Trading Metrics calculated at close of trading on 07-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2006 |
07-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
11,985.16 |
12,104.75 |
119.59 |
1.0% |
12,089.14 |
High |
12,117.71 |
12,196.32 |
78.61 |
0.6% |
12,123.96 |
Low |
11,984.76 |
12,101.06 |
116.30 |
1.0% |
11,965.31 |
Close |
12,105.55 |
12,156.77 |
51.22 |
0.4% |
11,986.04 |
Range |
132.95 |
95.26 |
-37.69 |
-28.3% |
158.65 |
ATR |
87.01 |
87.59 |
0.59 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,437.16 |
12,392.23 |
12,209.16 |
|
R3 |
12,341.90 |
12,296.97 |
12,182.97 |
|
R2 |
12,246.64 |
12,246.64 |
12,174.23 |
|
R1 |
12,201.71 |
12,201.71 |
12,165.50 |
12,224.18 |
PP |
12,151.38 |
12,151.38 |
12,151.38 |
12,162.62 |
S1 |
12,106.45 |
12,106.45 |
12,148.04 |
12,128.92 |
S2 |
12,056.12 |
12,056.12 |
12,139.31 |
|
S3 |
11,960.86 |
12,011.19 |
12,130.57 |
|
S4 |
11,865.60 |
11,915.93 |
12,104.38 |
|
|
Weekly Pivots for week ending 03-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,501.05 |
12,402.20 |
12,073.30 |
|
R3 |
12,342.40 |
12,243.55 |
12,029.67 |
|
R2 |
12,183.75 |
12,183.75 |
12,015.13 |
|
R1 |
12,084.90 |
12,084.90 |
12,000.58 |
12,055.00 |
PP |
12,025.10 |
12,025.10 |
12,025.10 |
12,010.16 |
S1 |
11,926.25 |
11,926.25 |
11,971.50 |
11,896.35 |
S2 |
11,866.45 |
11,866.45 |
11,956.95 |
|
S3 |
11,707.80 |
11,767.60 |
11,942.41 |
|
S4 |
11,549.15 |
11,608.95 |
11,898.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,196.32 |
11,965.31 |
231.01 |
1.9% |
98.95 |
0.8% |
83% |
True |
False |
|
10 |
12,196.32 |
11,965.31 |
231.01 |
1.9% |
87.86 |
0.7% |
83% |
True |
False |
|
20 |
12,196.32 |
11,794.17 |
402.15 |
3.3% |
86.95 |
0.7% |
90% |
True |
False |
|
40 |
12,196.32 |
11,474.56 |
721.76 |
5.9% |
83.76 |
0.7% |
95% |
True |
False |
|
60 |
12,196.32 |
11,098.03 |
1,098.29 |
9.0% |
82.51 |
0.7% |
96% |
True |
False |
|
80 |
12,196.32 |
10,683.32 |
1,513.00 |
12.4% |
92.88 |
0.8% |
97% |
True |
False |
|
100 |
12,196.32 |
10,683.32 |
1,513.00 |
12.4% |
98.57 |
0.8% |
97% |
True |
False |
|
120 |
12,196.32 |
10,683.32 |
1,513.00 |
12.4% |
104.51 |
0.9% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,601.18 |
2.618 |
12,445.71 |
1.618 |
12,350.45 |
1.000 |
12,291.58 |
0.618 |
12,255.19 |
HIGH |
12,196.32 |
0.618 |
12,159.93 |
0.500 |
12,148.69 |
0.382 |
12,137.45 |
LOW |
12,101.06 |
0.618 |
12,042.19 |
1.000 |
12,005.80 |
1.618 |
11,946.93 |
2.618 |
11,851.67 |
4.250 |
11,696.21 |
|
|
Fisher Pivots for day following 07-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,154.08 |
12,131.45 |
PP |
12,151.38 |
12,106.13 |
S1 |
12,148.69 |
12,080.82 |
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