 |
|
0.382 |
12,312 |
|
LOW |
12,266 |
|
0.618 |
12,192 |
|
1.000 |
12,146 |
|
1.618 |
12,072 |
|
2.618 |
11,952 |
|
4.250 |
11,756 |
|
|
| Fisher Pivots for day following 30-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,330 |
12,315 |
| PP |
12,328 |
12,298 |
| S1 |
12,326 |
12,281 |
|