Trading Metrics calculated at close of trading on 07-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2006 |
07-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,122 |
12,263 |
141 |
1.2% |
12,208 |
High |
12,219 |
12,297 |
78 |
0.6% |
12,237 |
Low |
12,122 |
12,218 |
96 |
0.8% |
12,059 |
Close |
12,219 |
12,274 |
55 |
0.5% |
12,094 |
Range |
97 |
79 |
-18 |
-18.6% |
178 |
ATR |
67 |
68 |
1 |
1.2% |
0 |
Volume |
8 |
45 |
37 |
462.5% |
114 |
|
Daily Pivots for day following 07-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,500 |
12,466 |
12,318 |
|
R3 |
12,421 |
12,387 |
12,296 |
|
R2 |
12,342 |
12,342 |
12,289 |
|
R1 |
12,308 |
12,308 |
12,281 |
12,325 |
PP |
12,263 |
12,263 |
12,263 |
12,272 |
S1 |
12,229 |
12,229 |
12,267 |
12,246 |
S2 |
12,184 |
12,184 |
12,260 |
|
S3 |
12,105 |
12,150 |
12,252 |
|
S4 |
12,026 |
12,071 |
12,231 |
|
|
Weekly Pivots for week ending 03-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,664 |
12,557 |
12,192 |
|
R3 |
12,486 |
12,379 |
12,143 |
|
R2 |
12,308 |
12,308 |
12,127 |
|
R1 |
12,201 |
12,201 |
12,110 |
12,166 |
PP |
12,130 |
12,130 |
12,130 |
12,112 |
S1 |
12,023 |
12,023 |
12,078 |
11,988 |
S2 |
11,952 |
11,952 |
12,061 |
|
S3 |
11,774 |
11,845 |
12,045 |
|
S4 |
11,596 |
11,667 |
11,996 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,297 |
12,059 |
238 |
1.9% |
87 |
0.7% |
90% |
True |
False |
20 |
10 |
12,297 |
12,059 |
238 |
1.9% |
71 |
0.6% |
90% |
True |
False |
22 |
20 |
12,297 |
11,985 |
312 |
2.5% |
52 |
0.4% |
93% |
True |
False |
18 |
40 |
12,297 |
11,677 |
620 |
5.1% |
43 |
0.3% |
96% |
True |
False |
16 |
60 |
12,297 |
11,399 |
898 |
7.3% |
33 |
0.3% |
97% |
True |
False |
16 |
80 |
12,297 |
11,017 |
1,280 |
10.4% |
25 |
0.2% |
98% |
True |
False |
12 |
100 |
12,297 |
10,934 |
1,363 |
11.1% |
20 |
0.2% |
98% |
True |
False |
9 |
120 |
12,297 |
10,928 |
1,369 |
11.2% |
16 |
0.1% |
98% |
True |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,633 |
2.618 |
12,504 |
1.618 |
12,425 |
1.000 |
12,376 |
0.618 |
12,346 |
HIGH |
12,297 |
0.618 |
12,267 |
0.500 |
12,258 |
0.382 |
12,248 |
LOW |
12,218 |
0.618 |
12,169 |
1.000 |
12,139 |
1.618 |
12,090 |
2.618 |
12,011 |
4.250 |
11,882 |
|
|
Fisher Pivots for day following 07-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,269 |
12,242 |
PP |
12,263 |
12,210 |
S1 |
12,258 |
12,178 |
|