Trading Metrics calculated at close of trading on 30-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2006 |
30-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
12,272 |
12,208 |
-64 |
-0.5% |
12,133 |
High |
12,272 |
12,237 |
-35 |
-0.3% |
12,275 |
Low |
12,202 |
12,176 |
-26 |
-0.2% |
12,124 |
Close |
12,225 |
12,209 |
-16 |
-0.1% |
12,225 |
Range |
70 |
61 |
-9 |
-12.9% |
151 |
ATR |
55 |
55 |
0 |
0.8% |
0 |
Volume |
7 |
56 |
49 |
700.0% |
76 |
|
Daily Pivots for day following 30-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,390 |
12,361 |
12,243 |
|
R3 |
12,329 |
12,300 |
12,226 |
|
R2 |
12,268 |
12,268 |
12,220 |
|
R1 |
12,239 |
12,239 |
12,215 |
12,254 |
PP |
12,207 |
12,207 |
12,207 |
12,215 |
S1 |
12,178 |
12,178 |
12,204 |
12,193 |
S2 |
12,146 |
12,146 |
12,198 |
|
S3 |
12,085 |
12,117 |
12,192 |
|
S4 |
12,024 |
12,056 |
12,176 |
|
|
Weekly Pivots for week ending 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,661 |
12,594 |
12,308 |
|
R3 |
12,510 |
12,443 |
12,267 |
|
R2 |
12,359 |
12,359 |
12,253 |
|
R1 |
12,292 |
12,292 |
12,239 |
12,326 |
PP |
12,208 |
12,208 |
12,208 |
12,225 |
S1 |
12,141 |
12,141 |
12,211 |
12,175 |
S2 |
12,057 |
12,057 |
12,197 |
|
S3 |
11,906 |
11,990 |
12,184 |
|
S4 |
11,755 |
11,839 |
12,142 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,275 |
12,176 |
99 |
0.8% |
43 |
0.3% |
33% |
False |
True |
22 |
10 |
12,275 |
12,035 |
240 |
2.0% |
44 |
0.4% |
73% |
False |
False |
21 |
20 |
12,275 |
11,855 |
420 |
3.4% |
44 |
0.4% |
84% |
False |
False |
19 |
40 |
12,275 |
11,524 |
751 |
6.2% |
33 |
0.3% |
91% |
False |
False |
13 |
60 |
12,275 |
11,267 |
1,008 |
8.3% |
24 |
0.2% |
93% |
False |
False |
14 |
80 |
12,275 |
10,934 |
1,341 |
11.0% |
18 |
0.1% |
95% |
False |
False |
10 |
100 |
12,275 |
10,928 |
1,347 |
11.0% |
15 |
0.1% |
95% |
False |
False |
8 |
120 |
12,275 |
10,928 |
1,347 |
11.0% |
12 |
0.1% |
95% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,496 |
2.618 |
12,397 |
1.618 |
12,336 |
1.000 |
12,298 |
0.618 |
12,275 |
HIGH |
12,237 |
0.618 |
12,214 |
0.500 |
12,207 |
0.382 |
12,199 |
LOW |
12,176 |
0.618 |
12,138 |
1.000 |
12,115 |
1.618 |
12,077 |
2.618 |
12,016 |
4.250 |
11,917 |
|
|
Fisher Pivots for day following 30-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
12,208 |
12,224 |
PP |
12,207 |
12,219 |
S1 |
12,207 |
12,214 |
|