| Trading Metrics calculated at close of trading on 03-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2006 |
03-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
12,110 |
12,111 |
1 |
0.0% |
12,208 |
| High |
12,130 |
12,187 |
57 |
0.5% |
12,237 |
| Low |
12,092 |
12,059 |
-33 |
-0.3% |
12,059 |
| Close |
12,122 |
12,094 |
-28 |
-0.2% |
12,094 |
| Range |
38 |
128 |
90 |
236.8% |
178 |
| ATR |
58 |
63 |
5 |
8.6% |
0 |
| Volume |
4 |
23 |
19 |
475.0% |
114 |
|
| Daily Pivots for day following 03-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,497 |
12,424 |
12,165 |
|
| R3 |
12,369 |
12,296 |
12,129 |
|
| R2 |
12,241 |
12,241 |
12,118 |
|
| R1 |
12,168 |
12,168 |
12,106 |
12,141 |
| PP |
12,113 |
12,113 |
12,113 |
12,100 |
| S1 |
12,040 |
12,040 |
12,082 |
12,013 |
| S2 |
11,985 |
11,985 |
12,071 |
|
| S3 |
11,857 |
11,912 |
12,059 |
|
| S4 |
11,729 |
11,784 |
12,024 |
|
|
| Weekly Pivots for week ending 03-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,664 |
12,557 |
12,192 |
|
| R3 |
12,486 |
12,379 |
12,143 |
|
| R2 |
12,308 |
12,308 |
12,127 |
|
| R1 |
12,201 |
12,201 |
12,110 |
12,166 |
| PP |
12,130 |
12,130 |
12,130 |
12,112 |
| S1 |
12,023 |
12,023 |
12,078 |
11,988 |
| S2 |
11,952 |
11,952 |
12,061 |
|
| S3 |
11,774 |
11,845 |
12,045 |
|
| S4 |
11,596 |
11,667 |
11,996 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,237 |
12,059 |
178 |
1.5% |
76 |
0.6% |
20% |
False |
True |
22 |
| 10 |
12,275 |
12,059 |
216 |
1.8% |
67 |
0.5% |
16% |
False |
True |
19 |
| 20 |
12,275 |
11,952 |
323 |
2.7% |
46 |
0.4% |
44% |
False |
False |
15 |
| 40 |
12,275 |
11,527 |
748 |
6.2% |
41 |
0.3% |
76% |
False |
False |
14 |
| 60 |
12,275 |
11,271 |
1,004 |
8.3% |
30 |
0.2% |
82% |
False |
False |
15 |
| 80 |
12,275 |
10,934 |
1,341 |
11.1% |
22 |
0.2% |
87% |
False |
False |
11 |
| 100 |
12,275 |
10,934 |
1,341 |
11.1% |
18 |
0.1% |
87% |
False |
False |
9 |
| 120 |
12,275 |
10,928 |
1,347 |
11.1% |
15 |
0.1% |
87% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,731 |
|
2.618 |
12,522 |
|
1.618 |
12,394 |
|
1.000 |
12,315 |
|
0.618 |
12,266 |
|
HIGH |
12,187 |
|
0.618 |
12,138 |
|
0.500 |
12,123 |
|
0.382 |
12,108 |
|
LOW |
12,059 |
|
0.618 |
11,980 |
|
1.000 |
11,931 |
|
1.618 |
11,852 |
|
2.618 |
11,724 |
|
4.250 |
11,515 |
|
|
| Fisher Pivots for day following 03-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,123 |
12,135 |
| PP |
12,113 |
12,121 |
| S1 |
12,104 |
12,108 |
|