| Trading Metrics calculated at close of trading on 10-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2006 |
10-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
12,174.70 |
12,102.74 |
-71.96 |
-0.6% |
11,985.16 |
| High |
12,187.03 |
12,127.08 |
-59.95 |
-0.5% |
12,196.32 |
| Low |
12,090.10 |
12,074.01 |
-16.09 |
-0.1% |
11,984.76 |
| Close |
12,103.30 |
12,108.43 |
5.13 |
0.0% |
12,108.43 |
| Range |
96.93 |
53.07 |
-43.86 |
-45.2% |
211.56 |
| ATR |
88.48 |
85.95 |
-2.53 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,262.38 |
12,238.48 |
12,137.62 |
|
| R3 |
12,209.31 |
12,185.41 |
12,123.02 |
|
| R2 |
12,156.24 |
12,156.24 |
12,118.16 |
|
| R1 |
12,132.34 |
12,132.34 |
12,113.29 |
12,144.29 |
| PP |
12,103.17 |
12,103.17 |
12,103.17 |
12,109.15 |
| S1 |
12,079.27 |
12,079.27 |
12,103.57 |
12,091.22 |
| S2 |
12,050.10 |
12,050.10 |
12,098.70 |
|
| S3 |
11,997.03 |
12,026.20 |
12,093.84 |
|
| S4 |
11,943.96 |
11,973.13 |
12,079.24 |
|
|
| Weekly Pivots for week ending 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,731.18 |
12,631.37 |
12,224.79 |
|
| R3 |
12,519.62 |
12,419.81 |
12,166.61 |
|
| R2 |
12,308.06 |
12,308.06 |
12,147.22 |
|
| R1 |
12,208.25 |
12,208.25 |
12,127.82 |
12,258.16 |
| PP |
12,096.50 |
12,096.50 |
12,096.50 |
12,121.46 |
| S1 |
11,996.69 |
11,996.69 |
12,089.04 |
12,046.60 |
| S2 |
11,884.94 |
11,884.94 |
12,069.64 |
|
| S3 |
11,673.38 |
11,785.13 |
12,050.25 |
|
| S4 |
11,461.82 |
11,573.57 |
11,992.07 |
|
|
| 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 |
11,984.76 |
211.56 |
1.7% |
93.81 |
0.8% |
58% |
False |
False |
|
| 10 |
12,196.32 |
11,965.31 |
231.01 |
1.9% |
89.10 |
0.7% |
62% |
False |
False |
|
| 20 |
12,196.32 |
11,887.19 |
309.13 |
2.6% |
87.04 |
0.7% |
72% |
False |
False |
|
| 40 |
12,196.32 |
11,474.56 |
721.76 |
6.0% |
84.05 |
0.7% |
88% |
False |
False |
|
| 60 |
12,196.32 |
11,260.28 |
936.04 |
7.7% |
81.08 |
0.7% |
91% |
False |
False |
|
| 80 |
12,196.32 |
10,838.85 |
1,357.47 |
11.2% |
89.84 |
0.7% |
94% |
False |
False |
|
| 100 |
12,196.32 |
10,683.32 |
1,513.00 |
12.5% |
96.96 |
0.8% |
94% |
False |
False |
|
| 120 |
12,196.32 |
10,683.32 |
1,513.00 |
12.5% |
103.64 |
0.9% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,352.63 |
|
2.618 |
12,266.02 |
|
1.618 |
12,212.95 |
|
1.000 |
12,180.15 |
|
0.618 |
12,159.88 |
|
HIGH |
12,127.08 |
|
0.618 |
12,106.81 |
|
0.500 |
12,100.55 |
|
0.382 |
12,094.28 |
|
LOW |
12,074.01 |
|
0.618 |
12,041.21 |
|
1.000 |
12,020.94 |
|
1.618 |
11,988.14 |
|
2.618 |
11,935.07 |
|
4.250 |
11,848.46 |
|
|
| Fisher Pivots for day following 10-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,105.80 |
12,133.88 |
| PP |
12,103.17 |
12,125.40 |
| S1 |
12,100.55 |
12,116.91 |
|