| Trading Metrics calculated at close of trading on 08-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2006 |
08-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1,397.2 |
1,397.0 |
-0.2 |
0.0% |
1,392.5 |
| High |
1,404.0 |
1,404.0 |
0.0 |
0.0% |
1,399.1 |
| Low |
1,395.5 |
1,392.4 |
-3.1 |
-0.2% |
1,377.5 |
| Close |
1,400.9 |
1,403.5 |
2.6 |
0.2% |
1,380.1 |
| Range |
8.5 |
11.6 |
3.1 |
36.5% |
21.6 |
| ATR |
9.0 |
9.2 |
0.2 |
2.1% |
0.0 |
| Volume |
2,987 |
2,594 |
-393 |
-13.2% |
8,842 |
|
| Daily Pivots for day following 08-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,434.8 |
1,430.7 |
1,409.9 |
|
| R3 |
1,423.2 |
1,419.1 |
1,406.7 |
|
| R2 |
1,411.6 |
1,411.6 |
1,405.6 |
|
| R1 |
1,407.5 |
1,407.5 |
1,404.6 |
1,409.6 |
| PP |
1,400.0 |
1,400.0 |
1,400.0 |
1,401.0 |
| S1 |
1,395.9 |
1,395.9 |
1,402.4 |
1,398.0 |
| S2 |
1,388.4 |
1,388.4 |
1,401.4 |
|
| S3 |
1,376.8 |
1,384.3 |
1,400.3 |
|
| S4 |
1,365.2 |
1,372.7 |
1,397.1 |
|
|
| 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% |
8.4 |
0.6% |
98% |
True |
False |
2,505 |
| 10 |
1,407.0 |
1,377.5 |
29.5 |
2.1% |
8.5 |
0.6% |
88% |
False |
False |
1,651 |
| 20 |
1,407.0 |
1,376.0 |
31.0 |
2.2% |
7.9 |
0.6% |
89% |
False |
False |
1,305 |
| 40 |
1,407.0 |
1,332.0 |
75.0 |
5.3% |
7.2 |
0.5% |
95% |
False |
False |
673 |
| 60 |
1,407.0 |
1,316.9 |
90.1 |
6.4% |
5.0 |
0.4% |
96% |
False |
False |
478 |
| 80 |
1,407.0 |
1,266.7 |
140.3 |
10.0% |
3.9 |
0.3% |
98% |
False |
False |
374 |
| 100 |
1,407.0 |
1,262.2 |
144.8 |
10.3% |
3.3 |
0.2% |
98% |
False |
False |
300 |
| 120 |
1,407.0 |
1,253.3 |
153.7 |
11.0% |
2.9 |
0.2% |
98% |
False |
False |
253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,453.3 |
|
2.618 |
1,434.4 |
|
1.618 |
1,422.8 |
|
1.000 |
1,415.6 |
|
0.618 |
1,411.2 |
|
HIGH |
1,404.0 |
|
0.618 |
1,399.6 |
|
0.500 |
1,398.2 |
|
0.382 |
1,396.8 |
|
LOW |
1,392.4 |
|
0.618 |
1,385.2 |
|
1.000 |
1,380.8 |
|
1.618 |
1,373.6 |
|
2.618 |
1,362.0 |
|
4.250 |
1,343.1 |
|
|
| Fisher Pivots for day following 08-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1,401.7 |
1,401.7 |
| PP |
1,400.0 |
1,400.0 |
| S1 |
1,398.2 |
1,398.2 |
|