| Trading Metrics calculated at close of trading on 13-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2006 |
13-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1,395.5 |
1,396.5 |
1.0 |
0.1% |
1,392.5 |
| High |
1,397.0 |
1,403.0 |
6.0 |
0.4% |
1,405.0 |
| Low |
1,392.3 |
1,394.6 |
2.3 |
0.2% |
1,392.3 |
| Close |
1,396.6 |
1,399.8 |
3.2 |
0.2% |
1,396.6 |
| Range |
4.7 |
8.4 |
3.7 |
78.7% |
12.7 |
| ATR |
9.0 |
8.9 |
0.0 |
-0.5% |
0.0 |
| Volume |
3,990 |
2,827 |
-1,163 |
-29.1% |
12,754 |
|
| Daily Pivots for day following 13-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,424.3 |
1,420.5 |
1,404.4 |
|
| R3 |
1,415.9 |
1,412.1 |
1,402.1 |
|
| R2 |
1,407.5 |
1,407.5 |
1,401.3 |
|
| R1 |
1,403.7 |
1,403.7 |
1,400.6 |
1,405.6 |
| PP |
1,399.1 |
1,399.1 |
1,399.1 |
1,400.1 |
| S1 |
1,395.3 |
1,395.3 |
1,399.0 |
1,397.2 |
| S2 |
1,390.7 |
1,390.7 |
1,398.3 |
|
| S3 |
1,382.3 |
1,386.9 |
1,397.5 |
|
| S4 |
1,373.9 |
1,378.5 |
1,395.2 |
|
|
| Weekly Pivots for week ending 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,436.1 |
1,429.0 |
1,403.6 |
|
| R3 |
1,423.4 |
1,416.3 |
1,400.1 |
|
| R2 |
1,410.7 |
1,410.7 |
1,398.9 |
|
| R1 |
1,403.6 |
1,403.6 |
1,397.8 |
1,407.2 |
| PP |
1,398.0 |
1,398.0 |
1,398.0 |
1,399.7 |
| S1 |
1,390.9 |
1,390.9 |
1,395.4 |
1,394.5 |
| S2 |
1,385.3 |
1,385.3 |
1,394.3 |
|
| S3 |
1,372.6 |
1,378.2 |
1,393.1 |
|
| S4 |
1,359.9 |
1,365.5 |
1,389.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,405.0 |
1,392.3 |
12.7 |
0.9% |
8.8 |
0.6% |
59% |
False |
False |
3,026 |
| 10 |
1,405.0 |
1,377.5 |
27.5 |
2.0% |
8.7 |
0.6% |
81% |
False |
False |
2,388 |
| 20 |
1,407.0 |
1,377.5 |
29.5 |
2.1% |
8.2 |
0.6% |
76% |
False |
False |
1,553 |
| 40 |
1,407.0 |
1,332.0 |
75.0 |
5.4% |
7.6 |
0.5% |
90% |
False |
False |
906 |
| 60 |
1,407.0 |
1,316.9 |
90.1 |
6.4% |
5.4 |
0.4% |
92% |
False |
False |
636 |
| 80 |
1,407.0 |
1,287.7 |
119.3 |
8.5% |
4.2 |
0.3% |
94% |
False |
False |
493 |
| 100 |
1,407.0 |
1,262.2 |
144.8 |
10.3% |
3.5 |
0.3% |
95% |
False |
False |
395 |
| 120 |
1,407.0 |
1,253.3 |
153.7 |
11.0% |
3.1 |
0.2% |
95% |
False |
False |
332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,438.7 |
|
2.618 |
1,425.0 |
|
1.618 |
1,416.6 |
|
1.000 |
1,411.4 |
|
0.618 |
1,408.2 |
|
HIGH |
1,403.0 |
|
0.618 |
1,399.8 |
|
0.500 |
1,398.8 |
|
0.382 |
1,397.8 |
|
LOW |
1,394.6 |
|
0.618 |
1,389.4 |
|
1.000 |
1,386.2 |
|
1.618 |
1,381.0 |
|
2.618 |
1,372.6 |
|
4.250 |
1,358.9 |
|
|
| Fisher Pivots for day following 13-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1,399.5 |
1,399.4 |
| PP |
1,399.1 |
1,399.0 |
| S1 |
1,398.8 |
1,398.7 |
|