| Trading Metrics calculated at close of trading on 08-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2006 |
08-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
12,263 |
12,230 |
-33 |
-0.3% |
12,208 |
| High |
12,297 |
12,295 |
-2 |
0.0% |
12,237 |
| Low |
12,218 |
12,214 |
-4 |
0.0% |
12,059 |
| Close |
12,274 |
12,294 |
20 |
0.2% |
12,094 |
| Range |
79 |
81 |
2 |
2.5% |
178 |
| ATR |
68 |
69 |
1 |
1.3% |
0 |
| Volume |
45 |
23 |
-22 |
-48.9% |
114 |
|
| Daily Pivots for day following 08-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,511 |
12,483 |
12,339 |
|
| R3 |
12,430 |
12,402 |
12,316 |
|
| R2 |
12,349 |
12,349 |
12,309 |
|
| R1 |
12,321 |
12,321 |
12,302 |
12,335 |
| PP |
12,268 |
12,268 |
12,268 |
12,275 |
| S1 |
12,240 |
12,240 |
12,287 |
12,254 |
| S2 |
12,187 |
12,187 |
12,279 |
|
| S3 |
12,106 |
12,159 |
12,272 |
|
| S4 |
12,025 |
12,078 |
12,250 |
|
|
| 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% |
85 |
0.7% |
99% |
False |
False |
20 |
| 10 |
12,297 |
12,059 |
238 |
1.9% |
71 |
0.6% |
99% |
False |
False |
23 |
| 20 |
12,297 |
12,025 |
272 |
2.2% |
56 |
0.5% |
99% |
False |
False |
19 |
| 40 |
12,297 |
11,677 |
620 |
5.0% |
45 |
0.4% |
100% |
False |
False |
16 |
| 60 |
12,297 |
11,450 |
847 |
6.9% |
34 |
0.3% |
100% |
False |
False |
16 |
| 80 |
12,297 |
11,057 |
1,240 |
10.1% |
26 |
0.2% |
100% |
False |
False |
12 |
| 100 |
12,297 |
10,934 |
1,363 |
11.1% |
20 |
0.2% |
100% |
False |
False |
9 |
| 120 |
12,297 |
10,928 |
1,369 |
11.1% |
17 |
0.1% |
100% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,639 |
|
2.618 |
12,507 |
|
1.618 |
12,426 |
|
1.000 |
12,376 |
|
0.618 |
12,345 |
|
HIGH |
12,295 |
|
0.618 |
12,264 |
|
0.500 |
12,255 |
|
0.382 |
12,245 |
|
LOW |
12,214 |
|
0.618 |
12,164 |
|
1.000 |
12,133 |
|
1.618 |
12,083 |
|
2.618 |
12,002 |
|
4.250 |
11,870 |
|
|
| Fisher Pivots for day following 08-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,281 |
12,266 |
| PP |
12,268 |
12,238 |
| S1 |
12,255 |
12,210 |
|