| Trading Metrics calculated at close of trading on 04-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2006 |
04-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
11,670.11 |
11,722.94 |
52.83 |
0.5% |
11,509.30 |
| High |
11,758.95 |
11,851.25 |
92.30 |
0.8% |
11,741.99 |
| Low |
11,653.06 |
11,707.49 |
54.43 |
0.5% |
11,486.00 |
| Close |
11,727.34 |
11,850.61 |
123.27 |
1.1% |
11,679.07 |
| Range |
105.89 |
143.76 |
37.87 |
35.8% |
255.99 |
| ATR |
85.20 |
89.38 |
4.18 |
4.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,234.40 |
12,186.26 |
11,929.68 |
|
| R3 |
12,090.64 |
12,042.50 |
11,890.14 |
|
| R2 |
11,946.88 |
11,946.88 |
11,876.97 |
|
| R1 |
11,898.74 |
11,898.74 |
11,863.79 |
11,922.81 |
| PP |
11,803.12 |
11,803.12 |
11,803.12 |
11,815.15 |
| S1 |
11,754.98 |
11,754.98 |
11,837.43 |
11,779.05 |
| S2 |
11,659.36 |
11,659.36 |
11,824.25 |
|
| S3 |
11,515.60 |
11,611.22 |
11,811.08 |
|
| S4 |
11,371.84 |
11,467.46 |
11,771.54 |
|
|
| 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 |
11,851.25 |
11,653.06 |
198.19 |
1.7% |
90.03 |
0.8% |
100% |
True |
False |
|
| 10 |
11,851.25 |
11,474.56 |
376.69 |
3.2% |
93.17 |
0.8% |
100% |
True |
False |
|
| 20 |
11,851.25 |
11,323.84 |
527.41 |
4.5% |
86.96 |
0.7% |
100% |
True |
False |
|
| 40 |
11,851.25 |
11,042.64 |
808.61 |
6.8% |
86.81 |
0.7% |
100% |
True |
False |
|
| 60 |
11,851.25 |
10,683.32 |
1,167.93 |
9.9% |
100.64 |
0.8% |
100% |
True |
False |
|
| 80 |
11,851.25 |
10,683.32 |
1,167.93 |
9.9% |
105.69 |
0.9% |
100% |
True |
False |
|
| 100 |
11,851.25 |
10,683.32 |
1,167.93 |
9.9% |
111.07 |
0.9% |
100% |
True |
False |
|
| 120 |
11,851.25 |
10,683.32 |
1,167.93 |
9.9% |
108.98 |
0.9% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,462.23 |
|
2.618 |
12,227.61 |
|
1.618 |
12,083.85 |
|
1.000 |
11,995.01 |
|
0.618 |
11,940.09 |
|
HIGH |
11,851.25 |
|
0.618 |
11,796.33 |
|
0.500 |
11,779.37 |
|
0.382 |
11,762.41 |
|
LOW |
11,707.49 |
|
0.618 |
11,618.65 |
|
1.000 |
11,563.73 |
|
1.618 |
11,474.89 |
|
2.618 |
11,331.13 |
|
4.250 |
11,096.51 |
|
|
| Fisher Pivots for day following 04-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,826.86 |
11,817.79 |
| PP |
11,803.12 |
11,784.97 |
| S1 |
11,779.37 |
11,752.16 |
|