Trading Metrics calculated at close of trading on 09-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2006 |
09-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
12,230 |
12,279 |
49 |
0.4% |
12,208 |
High |
12,295 |
12,279 |
-16 |
-0.1% |
12,237 |
Low |
12,214 |
12,203 |
-11 |
-0.1% |
12,059 |
Close |
12,294 |
12,227 |
-67 |
-0.5% |
12,094 |
Range |
81 |
76 |
-5 |
-6.2% |
178 |
ATR |
69 |
71 |
2 |
2.3% |
0 |
Volume |
23 |
12 |
-11 |
-47.8% |
114 |
|
Daily Pivots for day following 09-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,464 |
12,422 |
12,269 |
|
R3 |
12,388 |
12,346 |
12,248 |
|
R2 |
12,312 |
12,312 |
12,241 |
|
R1 |
12,270 |
12,270 |
12,234 |
12,253 |
PP |
12,236 |
12,236 |
12,236 |
12,228 |
S1 |
12,194 |
12,194 |
12,220 |
12,177 |
S2 |
12,160 |
12,160 |
12,213 |
|
S3 |
12,084 |
12,118 |
12,206 |
|
S4 |
12,008 |
12,042 |
12,185 |
|
|
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% |
92 |
0.8% |
71% |
False |
False |
22 |
10 |
12,297 |
12,059 |
238 |
1.9% |
78 |
0.6% |
71% |
False |
False |
20 |
20 |
12,297 |
12,035 |
262 |
2.1% |
55 |
0.4% |
73% |
False |
False |
18 |
40 |
12,297 |
11,677 |
620 |
5.1% |
47 |
0.4% |
89% |
False |
False |
16 |
60 |
12,297 |
11,452 |
845 |
6.9% |
34 |
0.3% |
92% |
False |
False |
16 |
80 |
12,297 |
11,057 |
1,240 |
10.1% |
27 |
0.2% |
94% |
False |
False |
12 |
100 |
12,297 |
10,934 |
1,363 |
11.1% |
21 |
0.2% |
95% |
False |
False |
9 |
120 |
12,297 |
10,928 |
1,369 |
11.2% |
18 |
0.1% |
95% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,602 |
2.618 |
12,478 |
1.618 |
12,402 |
1.000 |
12,355 |
0.618 |
12,326 |
HIGH |
12,279 |
0.618 |
12,250 |
0.500 |
12,241 |
0.382 |
12,232 |
LOW |
12,203 |
0.618 |
12,156 |
1.000 |
12,127 |
1.618 |
12,080 |
2.618 |
12,004 |
4.250 |
11,880 |
|
|
Fisher Pivots for day following 09-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
12,241 |
12,250 |
PP |
12,236 |
12,242 |
S1 |
12,232 |
12,235 |
|