| Trading Metrics calculated at close of trading on 05-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2006 |
05-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
11,722.94 |
11,844.38 |
121.44 |
1.0% |
11,509.30 |
| High |
11,851.25 |
11,870.06 |
18.81 |
0.2% |
11,741.99 |
| Low |
11,707.49 |
11,821.23 |
113.74 |
1.0% |
11,486.00 |
| Close |
11,850.61 |
11,866.69 |
16.08 |
0.1% |
11,679.07 |
| Range |
143.76 |
48.83 |
-94.93 |
-66.0% |
255.99 |
| ATR |
89.38 |
86.49 |
-2.90 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,999.15 |
11,981.75 |
11,893.55 |
|
| R3 |
11,950.32 |
11,932.92 |
11,880.12 |
|
| R2 |
11,901.49 |
11,901.49 |
11,875.64 |
|
| R1 |
11,884.09 |
11,884.09 |
11,871.17 |
11,892.79 |
| PP |
11,852.66 |
11,852.66 |
11,852.66 |
11,857.01 |
| S1 |
11,835.26 |
11,835.26 |
11,862.21 |
11,843.96 |
| S2 |
11,803.83 |
11,803.83 |
11,857.74 |
|
| S3 |
11,755.00 |
11,786.43 |
11,853.26 |
|
| S4 |
11,706.17 |
11,737.60 |
11,839.83 |
|
|
| 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 |
11,870.06 |
11,653.06 |
217.00 |
1.8% |
86.19 |
0.7% |
98% |
True |
False |
|
| 10 |
11,870.06 |
11,474.56 |
395.50 |
3.3% |
85.18 |
0.7% |
99% |
True |
False |
|
| 20 |
11,870.06 |
11,331.04 |
539.02 |
4.5% |
85.34 |
0.7% |
99% |
True |
False |
|
| 40 |
11,870.06 |
11,042.64 |
827.42 |
7.0% |
83.48 |
0.7% |
100% |
True |
False |
|
| 60 |
11,870.06 |
10,683.32 |
1,186.74 |
10.0% |
98.89 |
0.8% |
100% |
True |
False |
|
| 80 |
11,870.06 |
10,683.32 |
1,186.74 |
10.0% |
104.29 |
0.9% |
100% |
True |
False |
|
| 100 |
11,870.06 |
10,683.32 |
1,186.74 |
10.0% |
110.54 |
0.9% |
100% |
True |
False |
|
| 120 |
11,870.06 |
10,683.32 |
1,186.74 |
10.0% |
108.38 |
0.9% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,077.59 |
|
2.618 |
11,997.90 |
|
1.618 |
11,949.07 |
|
1.000 |
11,918.89 |
|
0.618 |
11,900.24 |
|
HIGH |
11,870.06 |
|
0.618 |
11,851.41 |
|
0.500 |
11,845.65 |
|
0.382 |
11,839.88 |
|
LOW |
11,821.23 |
|
0.618 |
11,791.05 |
|
1.000 |
11,772.40 |
|
1.618 |
11,742.22 |
|
2.618 |
11,693.39 |
|
4.250 |
11,613.70 |
|
|
| Fisher Pivots for day following 05-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,859.68 |
11,831.65 |
| PP |
11,852.66 |
11,796.60 |
| S1 |
11,845.65 |
11,761.56 |
|