| 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 |
1,392.5 |
1,397.2 |
4.7 |
0.3% |
1,392.5 |
| High |
1,397.0 |
1,404.0 |
7.0 |
0.5% |
1,399.1 |
| Low |
1,392.5 |
1,395.5 |
3.0 |
0.2% |
1,377.5 |
| Close |
1,395.6 |
1,400.9 |
5.3 |
0.4% |
1,380.1 |
| Range |
4.5 |
8.5 |
4.0 |
88.9% |
21.6 |
| ATR |
9.0 |
9.0 |
0.0 |
-0.4% |
0.0 |
| Volume |
451 |
2,987 |
2,536 |
562.3% |
8,842 |
|
| Daily Pivots for day following 07-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,425.6 |
1,421.8 |
1,405.6 |
|
| R3 |
1,417.1 |
1,413.3 |
1,403.2 |
|
| R2 |
1,408.6 |
1,408.6 |
1,402.5 |
|
| R1 |
1,404.8 |
1,404.8 |
1,401.7 |
1,406.7 |
| PP |
1,400.1 |
1,400.1 |
1,400.1 |
1,401.1 |
| S1 |
1,396.3 |
1,396.3 |
1,400.1 |
1,398.2 |
| S2 |
1,391.6 |
1,391.6 |
1,399.3 |
|
| S3 |
1,383.1 |
1,387.8 |
1,398.6 |
|
| S4 |
1,374.6 |
1,379.3 |
1,396.2 |
|
|
| Weekly Pivots for week ending 03-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,450.4 |
1,436.8 |
1,392.0 |
|
| R3 |
1,428.8 |
1,415.2 |
1,386.0 |
|
| R2 |
1,407.2 |
1,407.2 |
1,384.1 |
|
| R1 |
1,393.6 |
1,393.6 |
1,382.1 |
1,389.6 |
| PP |
1,385.6 |
1,385.6 |
1,385.6 |
1,383.6 |
| S1 |
1,372.0 |
1,372.0 |
1,378.1 |
1,368.0 |
| S2 |
1,364.0 |
1,364.0 |
1,376.1 |
|
| S3 |
1,342.4 |
1,350.4 |
1,374.2 |
|
| S4 |
1,320.8 |
1,328.8 |
1,368.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,404.0 |
1,377.5 |
26.5 |
1.9% |
8.5 |
0.6% |
88% |
True |
False |
2,126 |
| 10 |
1,407.0 |
1,377.5 |
29.5 |
2.1% |
8.0 |
0.6% |
79% |
False |
False |
1,496 |
| 20 |
1,407.0 |
1,363.0 |
44.0 |
3.1% |
7.8 |
0.6% |
86% |
False |
False |
1,176 |
| 40 |
1,407.0 |
1,332.0 |
75.0 |
5.4% |
7.0 |
0.5% |
92% |
False |
False |
609 |
| 60 |
1,407.0 |
1,310.1 |
96.9 |
6.9% |
4.8 |
0.3% |
94% |
False |
False |
435 |
| 80 |
1,407.0 |
1,266.7 |
140.3 |
10.0% |
3.7 |
0.3% |
96% |
False |
False |
341 |
| 100 |
1,407.0 |
1,262.2 |
144.8 |
10.3% |
3.2 |
0.2% |
96% |
False |
False |
274 |
| 120 |
1,407.0 |
1,253.3 |
153.7 |
11.0% |
2.8 |
0.2% |
96% |
False |
False |
231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,440.1 |
|
2.618 |
1,426.3 |
|
1.618 |
1,417.8 |
|
1.000 |
1,412.5 |
|
0.618 |
1,409.3 |
|
HIGH |
1,404.0 |
|
0.618 |
1,400.8 |
|
0.500 |
1,399.8 |
|
0.382 |
1,398.7 |
|
LOW |
1,395.5 |
|
0.618 |
1,390.2 |
|
1.000 |
1,387.0 |
|
1.618 |
1,381.7 |
|
2.618 |
1,373.2 |
|
4.250 |
1,359.4 |
|
|
| Fisher Pivots for day following 07-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1,400.5 |
1,397.5 |
| PP |
1,400.1 |
1,394.1 |
| S1 |
1,399.8 |
1,390.8 |
|