| Trading Metrics calculated at close of trading on 03-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2006 |
03-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
11,678.99 |
11,670.11 |
-8.88 |
-0.1% |
11,509.30 |
| High |
11,726.94 |
11,758.95 |
32.01 |
0.3% |
11,741.99 |
| Low |
11,658.66 |
11,653.06 |
-5.60 |
0.0% |
11,486.00 |
| Close |
11,670.35 |
11,727.34 |
56.99 |
0.5% |
11,679.07 |
| Range |
68.28 |
105.89 |
37.61 |
55.1% |
255.99 |
| ATR |
83.61 |
85.20 |
1.59 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,030.79 |
11,984.95 |
11,785.58 |
|
| R3 |
11,924.90 |
11,879.06 |
11,756.46 |
|
| R2 |
11,819.01 |
11,819.01 |
11,746.75 |
|
| R1 |
11,773.17 |
11,773.17 |
11,737.05 |
11,796.09 |
| PP |
11,713.12 |
11,713.12 |
11,713.12 |
11,724.58 |
| S1 |
11,667.28 |
11,667.28 |
11,717.63 |
11,690.20 |
| S2 |
11,607.23 |
11,607.23 |
11,707.93 |
|
| S3 |
11,501.34 |
11,561.39 |
11,698.22 |
|
| S4 |
11,395.45 |
11,455.50 |
11,669.10 |
|
|
| 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 |
11,758.95 |
11,653.06 |
105.89 |
0.9% |
73.51 |
0.6% |
70% |
True |
True |
|
| 10 |
11,758.95 |
11,474.56 |
284.39 |
2.4% |
87.46 |
0.7% |
89% |
True |
False |
|
| 20 |
11,758.95 |
11,323.84 |
435.11 |
3.7% |
83.33 |
0.7% |
93% |
True |
False |
|
| 40 |
11,758.95 |
11,042.64 |
716.31 |
6.1% |
86.58 |
0.7% |
96% |
True |
False |
|
| 60 |
11,758.95 |
10,683.32 |
1,075.63 |
9.2% |
100.30 |
0.9% |
97% |
True |
False |
|
| 80 |
11,758.95 |
10,683.32 |
1,075.63 |
9.2% |
105.61 |
0.9% |
97% |
True |
False |
|
| 100 |
11,758.95 |
10,683.32 |
1,075.63 |
9.2% |
110.89 |
0.9% |
97% |
True |
False |
|
| 120 |
11,758.95 |
10,683.32 |
1,075.63 |
9.2% |
108.39 |
0.9% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,208.98 |
|
2.618 |
12,036.17 |
|
1.618 |
11,930.28 |
|
1.000 |
11,864.84 |
|
0.618 |
11,824.39 |
|
HIGH |
11,758.95 |
|
0.618 |
11,718.50 |
|
0.500 |
11,706.01 |
|
0.382 |
11,693.51 |
|
LOW |
11,653.06 |
|
0.618 |
11,587.62 |
|
1.000 |
11,547.17 |
|
1.618 |
11,481.73 |
|
2.618 |
11,375.84 |
|
4.250 |
11,203.03 |
|
|
| Fisher Pivots for day following 03-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,720.23 |
11,720.23 |
| PP |
11,713.12 |
11,713.12 |
| S1 |
11,706.01 |
11,706.01 |
|