| Trading Metrics calculated at close of trading on 30-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2006 |
30-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
12,164.78 |
12,089.14 |
-75.64 |
-0.6% |
12,001.33 |
| High |
12,164.86 |
12,117.23 |
-47.63 |
-0.4% |
12,167.02 |
| Low |
12,073.53 |
12,049.92 |
-23.61 |
-0.2% |
11,971.79 |
| Close |
12,090.26 |
12,086.50 |
-3.76 |
0.0% |
12,090.26 |
| Range |
91.33 |
67.31 |
-24.02 |
-26.3% |
195.23 |
| ATR |
82.92 |
81.80 |
-1.11 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,286.48 |
12,253.80 |
12,123.52 |
|
| R3 |
12,219.17 |
12,186.49 |
12,105.01 |
|
| R2 |
12,151.86 |
12,151.86 |
12,098.84 |
|
| R1 |
12,119.18 |
12,119.18 |
12,092.67 |
12,101.87 |
| PP |
12,084.55 |
12,084.55 |
12,084.55 |
12,075.89 |
| S1 |
12,051.87 |
12,051.87 |
12,080.33 |
12,034.56 |
| S2 |
12,017.24 |
12,017.24 |
12,074.16 |
|
| S3 |
11,949.93 |
11,984.56 |
12,067.99 |
|
| S4 |
11,882.62 |
11,917.25 |
12,049.48 |
|
|
| Weekly Pivots for week ending 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,662.05 |
12,571.38 |
12,197.64 |
|
| R3 |
12,466.82 |
12,376.15 |
12,143.95 |
|
| R2 |
12,271.59 |
12,271.59 |
12,126.05 |
|
| R1 |
12,180.92 |
12,180.92 |
12,108.16 |
12,226.26 |
| PP |
12,076.36 |
12,076.36 |
12,076.36 |
12,099.02 |
| S1 |
11,985.69 |
11,985.69 |
12,072.36 |
12,031.03 |
| S2 |
11,881.13 |
11,881.13 |
12,054.47 |
|
| S3 |
11,685.90 |
11,790.46 |
12,036.57 |
|
| S4 |
11,490.67 |
11,595.23 |
11,982.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,167.02 |
12,049.92 |
117.10 |
1.0% |
70.10 |
0.6% |
31% |
False |
True |
|
| 10 |
12,167.02 |
11,887.19 |
279.83 |
2.3% |
86.54 |
0.7% |
71% |
False |
False |
|
| 20 |
12,167.02 |
11,653.06 |
513.96 |
4.3% |
81.38 |
0.7% |
84% |
False |
False |
|
| 40 |
12,167.02 |
11,323.84 |
843.18 |
7.0% |
80.96 |
0.7% |
90% |
False |
False |
|
| 60 |
12,167.02 |
11,042.64 |
1,124.38 |
9.3% |
84.01 |
0.7% |
93% |
False |
False |
|
| 80 |
12,167.02 |
10,683.32 |
1,483.70 |
12.3% |
95.30 |
0.8% |
95% |
False |
False |
|
| 100 |
12,167.02 |
10,683.32 |
1,483.70 |
12.3% |
100.75 |
0.8% |
95% |
False |
False |
|
| 120 |
12,167.02 |
10,683.32 |
1,483.70 |
12.3% |
106.42 |
0.9% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,403.30 |
|
2.618 |
12,293.45 |
|
1.618 |
12,226.14 |
|
1.000 |
12,184.54 |
|
0.618 |
12,158.83 |
|
HIGH |
12,117.23 |
|
0.618 |
12,091.52 |
|
0.500 |
12,083.58 |
|
0.382 |
12,075.63 |
|
LOW |
12,049.92 |
|
0.618 |
12,008.32 |
|
1.000 |
11,982.61 |
|
1.618 |
11,941.01 |
|
2.618 |
11,873.70 |
|
4.250 |
11,763.85 |
|
|
| Fisher Pivots for day following 30-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,085.53 |
12,108.47 |
| PP |
12,084.55 |
12,101.15 |
| S1 |
12,083.58 |
12,093.82 |
|