| 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 |
12,122 |
12,263 |
141 |
1.2% |
12,208 |
| High |
12,219 |
12,297 |
78 |
0.6% |
12,237 |
| Low |
12,122 |
12,218 |
96 |
0.8% |
12,059 |
| Close |
12,219 |
12,274 |
55 |
0.5% |
12,094 |
| Range |
97 |
79 |
-18 |
-18.6% |
178 |
| ATR |
67 |
68 |
1 |
1.2% |
0 |
| Volume |
8 |
45 |
37 |
462.5% |
114 |
|
| Daily Pivots for day following 07-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,500 |
12,466 |
12,318 |
|
| R3 |
12,421 |
12,387 |
12,296 |
|
| R2 |
12,342 |
12,342 |
12,289 |
|
| R1 |
12,308 |
12,308 |
12,281 |
12,325 |
| PP |
12,263 |
12,263 |
12,263 |
12,272 |
| S1 |
12,229 |
12,229 |
12,267 |
12,246 |
| S2 |
12,184 |
12,184 |
12,260 |
|
| S3 |
12,105 |
12,150 |
12,252 |
|
| S4 |
12,026 |
12,071 |
12,231 |
|
|
| 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 |
12,297 |
12,059 |
238 |
1.9% |
87 |
0.7% |
90% |
True |
False |
20 |
| 10 |
12,297 |
12,059 |
238 |
1.9% |
71 |
0.6% |
90% |
True |
False |
22 |
| 20 |
12,297 |
11,985 |
312 |
2.5% |
52 |
0.4% |
93% |
True |
False |
18 |
| 40 |
12,297 |
11,677 |
620 |
5.1% |
43 |
0.3% |
96% |
True |
False |
16 |
| 60 |
12,297 |
11,399 |
898 |
7.3% |
33 |
0.3% |
97% |
True |
False |
16 |
| 80 |
12,297 |
11,017 |
1,280 |
10.4% |
25 |
0.2% |
98% |
True |
False |
12 |
| 100 |
12,297 |
10,934 |
1,363 |
11.1% |
20 |
0.2% |
98% |
True |
False |
9 |
| 120 |
12,297 |
10,928 |
1,369 |
11.2% |
16 |
0.1% |
98% |
True |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,633 |
|
2.618 |
12,504 |
|
1.618 |
12,425 |
|
1.000 |
12,376 |
|
0.618 |
12,346 |
|
HIGH |
12,297 |
|
0.618 |
12,267 |
|
0.500 |
12,258 |
|
0.382 |
12,248 |
|
LOW |
12,218 |
|
0.618 |
12,169 |
|
1.000 |
12,139 |
|
1.618 |
12,090 |
|
2.618 |
12,011 |
|
4.250 |
11,882 |
|
|
| Fisher Pivots for day following 07-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,269 |
12,242 |
| PP |
12,263 |
12,210 |
| S1 |
12,258 |
12,178 |
|