Trading Metrics calculated at close of trading on 03-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2006 |
03-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,023.98 |
12,018.30 |
-5.68 |
0.0% |
12,089.14 |
High |
12,032.55 |
12,061.52 |
28.97 |
0.2% |
12,123.96 |
Low |
11,979.00 |
11,965.31 |
-13.69 |
-0.1% |
11,965.31 |
Close |
12,018.54 |
11,986.04 |
-32.50 |
-0.3% |
11,986.04 |
Range |
53.55 |
96.21 |
42.66 |
79.7% |
158.65 |
ATR |
82.49 |
83.47 |
0.98 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,292.92 |
12,235.69 |
12,038.96 |
|
R3 |
12,196.71 |
12,139.48 |
12,012.50 |
|
R2 |
12,100.50 |
12,100.50 |
12,003.68 |
|
R1 |
12,043.27 |
12,043.27 |
11,994.86 |
12,023.78 |
PP |
12,004.29 |
12,004.29 |
12,004.29 |
11,994.55 |
S1 |
11,947.06 |
11,947.06 |
11,977.22 |
11,927.57 |
S2 |
11,908.08 |
11,908.08 |
11,968.40 |
|
S3 |
11,811.87 |
11,850.85 |
11,959.58 |
|
S4 |
11,715.66 |
11,754.64 |
11,933.12 |
|
|
Weekly Pivots for week ending 03-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,501.05 |
12,402.20 |
12,073.30 |
|
R3 |
12,342.40 |
12,243.55 |
12,029.67 |
|
R2 |
12,183.75 |
12,183.75 |
12,015.13 |
|
R1 |
12,084.90 |
12,084.90 |
12,000.58 |
12,055.00 |
PP |
12,025.10 |
12,025.10 |
12,025.10 |
12,010.16 |
S1 |
11,926.25 |
11,926.25 |
11,971.50 |
11,896.35 |
S2 |
11,866.45 |
11,866.45 |
11,956.95 |
|
S3 |
11,707.80 |
11,767.60 |
11,942.41 |
|
S4 |
11,549.15 |
11,608.95 |
11,898.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,123.96 |
11,965.31 |
158.65 |
1.3% |
84.38 |
0.7% |
13% |
False |
True |
|
10 |
12,167.02 |
11,965.31 |
201.71 |
1.7% |
85.85 |
0.7% |
10% |
False |
True |
|
20 |
12,167.02 |
11,794.17 |
372.85 |
3.1% |
80.94 |
0.7% |
51% |
False |
False |
|
40 |
12,167.02 |
11,342.17 |
824.85 |
6.9% |
82.97 |
0.7% |
78% |
False |
False |
|
60 |
12,167.02 |
11,042.64 |
1,124.38 |
9.4% |
82.06 |
0.7% |
84% |
False |
False |
|
80 |
12,167.02 |
10,683.32 |
1,483.70 |
12.4% |
92.97 |
0.8% |
88% |
False |
False |
|
100 |
12,167.02 |
10,683.32 |
1,483.70 |
12.4% |
99.09 |
0.8% |
88% |
False |
False |
|
120 |
12,167.02 |
10,683.32 |
1,483.70 |
12.4% |
105.58 |
0.9% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,470.41 |
2.618 |
12,313.40 |
1.618 |
12,217.19 |
1.000 |
12,157.73 |
0.618 |
12,120.98 |
HIGH |
12,061.52 |
0.618 |
12,024.77 |
0.500 |
12,013.42 |
0.382 |
12,002.06 |
LOW |
11,965.31 |
0.618 |
11,905.85 |
1.000 |
11,869.10 |
1.618 |
11,809.64 |
2.618 |
11,713.43 |
4.250 |
11,556.42 |
|
|
Fisher Pivots for day following 03-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,013.42 |
12,044.64 |
PP |
12,004.29 |
12,025.10 |
S1 |
11,995.17 |
12,005.57 |
|