| Trading Metrics calculated at close of trading on 02-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2006 |
02-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
11,718.05 |
11,678.99 |
-39.06 |
-0.3% |
11,509.30 |
| High |
11,741.99 |
11,726.94 |
-15.05 |
-0.1% |
11,741.99 |
| Low |
11,677.79 |
11,658.66 |
-19.13 |
-0.2% |
11,486.00 |
| Close |
11,679.07 |
11,670.35 |
-8.72 |
-0.1% |
11,679.07 |
| Range |
64.20 |
68.28 |
4.08 |
6.4% |
255.99 |
| ATR |
84.79 |
83.61 |
-1.18 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,890.16 |
11,848.53 |
11,707.90 |
|
| R3 |
11,821.88 |
11,780.25 |
11,689.13 |
|
| R2 |
11,753.60 |
11,753.60 |
11,682.87 |
|
| R1 |
11,711.97 |
11,711.97 |
11,676.61 |
11,698.65 |
| PP |
11,685.32 |
11,685.32 |
11,685.32 |
11,678.65 |
| S1 |
11,643.69 |
11,643.69 |
11,664.09 |
11,630.37 |
| S2 |
11,617.04 |
11,617.04 |
11,657.83 |
|
| S3 |
11,548.76 |
11,575.41 |
11,651.57 |
|
| S4 |
11,480.48 |
11,507.13 |
11,632.80 |
|
|
| 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 |
11,567.65 |
174.34 |
1.5% |
72.86 |
0.6% |
59% |
False |
False |
|
| 10 |
11,741.99 |
11,474.56 |
267.43 |
2.3% |
85.02 |
0.7% |
73% |
False |
False |
|
| 20 |
11,741.99 |
11,323.84 |
418.15 |
3.6% |
80.54 |
0.7% |
83% |
False |
False |
|
| 40 |
11,741.99 |
11,042.64 |
699.35 |
6.0% |
85.32 |
0.7% |
90% |
False |
False |
|
| 60 |
11,741.99 |
10,683.32 |
1,058.67 |
9.1% |
99.94 |
0.9% |
93% |
False |
False |
|
| 80 |
11,741.99 |
10,683.32 |
1,058.67 |
9.1% |
105.59 |
0.9% |
93% |
False |
False |
|
| 100 |
11,741.99 |
10,683.32 |
1,058.67 |
9.1% |
111.43 |
1.0% |
93% |
False |
False |
|
| 120 |
11,741.99 |
10,683.32 |
1,058.67 |
9.1% |
107.98 |
0.9% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,017.13 |
|
2.618 |
11,905.70 |
|
1.618 |
11,837.42 |
|
1.000 |
11,795.22 |
|
0.618 |
11,769.14 |
|
HIGH |
11,726.94 |
|
0.618 |
11,700.86 |
|
0.500 |
11,692.80 |
|
0.382 |
11,684.74 |
|
LOW |
11,658.66 |
|
0.618 |
11,616.46 |
|
1.000 |
11,590.38 |
|
1.618 |
11,548.18 |
|
2.618 |
11,479.90 |
|
4.250 |
11,368.47 |
|
|
| Fisher Pivots for day following 02-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,692.80 |
11,700.33 |
| PP |
11,685.32 |
11,690.33 |
| S1 |
11,677.83 |
11,680.34 |
|