| Trading Metrics calculated at close of trading on 10-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2006 |
10-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
12,279 |
12,200 |
-79 |
-0.6% |
12,122 |
| High |
12,279 |
12,239 |
-40 |
-0.3% |
12,297 |
| Low |
12,203 |
12,180 |
-23 |
-0.2% |
12,122 |
| Close |
12,227 |
12,219 |
-8 |
-0.1% |
12,219 |
| Range |
76 |
59 |
-17 |
-22.4% |
175 |
| ATR |
71 |
70 |
-1 |
-1.2% |
0 |
| Volume |
12 |
14 |
2 |
16.7% |
102 |
|
| Daily Pivots for day following 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,390 |
12,363 |
12,252 |
|
| R3 |
12,331 |
12,304 |
12,235 |
|
| R2 |
12,272 |
12,272 |
12,230 |
|
| R1 |
12,245 |
12,245 |
12,225 |
12,259 |
| PP |
12,213 |
12,213 |
12,213 |
12,219 |
| S1 |
12,186 |
12,186 |
12,214 |
12,200 |
| S2 |
12,154 |
12,154 |
12,208 |
|
| S3 |
12,095 |
12,127 |
12,203 |
|
| S4 |
12,036 |
12,068 |
12,187 |
|
|
| Weekly Pivots for week ending 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,738 |
12,653 |
12,315 |
|
| R3 |
12,563 |
12,478 |
12,267 |
|
| R2 |
12,388 |
12,388 |
12,251 |
|
| R1 |
12,303 |
12,303 |
12,235 |
12,346 |
| PP |
12,213 |
12,213 |
12,213 |
12,234 |
| S1 |
12,128 |
12,128 |
12,203 |
12,171 |
| S2 |
12,038 |
12,038 |
12,187 |
|
| S3 |
11,863 |
11,953 |
12,171 |
|
| S4 |
11,688 |
11,778 |
12,123 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,297 |
12,122 |
175 |
1.4% |
79 |
0.6% |
55% |
False |
False |
20 |
| 10 |
12,297 |
12,059 |
238 |
1.9% |
77 |
0.6% |
67% |
False |
False |
21 |
| 20 |
12,297 |
12,035 |
262 |
2.1% |
58 |
0.5% |
70% |
False |
False |
18 |
| 40 |
12,297 |
11,677 |
620 |
5.1% |
48 |
0.4% |
87% |
False |
False |
17 |
| 60 |
12,297 |
11,452 |
845 |
6.9% |
35 |
0.3% |
91% |
False |
False |
15 |
| 80 |
12,297 |
11,057 |
1,240 |
10.1% |
27 |
0.2% |
94% |
False |
False |
12 |
| 100 |
12,297 |
10,934 |
1,363 |
11.2% |
22 |
0.2% |
94% |
False |
False |
10 |
| 120 |
12,297 |
10,928 |
1,369 |
11.2% |
18 |
0.1% |
94% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,490 |
|
2.618 |
12,394 |
|
1.618 |
12,335 |
|
1.000 |
12,298 |
|
0.618 |
12,276 |
|
HIGH |
12,239 |
|
0.618 |
12,217 |
|
0.500 |
12,210 |
|
0.382 |
12,203 |
|
LOW |
12,180 |
|
0.618 |
12,144 |
|
1.000 |
12,121 |
|
1.618 |
12,085 |
|
2.618 |
12,026 |
|
4.250 |
11,929 |
|
|
| Fisher Pivots for day following 10-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,216 |
12,238 |
| PP |
12,213 |
12,231 |
| S1 |
12,210 |
12,225 |
|