| Trading Metrics calculated at close of trading on 28-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2006 |
28-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
11,670.19 |
11,689.40 |
19.21 |
0.2% |
11,559.97 |
| High |
11,720.77 |
11,728.46 |
7.69 |
0.1% |
11,630.56 |
| Low |
11,659.62 |
11,660.42 |
0.80 |
0.0% |
11,474.56 |
| Close |
11,689.24 |
11,718.45 |
29.21 |
0.2% |
11,508.10 |
| Range |
61.15 |
68.04 |
6.89 |
11.3% |
156.00 |
| ATR |
87.78 |
86.37 |
-1.41 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,906.56 |
11,880.55 |
11,755.87 |
|
| R3 |
11,838.52 |
11,812.51 |
11,737.16 |
|
| R2 |
11,770.48 |
11,770.48 |
11,730.92 |
|
| R1 |
11,744.47 |
11,744.47 |
11,724.69 |
11,757.48 |
| PP |
11,702.44 |
11,702.44 |
11,702.44 |
11,708.95 |
| S1 |
11,676.43 |
11,676.43 |
11,712.21 |
11,689.44 |
| S2 |
11,634.40 |
11,634.40 |
11,705.98 |
|
| S3 |
11,566.36 |
11,608.39 |
11,699.74 |
|
| S4 |
11,498.32 |
11,540.35 |
11,681.03 |
|
|
| 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 |
11,728.46 |
11,474.56 |
253.90 |
2.2% |
84.16 |
0.7% |
96% |
True |
False |
|
| 10 |
11,728.46 |
11,474.56 |
253.90 |
2.2% |
86.28 |
0.7% |
96% |
True |
False |
|
| 20 |
11,728.46 |
11,323.84 |
404.62 |
3.5% |
80.38 |
0.7% |
98% |
True |
False |
|
| 40 |
11,728.46 |
11,042.64 |
685.82 |
5.9% |
89.05 |
0.8% |
99% |
True |
False |
|
| 60 |
11,728.46 |
10,683.32 |
1,045.14 |
8.9% |
102.20 |
0.9% |
99% |
True |
False |
|
| 80 |
11,728.46 |
10,683.32 |
1,045.14 |
8.9% |
108.39 |
0.9% |
99% |
True |
False |
|
| 100 |
11,728.46 |
10,683.32 |
1,045.14 |
8.9% |
111.54 |
1.0% |
99% |
True |
False |
|
| 120 |
11,728.46 |
10,683.32 |
1,045.14 |
8.9% |
108.56 |
0.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,017.63 |
|
2.618 |
11,906.59 |
|
1.618 |
11,838.55 |
|
1.000 |
11,796.50 |
|
0.618 |
11,770.51 |
|
HIGH |
11,728.46 |
|
0.618 |
11,702.47 |
|
0.500 |
11,694.44 |
|
0.382 |
11,686.41 |
|
LOW |
11,660.42 |
|
0.618 |
11,618.37 |
|
1.000 |
11,592.38 |
|
1.618 |
11,550.33 |
|
2.618 |
11,482.29 |
|
4.250 |
11,371.25 |
|
|
| Fisher Pivots for day following 28-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,710.45 |
11,694.99 |
| PP |
11,702.44 |
11,671.52 |
| S1 |
11,694.44 |
11,648.06 |
|