| Trading Metrics calculated at close of trading on 29-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2006 |
29-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
11,689.40 |
11,718.05 |
28.65 |
0.2% |
11,509.30 |
| High |
11,728.46 |
11,741.99 |
13.53 |
0.1% |
11,741.99 |
| Low |
11,660.42 |
11,677.79 |
17.37 |
0.1% |
11,486.00 |
| Close |
11,718.45 |
11,679.07 |
-39.38 |
-0.3% |
11,679.07 |
| Range |
68.04 |
64.20 |
-3.84 |
-5.6% |
255.99 |
| ATR |
86.37 |
84.79 |
-1.58 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,892.22 |
11,849.84 |
11,714.38 |
|
| R3 |
11,828.02 |
11,785.64 |
11,696.73 |
|
| R2 |
11,763.82 |
11,763.82 |
11,690.84 |
|
| R1 |
11,721.44 |
11,721.44 |
11,684.96 |
11,710.53 |
| PP |
11,699.62 |
11,699.62 |
11,699.62 |
11,694.16 |
| S1 |
11,657.24 |
11,657.24 |
11,673.19 |
11,646.33 |
| S2 |
11,635.42 |
11,635.42 |
11,667.30 |
|
| S3 |
11,571.22 |
11,593.04 |
11,661.42 |
|
| S4 |
11,507.02 |
11,528.84 |
11,643.76 |
|
|
| Weekly Pivots for week ending 29-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,403.66 |
12,297.35 |
11,819.86 |
|
| R3 |
12,147.67 |
12,041.36 |
11,749.47 |
|
| R2 |
11,891.68 |
11,891.68 |
11,726.00 |
|
| R1 |
11,785.37 |
11,785.37 |
11,702.54 |
11,838.53 |
| PP |
11,635.69 |
11,635.69 |
11,635.69 |
11,662.26 |
| S1 |
11,529.38 |
11,529.38 |
11,655.60 |
11,582.54 |
| S2 |
11,379.70 |
11,379.70 |
11,632.14 |
|
| S3 |
11,123.71 |
11,273.39 |
11,608.67 |
|
| S4 |
10,867.72 |
11,017.40 |
11,538.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,741.99 |
11,486.00 |
255.99 |
2.2% |
85.30 |
0.7% |
75% |
True |
False |
|
| 10 |
11,741.99 |
11,474.56 |
267.43 |
2.3% |
84.22 |
0.7% |
76% |
True |
False |
|
| 20 |
11,741.99 |
11,323.84 |
418.15 |
3.6% |
81.81 |
0.7% |
85% |
True |
False |
|
| 40 |
11,741.99 |
11,042.64 |
699.35 |
6.0% |
87.53 |
0.7% |
91% |
True |
False |
|
| 60 |
11,741.99 |
10,683.32 |
1,058.67 |
9.1% |
101.44 |
0.9% |
94% |
True |
False |
|
| 80 |
11,741.99 |
10,683.32 |
1,058.67 |
9.1% |
107.33 |
0.9% |
94% |
True |
False |
|
| 100 |
11,741.99 |
10,683.32 |
1,058.67 |
9.1% |
111.49 |
1.0% |
94% |
True |
False |
|
| 120 |
11,741.99 |
10,683.32 |
1,058.67 |
9.1% |
108.52 |
0.9% |
94% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,014.84 |
|
2.618 |
11,910.07 |
|
1.618 |
11,845.87 |
|
1.000 |
11,806.19 |
|
0.618 |
11,781.67 |
|
HIGH |
11,741.99 |
|
0.618 |
11,717.47 |
|
0.500 |
11,709.89 |
|
0.382 |
11,702.31 |
|
LOW |
11,677.79 |
|
0.618 |
11,638.11 |
|
1.000 |
11,613.59 |
|
1.618 |
11,573.91 |
|
2.618 |
11,509.71 |
|
4.250 |
11,404.94 |
|
|
| Fisher Pivots for day following 29-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,709.89 |
11,700.81 |
| PP |
11,699.62 |
11,693.56 |
| S1 |
11,689.34 |
11,686.32 |
|