| Trading Metrics calculated at close of trading on 08-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2006 |
08-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
12,104.75 |
12,147.38 |
42.63 |
0.4% |
12,089.14 |
| High |
12,196.32 |
12,193.75 |
-2.57 |
0.0% |
12,123.96 |
| Low |
12,101.06 |
12,102.90 |
1.84 |
0.0% |
11,965.31 |
| Close |
12,156.77 |
12,176.54 |
19.77 |
0.2% |
11,986.04 |
| Range |
95.26 |
90.85 |
-4.41 |
-4.6% |
158.65 |
| ATR |
87.59 |
87.83 |
0.23 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,430.28 |
12,394.26 |
12,226.51 |
|
| R3 |
12,339.43 |
12,303.41 |
12,201.52 |
|
| R2 |
12,248.58 |
12,248.58 |
12,193.20 |
|
| R1 |
12,212.56 |
12,212.56 |
12,184.87 |
12,230.57 |
| PP |
12,157.73 |
12,157.73 |
12,157.73 |
12,166.74 |
| S1 |
12,121.71 |
12,121.71 |
12,168.21 |
12,139.72 |
| S2 |
12,066.88 |
12,066.88 |
12,159.88 |
|
| S3 |
11,976.03 |
12,030.86 |
12,151.56 |
|
| S4 |
11,885.18 |
11,940.01 |
12,126.57 |
|
|
| 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 |
12,196.32 |
11,965.31 |
231.01 |
1.9% |
93.76 |
0.8% |
91% |
False |
False |
|
| 10 |
12,196.32 |
11,965.31 |
231.01 |
1.9% |
90.32 |
0.7% |
91% |
False |
False |
|
| 20 |
12,196.32 |
11,854.05 |
342.27 |
2.8% |
87.40 |
0.7% |
94% |
False |
False |
|
| 40 |
12,196.32 |
11,474.56 |
721.76 |
5.9% |
83.76 |
0.7% |
97% |
False |
False |
|
| 60 |
12,196.32 |
11,224.91 |
971.41 |
8.0% |
81.75 |
0.7% |
98% |
False |
False |
|
| 80 |
12,196.32 |
10,797.39 |
1,398.93 |
11.5% |
92.39 |
0.8% |
99% |
False |
False |
|
| 100 |
12,196.32 |
10,683.32 |
1,513.00 |
12.4% |
97.97 |
0.8% |
99% |
False |
False |
|
| 120 |
12,196.32 |
10,683.32 |
1,513.00 |
12.4% |
104.40 |
0.9% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,579.86 |
|
2.618 |
12,431.60 |
|
1.618 |
12,340.75 |
|
1.000 |
12,284.60 |
|
0.618 |
12,249.90 |
|
HIGH |
12,193.75 |
|
0.618 |
12,159.05 |
|
0.500 |
12,148.33 |
|
0.382 |
12,137.60 |
|
LOW |
12,102.90 |
|
0.618 |
12,046.75 |
|
1.000 |
12,012.05 |
|
1.618 |
11,955.90 |
|
2.618 |
11,865.05 |
|
4.250 |
11,716.79 |
|
|
| Fisher Pivots for day following 08-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,167.14 |
12,147.87 |
| PP |
12,157.73 |
12,119.21 |
| S1 |
12,148.33 |
12,090.54 |
|