Trading Metrics calculated at close of trading on 02-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2006 |
02-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,080.25 |
12,023.98 |
-56.27 |
-0.5% |
12,001.33 |
High |
12,123.96 |
12,032.55 |
-91.41 |
-0.8% |
12,167.02 |
Low |
12,007.17 |
11,979.00 |
-28.17 |
-0.2% |
11,971.79 |
Close |
12,031.02 |
12,018.54 |
-12.48 |
-0.1% |
12,090.26 |
Range |
116.79 |
53.55 |
-63.24 |
-54.1% |
195.23 |
ATR |
84.72 |
82.49 |
-2.23 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,170.68 |
12,148.16 |
12,047.99 |
|
R3 |
12,117.13 |
12,094.61 |
12,033.27 |
|
R2 |
12,063.58 |
12,063.58 |
12,028.36 |
|
R1 |
12,041.06 |
12,041.06 |
12,023.45 |
12,025.55 |
PP |
12,010.03 |
12,010.03 |
12,010.03 |
12,002.27 |
S1 |
11,987.51 |
11,987.51 |
12,013.63 |
11,972.00 |
S2 |
11,956.48 |
11,956.48 |
12,008.72 |
|
S3 |
11,902.93 |
11,933.96 |
12,003.81 |
|
S4 |
11,849.38 |
11,880.41 |
11,989.09 |
|
|
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 |
12,164.86 |
11,979.00 |
185.86 |
1.5% |
83.41 |
0.7% |
21% |
False |
True |
|
10 |
12,167.02 |
11,941.94 |
225.08 |
1.9% |
86.92 |
0.7% |
34% |
False |
False |
|
20 |
12,167.02 |
11,794.17 |
372.85 |
3.1% |
79.38 |
0.7% |
60% |
False |
False |
|
40 |
12,167.02 |
11,331.04 |
835.98 |
7.0% |
82.36 |
0.7% |
82% |
False |
False |
|
60 |
12,167.02 |
11,042.64 |
1,124.38 |
9.4% |
82.11 |
0.7% |
87% |
False |
False |
|
80 |
12,167.02 |
10,683.32 |
1,483.70 |
12.3% |
94.01 |
0.8% |
90% |
False |
False |
|
100 |
12,167.02 |
10,683.32 |
1,483.70 |
12.3% |
99.31 |
0.8% |
90% |
False |
False |
|
120 |
12,167.02 |
10,683.32 |
1,483.70 |
12.3% |
105.34 |
0.9% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,260.14 |
2.618 |
12,172.74 |
1.618 |
12,119.19 |
1.000 |
12,086.10 |
0.618 |
12,065.64 |
HIGH |
12,032.55 |
0.618 |
12,012.09 |
0.500 |
12,005.78 |
0.382 |
11,999.46 |
LOW |
11,979.00 |
0.618 |
11,945.91 |
1.000 |
11,925.45 |
1.618 |
11,892.36 |
2.618 |
11,838.81 |
4.250 |
11,751.41 |
|
|
Fisher Pivots for day following 02-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,014.29 |
12,051.48 |
PP |
12,010.03 |
12,040.50 |
S1 |
12,005.78 |
12,029.52 |
|