| Trading Metrics calculated at close of trading on 16-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2006 |
16-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
12,342 |
12,370 |
28 |
0.2% |
12,122 |
| High |
12,400 |
12,440 |
40 |
0.3% |
12,297 |
| Low |
12,314 |
12,370 |
56 |
0.5% |
12,122 |
| Close |
12,376 |
12,438 |
62 |
0.5% |
12,219 |
| Range |
86 |
70 |
-16 |
-18.6% |
175 |
| ATR |
75 |
75 |
0 |
-0.5% |
0 |
| Volume |
91 |
68 |
-23 |
-25.3% |
102 |
|
| Daily Pivots for day following 16-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,626 |
12,602 |
12,477 |
|
| R3 |
12,556 |
12,532 |
12,457 |
|
| R2 |
12,486 |
12,486 |
12,451 |
|
| R1 |
12,462 |
12,462 |
12,445 |
12,474 |
| PP |
12,416 |
12,416 |
12,416 |
12,422 |
| S1 |
12,392 |
12,392 |
12,432 |
12,404 |
| S2 |
12,346 |
12,346 |
12,425 |
|
| S3 |
12,276 |
12,322 |
12,419 |
|
| S4 |
12,206 |
12,252 |
12,400 |
|
|
| 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 |
12,440 |
12,180 |
260 |
2.1% |
83 |
0.7% |
99% |
True |
False |
50 |
| 10 |
12,440 |
12,059 |
381 |
3.1% |
88 |
0.7% |
99% |
True |
False |
36 |
| 20 |
12,440 |
12,059 |
381 |
3.1% |
71 |
0.6% |
99% |
True |
False |
27 |
| 40 |
12,440 |
11,677 |
763 |
6.1% |
55 |
0.4% |
100% |
True |
False |
22 |
| 60 |
12,440 |
11,452 |
988 |
7.9% |
41 |
0.3% |
100% |
True |
False |
18 |
| 80 |
12,440 |
11,267 |
1,173 |
9.4% |
32 |
0.3% |
100% |
True |
False |
15 |
| 100 |
12,440 |
10,934 |
1,506 |
12.1% |
25 |
0.2% |
100% |
True |
False |
12 |
| 120 |
12,440 |
10,928 |
1,512 |
12.2% |
21 |
0.2% |
100% |
True |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,738 |
|
2.618 |
12,623 |
|
1.618 |
12,553 |
|
1.000 |
12,510 |
|
0.618 |
12,483 |
|
HIGH |
12,440 |
|
0.618 |
12,413 |
|
0.500 |
12,405 |
|
0.382 |
12,397 |
|
LOW |
12,370 |
|
0.618 |
12,327 |
|
1.000 |
12,300 |
|
1.618 |
12,257 |
|
2.618 |
12,187 |
|
4.250 |
12,073 |
|
|
| Fisher Pivots for day following 16-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,427 |
12,402 |
| PP |
12,416 |
12,367 |
| S1 |
12,405 |
12,331 |
|