| Trading Metrics calculated at close of trading on 14-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2006 |
14-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1,396.5 |
1,401.0 |
4.5 |
0.3% |
1,392.5 |
| High |
1,403.0 |
1,410.3 |
7.3 |
0.5% |
1,405.0 |
| Low |
1,394.6 |
1,395.3 |
0.7 |
0.1% |
1,392.3 |
| Close |
1,399.8 |
1,409.6 |
9.8 |
0.7% |
1,396.6 |
| Range |
8.4 |
15.0 |
6.6 |
78.6% |
12.7 |
| ATR |
8.9 |
9.4 |
0.4 |
4.8% |
0.0 |
| Volume |
2,827 |
1,097 |
-1,730 |
-61.2% |
12,754 |
|
| Daily Pivots for day following 14-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,450.1 |
1,444.8 |
1,417.9 |
|
| R3 |
1,435.1 |
1,429.8 |
1,413.7 |
|
| R2 |
1,420.1 |
1,420.1 |
1,412.4 |
|
| R1 |
1,414.8 |
1,414.8 |
1,411.0 |
1,417.5 |
| PP |
1,405.1 |
1,405.1 |
1,405.1 |
1,406.4 |
| S1 |
1,399.8 |
1,399.8 |
1,408.2 |
1,402.5 |
| S2 |
1,390.1 |
1,390.1 |
1,406.9 |
|
| S3 |
1,375.1 |
1,384.8 |
1,405.5 |
|
| S4 |
1,360.1 |
1,369.8 |
1,401.4 |
|
|
| Weekly Pivots for week ending 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,436.1 |
1,429.0 |
1,403.6 |
|
| R3 |
1,423.4 |
1,416.3 |
1,400.1 |
|
| R2 |
1,410.7 |
1,410.7 |
1,398.9 |
|
| R1 |
1,403.6 |
1,403.6 |
1,397.8 |
1,407.2 |
| PP |
1,398.0 |
1,398.0 |
1,398.0 |
1,399.7 |
| S1 |
1,390.9 |
1,390.9 |
1,395.4 |
1,394.5 |
| S2 |
1,385.3 |
1,385.3 |
1,394.3 |
|
| S3 |
1,372.6 |
1,378.2 |
1,393.1 |
|
| S4 |
1,359.9 |
1,365.5 |
1,389.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,410.3 |
1,392.3 |
18.0 |
1.3% |
10.1 |
0.7% |
96% |
True |
False |
2,648 |
| 10 |
1,410.3 |
1,377.5 |
32.8 |
2.3% |
9.3 |
0.7% |
98% |
True |
False |
2,387 |
| 20 |
1,410.3 |
1,377.5 |
32.8 |
2.3% |
8.5 |
0.6% |
98% |
True |
False |
1,581 |
| 40 |
1,410.3 |
1,332.0 |
78.3 |
5.6% |
7.8 |
0.6% |
99% |
True |
False |
934 |
| 60 |
1,410.3 |
1,316.9 |
93.4 |
6.6% |
5.7 |
0.4% |
99% |
True |
False |
655 |
| 80 |
1,410.3 |
1,287.7 |
122.6 |
8.7% |
4.3 |
0.3% |
99% |
True |
False |
506 |
| 100 |
1,410.3 |
1,262.2 |
148.1 |
10.5% |
3.7 |
0.3% |
100% |
True |
False |
406 |
| 120 |
1,410.3 |
1,253.3 |
157.0 |
11.1% |
3.3 |
0.2% |
100% |
True |
False |
342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,474.1 |
|
2.618 |
1,449.6 |
|
1.618 |
1,434.6 |
|
1.000 |
1,425.3 |
|
0.618 |
1,419.6 |
|
HIGH |
1,410.3 |
|
0.618 |
1,404.6 |
|
0.500 |
1,402.8 |
|
0.382 |
1,401.0 |
|
LOW |
1,395.3 |
|
0.618 |
1,386.0 |
|
1.000 |
1,380.3 |
|
1.618 |
1,371.0 |
|
2.618 |
1,356.0 |
|
4.250 |
1,331.6 |
|
|
| Fisher Pivots for day following 14-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1,407.3 |
1,406.8 |
| PP |
1,405.1 |
1,404.1 |
| S1 |
1,402.8 |
1,401.3 |
|