Trading Metrics calculated at close of trading on 06-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2006 |
06-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
11,844.38 |
11,865.49 |
21.11 |
0.2% |
11,678.99 |
High |
11,870.06 |
11,865.57 |
-4.49 |
0.0% |
11,870.06 |
Low |
11,821.23 |
11,800.50 |
-20.73 |
-0.2% |
11,653.06 |
Close |
11,866.69 |
11,850.21 |
-16.48 |
-0.1% |
11,850.21 |
Range |
48.83 |
65.07 |
16.24 |
33.3% |
217.00 |
ATR |
86.49 |
85.04 |
-1.45 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,033.97 |
12,007.16 |
11,886.00 |
|
R3 |
11,968.90 |
11,942.09 |
11,868.10 |
|
R2 |
11,903.83 |
11,903.83 |
11,862.14 |
|
R1 |
11,877.02 |
11,877.02 |
11,856.17 |
11,857.89 |
PP |
11,838.76 |
11,838.76 |
11,838.76 |
11,829.20 |
S1 |
11,811.95 |
11,811.95 |
11,844.25 |
11,792.82 |
S2 |
11,773.69 |
11,773.69 |
11,838.28 |
|
S3 |
11,708.62 |
11,746.88 |
11,832.32 |
|
S4 |
11,643.55 |
11,681.81 |
11,814.42 |
|
|
Weekly Pivots for week ending 06-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,442.11 |
12,363.16 |
11,969.56 |
|
R3 |
12,225.11 |
12,146.16 |
11,909.89 |
|
R2 |
12,008.11 |
12,008.11 |
11,889.99 |
|
R1 |
11,929.16 |
11,929.16 |
11,870.10 |
11,968.64 |
PP |
11,791.11 |
11,791.11 |
11,791.11 |
11,810.85 |
S1 |
11,712.16 |
11,712.16 |
11,830.32 |
11,751.64 |
S2 |
11,574.11 |
11,574.11 |
11,810.43 |
|
S3 |
11,357.11 |
11,495.16 |
11,790.54 |
|
S4 |
11,140.11 |
11,278.16 |
11,730.86 |
|
|
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% |
86.37 |
0.7% |
91% |
False |
False |
|
10 |
11,870.06 |
11,486.00 |
384.06 |
3.2% |
85.83 |
0.7% |
95% |
False |
False |
|
20 |
11,870.06 |
11,342.17 |
527.89 |
4.5% |
85.00 |
0.7% |
96% |
False |
False |
|
40 |
11,870.06 |
11,042.64 |
827.42 |
7.0% |
82.62 |
0.7% |
98% |
False |
False |
|
60 |
11,870.06 |
10,683.32 |
1,186.74 |
10.0% |
96.98 |
0.8% |
98% |
False |
False |
|
80 |
11,870.06 |
10,683.32 |
1,186.74 |
10.0% |
103.62 |
0.9% |
98% |
False |
False |
|
100 |
11,870.06 |
10,683.32 |
1,186.74 |
10.0% |
110.51 |
0.9% |
98% |
False |
False |
|
120 |
11,870.06 |
10,683.32 |
1,186.74 |
10.0% |
107.21 |
0.9% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,142.12 |
2.618 |
12,035.92 |
1.618 |
11,970.85 |
1.000 |
11,930.64 |
0.618 |
11,905.78 |
HIGH |
11,865.57 |
0.618 |
11,840.71 |
0.500 |
11,833.04 |
0.382 |
11,825.36 |
LOW |
11,800.50 |
0.618 |
11,760.29 |
1.000 |
11,735.43 |
1.618 |
11,695.22 |
2.618 |
11,630.15 |
4.250 |
11,523.95 |
|
|
Fisher Pivots for day following 06-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
11,844.49 |
11,829.73 |
PP |
11,838.76 |
11,809.25 |
S1 |
11,833.04 |
11,788.78 |
|