Trading Metrics calculated at close of trading on 31-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2006 |
31-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
12,208 |
12,184 |
-24 |
-0.2% |
12,133 |
High |
12,237 |
12,210 |
-27 |
-0.2% |
12,275 |
Low |
12,176 |
12,149 |
-27 |
-0.2% |
12,124 |
Close |
12,209 |
12,206 |
-3 |
0.0% |
12,225 |
Range |
61 |
61 |
0 |
0.0% |
151 |
ATR |
55 |
55 |
0 |
0.8% |
0 |
Volume |
56 |
8 |
-48 |
-85.7% |
76 |
|
Daily Pivots for day following 31-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,371 |
12,350 |
12,240 |
|
R3 |
12,310 |
12,289 |
12,223 |
|
R2 |
12,249 |
12,249 |
12,217 |
|
R1 |
12,228 |
12,228 |
12,212 |
12,239 |
PP |
12,188 |
12,188 |
12,188 |
12,194 |
S1 |
12,167 |
12,167 |
12,201 |
12,178 |
S2 |
12,127 |
12,127 |
12,195 |
|
S3 |
12,066 |
12,106 |
12,189 |
|
S4 |
12,005 |
12,045 |
12,173 |
|
|
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 |
12,149 |
126 |
1.0% |
55 |
0.4% |
45% |
False |
True |
24 |
10 |
12,275 |
12,100 |
175 |
1.4% |
50 |
0.4% |
61% |
False |
False |
22 |
20 |
12,275 |
11,899 |
376 |
3.1% |
45 |
0.4% |
82% |
False |
False |
20 |
40 |
12,275 |
11,524 |
751 |
6.2% |
34 |
0.3% |
91% |
False |
False |
14 |
60 |
12,275 |
11,267 |
1,008 |
8.3% |
25 |
0.2% |
93% |
False |
False |
14 |
80 |
12,275 |
10,934 |
1,341 |
11.0% |
19 |
0.2% |
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% |
13 |
0.1% |
95% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,469 |
2.618 |
12,370 |
1.618 |
12,309 |
1.000 |
12,271 |
0.618 |
12,248 |
HIGH |
12,210 |
0.618 |
12,187 |
0.500 |
12,180 |
0.382 |
12,172 |
LOW |
12,149 |
0.618 |
12,111 |
1.000 |
12,088 |
1.618 |
12,050 |
2.618 |
11,989 |
4.250 |
11,890 |
|
|
Fisher Pivots for day following 31-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
12,197 |
12,211 |
PP |
12,188 |
12,209 |
S1 |
12,180 |
12,208 |
|