Trading Metrics calculated at close of trading on 06-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2006 |
06-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,018.30 |
11,985.16 |
-33.14 |
-0.3% |
12,089.14 |
High |
12,061.52 |
12,117.71 |
56.19 |
0.5% |
12,123.96 |
Low |
11,965.31 |
11,984.76 |
19.45 |
0.2% |
11,965.31 |
Close |
11,986.04 |
12,105.55 |
119.51 |
1.0% |
11,986.04 |
Range |
96.21 |
132.95 |
36.74 |
38.2% |
158.65 |
ATR |
83.47 |
87.01 |
3.53 |
4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,468.19 |
12,419.82 |
12,178.67 |
|
R3 |
12,335.24 |
12,286.87 |
12,142.11 |
|
R2 |
12,202.29 |
12,202.29 |
12,129.92 |
|
R1 |
12,153.92 |
12,153.92 |
12,117.74 |
12,178.11 |
PP |
12,069.34 |
12,069.34 |
12,069.34 |
12,081.43 |
S1 |
12,020.97 |
12,020.97 |
12,093.36 |
12,045.16 |
S2 |
11,936.39 |
11,936.39 |
12,081.18 |
|
S3 |
11,803.44 |
11,888.02 |
12,068.99 |
|
S4 |
11,670.49 |
11,755.07 |
12,032.43 |
|
|
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% |
97.51 |
0.8% |
88% |
False |
False |
|
10 |
12,167.02 |
11,965.31 |
201.71 |
1.7% |
83.81 |
0.7% |
70% |
False |
False |
|
20 |
12,167.02 |
11,794.17 |
372.85 |
3.1% |
84.60 |
0.7% |
84% |
False |
False |
|
40 |
12,167.02 |
11,395.71 |
771.31 |
6.4% |
84.31 |
0.7% |
92% |
False |
False |
|
60 |
12,167.02 |
11,079.78 |
1,087.24 |
9.0% |
82.97 |
0.7% |
94% |
False |
False |
|
80 |
12,167.02 |
10,683.32 |
1,483.70 |
12.3% |
92.79 |
0.8% |
96% |
False |
False |
|
100 |
12,167.02 |
10,683.32 |
1,483.70 |
12.3% |
98.23 |
0.8% |
96% |
False |
False |
|
120 |
12,167.02 |
10,683.32 |
1,483.70 |
12.3% |
104.72 |
0.9% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,682.75 |
2.618 |
12,465.77 |
1.618 |
12,332.82 |
1.000 |
12,250.66 |
0.618 |
12,199.87 |
HIGH |
12,117.71 |
0.618 |
12,066.92 |
0.500 |
12,051.24 |
0.382 |
12,035.55 |
LOW |
11,984.76 |
0.618 |
11,902.60 |
1.000 |
11,851.81 |
1.618 |
11,769.65 |
2.618 |
11,636.70 |
4.250 |
11,419.72 |
|
|
Fisher Pivots for day following 06-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,087.45 |
12,084.20 |
PP |
12,069.34 |
12,062.86 |
S1 |
12,051.24 |
12,041.51 |
|