Trading Metrics calculated at close of trading on 01-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2006 |
01-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,184 |
12,211 |
27 |
0.2% |
12,133 |
High |
12,210 |
12,211 |
1 |
0.0% |
12,275 |
Low |
12,149 |
12,120 |
-29 |
-0.2% |
12,124 |
Close |
12,206 |
12,149 |
-57 |
-0.5% |
12,225 |
Range |
61 |
91 |
30 |
49.2% |
151 |
ATR |
55 |
58 |
3 |
4.6% |
0 |
Volume |
8 |
23 |
15 |
187.5% |
76 |
|
Daily Pivots for day following 01-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,433 |
12,382 |
12,199 |
|
R3 |
12,342 |
12,291 |
12,174 |
|
R2 |
12,251 |
12,251 |
12,166 |
|
R1 |
12,200 |
12,200 |
12,157 |
12,180 |
PP |
12,160 |
12,160 |
12,160 |
12,150 |
S1 |
12,109 |
12,109 |
12,141 |
12,089 |
S2 |
12,069 |
12,069 |
12,132 |
|
S3 |
11,978 |
12,018 |
12,124 |
|
S4 |
11,887 |
11,927 |
12,099 |
|
|
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 |
12,272 |
12,120 |
152 |
1.3% |
58 |
0.5% |
19% |
False |
True |
26 |
10 |
12,275 |
12,100 |
175 |
1.4% |
56 |
0.5% |
28% |
False |
False |
23 |
20 |
12,275 |
11,925 |
350 |
2.9% |
45 |
0.4% |
64% |
False |
False |
19 |
40 |
12,275 |
11,524 |
751 |
6.2% |
37 |
0.3% |
83% |
False |
False |
14 |
60 |
12,275 |
11,267 |
1,008 |
8.3% |
27 |
0.2% |
88% |
False |
False |
14 |
80 |
12,275 |
10,934 |
1,341 |
11.0% |
20 |
0.2% |
91% |
False |
False |
11 |
100 |
12,275 |
10,928 |
1,347 |
11.1% |
16 |
0.1% |
91% |
False |
False |
8 |
120 |
12,275 |
10,928 |
1,347 |
11.1% |
14 |
0.1% |
91% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,598 |
2.618 |
12,449 |
1.618 |
12,358 |
1.000 |
12,302 |
0.618 |
12,267 |
HIGH |
12,211 |
0.618 |
12,176 |
0.500 |
12,166 |
0.382 |
12,155 |
LOW |
12,120 |
0.618 |
12,064 |
1.000 |
12,029 |
1.618 |
11,973 |
2.618 |
11,882 |
4.250 |
11,733 |
|
|
Fisher Pivots for day following 01-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,166 |
12,179 |
PP |
12,160 |
12,169 |
S1 |
12,155 |
12,159 |
|