Trading Metrics calculated at close of trading on 01-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2006 |
01-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,086.18 |
12,080.25 |
-5.93 |
0.0% |
12,001.33 |
High |
12,113.39 |
12,123.96 |
10.57 |
0.1% |
12,167.02 |
Low |
12,025.34 |
12,007.17 |
-18.17 |
-0.2% |
11,971.79 |
Close |
12,080.73 |
12,031.02 |
-49.71 |
-0.4% |
12,090.26 |
Range |
88.05 |
116.79 |
28.74 |
32.6% |
195.23 |
ATR |
82.25 |
84.72 |
2.47 |
3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,404.42 |
12,334.51 |
12,095.25 |
|
R3 |
12,287.63 |
12,217.72 |
12,063.14 |
|
R2 |
12,170.84 |
12,170.84 |
12,052.43 |
|
R1 |
12,100.93 |
12,100.93 |
12,041.73 |
12,077.49 |
PP |
12,054.05 |
12,054.05 |
12,054.05 |
12,042.33 |
S1 |
11,984.14 |
11,984.14 |
12,020.31 |
11,960.70 |
S2 |
11,937.26 |
11,937.26 |
12,009.61 |
|
S3 |
11,820.47 |
11,867.35 |
11,998.90 |
|
S4 |
11,703.68 |
11,750.56 |
11,966.79 |
|
|
Weekly Pivots for week ending 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,662.05 |
12,571.38 |
12,197.64 |
|
R3 |
12,466.82 |
12,376.15 |
12,143.95 |
|
R2 |
12,271.59 |
12,271.59 |
12,126.05 |
|
R1 |
12,180.92 |
12,180.92 |
12,108.16 |
12,226.26 |
PP |
12,076.36 |
12,076.36 |
12,076.36 |
12,099.02 |
S1 |
11,985.69 |
11,985.69 |
12,072.36 |
12,031.03 |
S2 |
11,881.13 |
11,881.13 |
12,054.47 |
|
S3 |
11,685.90 |
11,790.46 |
12,036.57 |
|
S4 |
11,490.67 |
11,595.23 |
11,982.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,167.02 |
12,007.17 |
159.85 |
1.3% |
86.88 |
0.7% |
15% |
False |
True |
|
10 |
12,167.02 |
11,941.94 |
225.08 |
1.9% |
87.65 |
0.7% |
40% |
False |
False |
|
20 |
12,167.02 |
11,794.17 |
372.85 |
3.1% |
79.14 |
0.7% |
64% |
False |
False |
|
40 |
12,167.02 |
11,323.84 |
843.18 |
7.0% |
83.05 |
0.7% |
84% |
False |
False |
|
60 |
12,167.02 |
11,042.64 |
1,124.38 |
9.3% |
84.26 |
0.7% |
88% |
False |
False |
|
80 |
12,167.02 |
10,683.32 |
1,483.70 |
12.3% |
95.27 |
0.8% |
91% |
False |
False |
|
100 |
12,167.02 |
10,683.32 |
1,483.70 |
12.3% |
100.38 |
0.8% |
91% |
False |
False |
|
120 |
12,167.02 |
10,683.32 |
1,483.70 |
12.3% |
105.75 |
0.9% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,620.32 |
2.618 |
12,429.72 |
1.618 |
12,312.93 |
1.000 |
12,240.75 |
0.618 |
12,196.14 |
HIGH |
12,123.96 |
0.618 |
12,079.35 |
0.500 |
12,065.57 |
0.382 |
12,051.78 |
LOW |
12,007.17 |
0.618 |
11,934.99 |
1.000 |
11,890.38 |
1.618 |
11,818.20 |
2.618 |
11,701.41 |
4.250 |
11,510.81 |
|
|
Fisher Pivots for day following 01-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,065.57 |
12,065.57 |
PP |
12,054.05 |
12,054.05 |
S1 |
12,042.54 |
12,042.54 |
|