| Trading Metrics calculated at close of trading on 15-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2006 |
15-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
12,132.44 |
12,214.37 |
81.93 |
0.7% |
11,985.16 |
| High |
12,228.01 |
12,291.73 |
63.72 |
0.5% |
12,196.32 |
| Low |
12,084.97 |
12,205.76 |
120.79 |
1.0% |
11,984.76 |
| Close |
12,218.01 |
12,251.71 |
33.70 |
0.3% |
12,108.43 |
| Range |
143.04 |
85.97 |
-57.07 |
-39.9% |
211.56 |
| ATR |
89.62 |
89.36 |
-0.26 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,507.64 |
12,465.65 |
12,298.99 |
|
| R3 |
12,421.67 |
12,379.68 |
12,275.35 |
|
| R2 |
12,335.70 |
12,335.70 |
12,267.47 |
|
| R1 |
12,293.71 |
12,293.71 |
12,259.59 |
12,314.71 |
| PP |
12,249.73 |
12,249.73 |
12,249.73 |
12,260.23 |
| S1 |
12,207.74 |
12,207.74 |
12,243.83 |
12,228.74 |
| S2 |
12,163.76 |
12,163.76 |
12,235.95 |
|
| S3 |
12,077.79 |
12,121.77 |
12,228.07 |
|
| S4 |
11,991.82 |
12,035.80 |
12,204.43 |
|
|
| 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 |
12,291.73 |
12,074.01 |
217.72 |
1.8% |
91.78 |
0.7% |
82% |
True |
False |
|
| 10 |
12,291.73 |
11,965.31 |
326.42 |
2.7% |
92.77 |
0.8% |
88% |
True |
False |
|
| 20 |
12,291.73 |
11,941.94 |
349.79 |
2.9% |
90.21 |
0.7% |
89% |
True |
False |
|
| 40 |
12,291.73 |
11,474.56 |
817.17 |
6.7% |
86.06 |
0.7% |
95% |
True |
False |
|
| 60 |
12,291.73 |
11,260.28 |
1,031.45 |
8.4% |
82.85 |
0.7% |
96% |
True |
False |
|
| 80 |
12,291.73 |
11,042.64 |
1,249.09 |
10.2% |
88.15 |
0.7% |
97% |
True |
False |
|
| 100 |
12,291.73 |
10,683.32 |
1,608.41 |
13.1% |
97.37 |
0.8% |
98% |
True |
False |
|
| 120 |
12,291.73 |
10,683.32 |
1,608.41 |
13.1% |
103.63 |
0.8% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,657.10 |
|
2.618 |
12,516.80 |
|
1.618 |
12,430.83 |
|
1.000 |
12,377.70 |
|
0.618 |
12,344.86 |
|
HIGH |
12,291.73 |
|
0.618 |
12,258.89 |
|
0.500 |
12,248.75 |
|
0.382 |
12,238.60 |
|
LOW |
12,205.76 |
|
0.618 |
12,152.63 |
|
1.000 |
12,119.79 |
|
1.618 |
12,066.66 |
|
2.618 |
11,980.69 |
|
4.250 |
11,840.39 |
|
|
| Fisher Pivots for day following 15-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,250.72 |
12,230.56 |
| PP |
12,249.73 |
12,209.42 |
| S1 |
12,248.75 |
12,188.27 |
|