Trading Metrics calculated at close of trading on 02-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2006 |
02-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,211 |
12,110 |
-101 |
-0.8% |
12,133 |
High |
12,211 |
12,130 |
-81 |
-0.7% |
12,275 |
Low |
12,120 |
12,092 |
-28 |
-0.2% |
12,124 |
Close |
12,149 |
12,122 |
-27 |
-0.2% |
12,225 |
Range |
91 |
38 |
-53 |
-58.2% |
151 |
ATR |
58 |
58 |
0 |
-0.1% |
0 |
Volume |
23 |
4 |
-19 |
-82.6% |
76 |
|
Daily Pivots for day following 02-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,229 |
12,213 |
12,143 |
|
R3 |
12,191 |
12,175 |
12,133 |
|
R2 |
12,153 |
12,153 |
12,129 |
|
R1 |
12,137 |
12,137 |
12,126 |
12,145 |
PP |
12,115 |
12,115 |
12,115 |
12,119 |
S1 |
12,099 |
12,099 |
12,119 |
12,107 |
S2 |
12,077 |
12,077 |
12,115 |
|
S3 |
12,039 |
12,061 |
12,112 |
|
S4 |
12,001 |
12,023 |
12,101 |
|
|
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 |
12,092 |
180 |
1.5% |
64 |
0.5% |
17% |
False |
True |
19 |
10 |
12,275 |
12,092 |
183 |
1.5% |
54 |
0.4% |
16% |
False |
True |
19 |
20 |
12,275 |
11,925 |
350 |
2.9% |
44 |
0.4% |
56% |
False |
False |
15 |
40 |
12,275 |
11,527 |
748 |
6.2% |
38 |
0.3% |
80% |
False |
False |
14 |
60 |
12,275 |
11,271 |
1,004 |
8.3% |
28 |
0.2% |
85% |
False |
False |
14 |
80 |
12,275 |
10,934 |
1,341 |
11.1% |
21 |
0.2% |
89% |
False |
False |
11 |
100 |
12,275 |
10,934 |
1,341 |
11.1% |
17 |
0.1% |
89% |
False |
False |
8 |
120 |
12,275 |
10,928 |
1,347 |
11.1% |
14 |
0.1% |
89% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,292 |
2.618 |
12,230 |
1.618 |
12,192 |
1.000 |
12,168 |
0.618 |
12,154 |
HIGH |
12,130 |
0.618 |
12,116 |
0.500 |
12,111 |
0.382 |
12,107 |
LOW |
12,092 |
0.618 |
12,069 |
1.000 |
12,054 |
1.618 |
12,031 |
2.618 |
11,993 |
4.250 |
11,931 |
|
|
Fisher Pivots for day following 02-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,118 |
12,152 |
PP |
12,115 |
12,142 |
S1 |
12,111 |
12,132 |
|