| Trading Metrics calculated at close of trading on 06-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2006 |
06-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
12,111 |
12,122 |
11 |
0.1% |
12,208 |
| High |
12,187 |
12,219 |
32 |
0.3% |
12,237 |
| Low |
12,059 |
12,122 |
63 |
0.5% |
12,059 |
| Close |
12,094 |
12,219 |
125 |
1.0% |
12,094 |
| Range |
128 |
97 |
-31 |
-24.2% |
178 |
| ATR |
63 |
67 |
4 |
7.0% |
0 |
| Volume |
23 |
8 |
-15 |
-65.2% |
114 |
|
| Daily Pivots for day following 06-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,478 |
12,445 |
12,272 |
|
| R3 |
12,381 |
12,348 |
12,246 |
|
| R2 |
12,284 |
12,284 |
12,237 |
|
| R1 |
12,251 |
12,251 |
12,228 |
12,268 |
| PP |
12,187 |
12,187 |
12,187 |
12,195 |
| S1 |
12,154 |
12,154 |
12,210 |
12,171 |
| S2 |
12,090 |
12,090 |
12,201 |
|
| S3 |
11,993 |
12,057 |
12,192 |
|
| S4 |
11,896 |
11,960 |
12,166 |
|
|
| 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 |
12,219 |
12,059 |
160 |
1.3% |
83 |
0.7% |
100% |
True |
False |
13 |
| 10 |
12,275 |
12,059 |
216 |
1.8% |
63 |
0.5% |
74% |
False |
False |
17 |
| 20 |
12,275 |
11,985 |
290 |
2.4% |
48 |
0.4% |
81% |
False |
False |
16 |
| 40 |
12,275 |
11,552 |
723 |
5.9% |
43 |
0.4% |
92% |
False |
False |
15 |
| 60 |
12,275 |
11,284 |
991 |
8.1% |
31 |
0.3% |
94% |
False |
False |
15 |
| 80 |
12,275 |
10,948 |
1,327 |
10.9% |
24 |
0.2% |
96% |
False |
False |
11 |
| 100 |
12,275 |
10,934 |
1,341 |
11.0% |
19 |
0.2% |
96% |
False |
False |
9 |
| 120 |
12,275 |
10,928 |
1,347 |
11.0% |
16 |
0.1% |
96% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,631 |
|
2.618 |
12,473 |
|
1.618 |
12,376 |
|
1.000 |
12,316 |
|
0.618 |
12,279 |
|
HIGH |
12,219 |
|
0.618 |
12,182 |
|
0.500 |
12,171 |
|
0.382 |
12,159 |
|
LOW |
12,122 |
|
0.618 |
12,062 |
|
1.000 |
12,025 |
|
1.618 |
11,965 |
|
2.618 |
11,868 |
|
4.250 |
11,710 |
|
|
| Fisher Pivots for day following 06-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,203 |
12,192 |
| PP |
12,187 |
12,166 |
| S1 |
12,171 |
12,139 |
|