Trading Metrics calculated at close of trading on 09-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2006 |
09-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,147.38 |
12,174.70 |
27.32 |
0.2% |
12,089.14 |
High |
12,193.75 |
12,187.03 |
-6.72 |
-0.1% |
12,123.96 |
Low |
12,102.90 |
12,090.10 |
-12.80 |
-0.1% |
11,965.31 |
Close |
12,176.54 |
12,103.30 |
-73.24 |
-0.6% |
11,986.04 |
Range |
90.85 |
96.93 |
6.08 |
6.7% |
158.65 |
ATR |
87.83 |
88.48 |
0.65 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,417.60 |
12,357.38 |
12,156.61 |
|
R3 |
12,320.67 |
12,260.45 |
12,129.96 |
|
R2 |
12,223.74 |
12,223.74 |
12,121.07 |
|
R1 |
12,163.52 |
12,163.52 |
12,112.19 |
12,145.17 |
PP |
12,126.81 |
12,126.81 |
12,126.81 |
12,117.63 |
S1 |
12,066.59 |
12,066.59 |
12,094.41 |
12,048.24 |
S2 |
12,029.88 |
12,029.88 |
12,085.53 |
|
S3 |
11,932.95 |
11,969.66 |
12,076.64 |
|
S4 |
11,836.02 |
11,872.73 |
12,049.99 |
|
|
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% |
102.44 |
0.8% |
60% |
False |
False |
|
10 |
12,196.32 |
11,965.31 |
231.01 |
1.9% |
92.92 |
0.8% |
60% |
False |
False |
|
20 |
12,196.32 |
11,887.19 |
309.13 |
2.6% |
86.97 |
0.7% |
70% |
False |
False |
|
40 |
12,196.32 |
11,474.56 |
721.76 |
6.0% |
84.84 |
0.7% |
87% |
False |
False |
|
60 |
12,196.32 |
11,260.28 |
936.04 |
7.7% |
81.43 |
0.7% |
90% |
False |
False |
|
80 |
12,196.32 |
10,838.85 |
1,357.47 |
11.2% |
90.59 |
0.7% |
93% |
False |
False |
|
100 |
12,196.32 |
10,683.32 |
1,513.00 |
12.5% |
98.03 |
0.8% |
94% |
False |
False |
|
120 |
12,196.32 |
10,683.32 |
1,513.00 |
12.5% |
104.08 |
0.9% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,598.98 |
2.618 |
12,440.79 |
1.618 |
12,343.86 |
1.000 |
12,283.96 |
0.618 |
12,246.93 |
HIGH |
12,187.03 |
0.618 |
12,150.00 |
0.500 |
12,138.57 |
0.382 |
12,127.13 |
LOW |
12,090.10 |
0.618 |
12,030.20 |
1.000 |
11,993.17 |
1.618 |
11,933.27 |
2.618 |
11,836.34 |
4.250 |
11,678.15 |
|
|
Fisher Pivots for day following 09-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,138.57 |
12,143.21 |
PP |
12,126.81 |
12,129.91 |
S1 |
12,115.06 |
12,116.60 |
|