Trading Metrics calculated at close of trading on 27-Sep-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2006 |
27-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
11,575.73 |
11,670.19 |
94.46 |
0.8% |
11,559.97 |
High |
11,670.27 |
11,720.77 |
50.50 |
0.4% |
11,630.56 |
Low |
11,567.65 |
11,659.62 |
91.97 |
0.8% |
11,474.56 |
Close |
11,669.39 |
11,689.24 |
19.85 |
0.2% |
11,508.10 |
Range |
102.62 |
61.15 |
-41.47 |
-40.4% |
156.00 |
ATR |
89.83 |
87.78 |
-2.05 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,873.33 |
11,842.43 |
11,722.87 |
|
R3 |
11,812.18 |
11,781.28 |
11,706.06 |
|
R2 |
11,751.03 |
11,751.03 |
11,700.45 |
|
R1 |
11,720.13 |
11,720.13 |
11,694.85 |
11,735.58 |
PP |
11,689.88 |
11,689.88 |
11,689.88 |
11,697.60 |
S1 |
11,658.98 |
11,658.98 |
11,683.63 |
11,674.43 |
S2 |
11,628.73 |
11,628.73 |
11,678.03 |
|
S3 |
11,567.58 |
11,597.83 |
11,672.42 |
|
S4 |
11,506.43 |
11,536.68 |
11,655.61 |
|
|
Weekly Pivots for week ending 22-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,005.74 |
11,912.92 |
11,593.90 |
|
R3 |
11,849.74 |
11,756.92 |
11,551.00 |
|
R2 |
11,693.74 |
11,693.74 |
11,536.70 |
|
R1 |
11,600.92 |
11,600.92 |
11,522.40 |
11,569.33 |
PP |
11,537.74 |
11,537.74 |
11,537.74 |
11,521.95 |
S1 |
11,444.92 |
11,444.92 |
11,493.80 |
11,413.33 |
S2 |
11,381.74 |
11,381.74 |
11,479.50 |
|
S3 |
11,225.74 |
11,288.92 |
11,465.20 |
|
S4 |
11,069.74 |
11,132.92 |
11,422.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,720.77 |
11,474.56 |
246.21 |
2.1% |
96.31 |
0.8% |
87% |
True |
False |
|
10 |
11,720.77 |
11,474.56 |
246.21 |
2.1% |
84.85 |
0.7% |
87% |
True |
False |
|
20 |
11,720.77 |
11,323.84 |
396.93 |
3.4% |
79.55 |
0.7% |
92% |
True |
False |
|
40 |
11,720.77 |
11,042.64 |
678.13 |
5.8% |
89.96 |
0.8% |
95% |
True |
False |
|
60 |
11,720.77 |
10,683.32 |
1,037.45 |
8.9% |
102.76 |
0.9% |
97% |
True |
False |
|
80 |
11,720.77 |
10,683.32 |
1,037.45 |
8.9% |
109.64 |
0.9% |
97% |
True |
False |
|
100 |
11,720.77 |
10,683.32 |
1,037.45 |
8.9% |
111.28 |
1.0% |
97% |
True |
False |
|
120 |
11,720.77 |
10,683.32 |
1,037.45 |
8.9% |
109.34 |
0.9% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,980.66 |
2.618 |
11,880.86 |
1.618 |
11,819.71 |
1.000 |
11,781.92 |
0.618 |
11,758.56 |
HIGH |
11,720.77 |
0.618 |
11,697.41 |
0.500 |
11,690.20 |
0.382 |
11,682.98 |
LOW |
11,659.62 |
0.618 |
11,621.83 |
1.000 |
11,598.47 |
1.618 |
11,560.68 |
2.618 |
11,499.53 |
4.250 |
11,399.73 |
|
|
Fisher Pivots for day following 27-Sep-2006 |
Pivot |
1 day |
3 day |
R1 |
11,690.20 |
11,660.62 |
PP |
11,689.88 |
11,632.00 |
S1 |
11,689.56 |
11,603.39 |
|