| Trading Metrics calculated at close of trading on 31-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2006 |
31-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
12,089.14 |
12,086.18 |
-2.96 |
0.0% |
12,001.33 |
| High |
12,117.23 |
12,113.39 |
-3.84 |
0.0% |
12,167.02 |
| Low |
12,049.92 |
12,025.34 |
-24.58 |
-0.2% |
11,971.79 |
| Close |
12,086.50 |
12,080.73 |
-5.77 |
0.0% |
12,090.26 |
| Range |
67.31 |
88.05 |
20.74 |
30.8% |
195.23 |
| ATR |
81.80 |
82.25 |
0.45 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,337.30 |
12,297.07 |
12,129.16 |
|
| R3 |
12,249.25 |
12,209.02 |
12,104.94 |
|
| R2 |
12,161.20 |
12,161.20 |
12,096.87 |
|
| R1 |
12,120.97 |
12,120.97 |
12,088.80 |
12,097.06 |
| PP |
12,073.15 |
12,073.15 |
12,073.15 |
12,061.20 |
| S1 |
12,032.92 |
12,032.92 |
12,072.66 |
12,009.01 |
| S2 |
11,985.10 |
11,985.10 |
12,064.59 |
|
| S3 |
11,897.05 |
11,944.87 |
12,056.52 |
|
| S4 |
11,809.00 |
11,856.82 |
12,032.30 |
|
|
| 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 |
12,025.34 |
141.68 |
1.2% |
76.76 |
0.6% |
39% |
False |
True |
|
| 10 |
12,167.02 |
11,941.94 |
225.08 |
1.9% |
86.16 |
0.7% |
62% |
False |
False |
|
| 20 |
12,167.02 |
11,707.49 |
459.53 |
3.8% |
80.49 |
0.7% |
81% |
False |
False |
|
| 40 |
12,167.02 |
11,323.84 |
843.18 |
7.0% |
81.91 |
0.7% |
90% |
False |
False |
|
| 60 |
12,167.02 |
11,042.64 |
1,124.38 |
9.3% |
84.55 |
0.7% |
92% |
False |
False |
|
| 80 |
12,167.02 |
10,683.32 |
1,483.70 |
12.3% |
95.35 |
0.8% |
94% |
False |
False |
|
| 100 |
12,167.02 |
10,683.32 |
1,483.70 |
12.3% |
100.59 |
0.8% |
94% |
False |
False |
|
| 120 |
12,167.02 |
10,683.32 |
1,483.70 |
12.3% |
105.82 |
0.9% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,487.60 |
|
2.618 |
12,343.90 |
|
1.618 |
12,255.85 |
|
1.000 |
12,201.44 |
|
0.618 |
12,167.80 |
|
HIGH |
12,113.39 |
|
0.618 |
12,079.75 |
|
0.500 |
12,069.37 |
|
0.382 |
12,058.98 |
|
LOW |
12,025.34 |
|
0.618 |
11,970.93 |
|
1.000 |
11,937.29 |
|
1.618 |
11,882.88 |
|
2.618 |
11,794.83 |
|
4.250 |
11,651.13 |
|
|
| Fisher Pivots for day following 31-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,076.94 |
12,095.10 |
| PP |
12,073.15 |
12,090.31 |
| S1 |
12,069.37 |
12,085.52 |
|