| Trading Metrics calculated at close of trading on 09-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2006 |
09-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
11,865.49 |
11,849.56 |
-15.93 |
-0.1% |
11,678.99 |
| High |
11,865.57 |
11,872.94 |
7.37 |
0.1% |
11,870.06 |
| Low |
11,800.50 |
11,813.22 |
12.72 |
0.1% |
11,653.06 |
| Close |
11,850.21 |
11,857.81 |
7.60 |
0.1% |
11,850.21 |
| Range |
65.07 |
59.72 |
-5.35 |
-8.2% |
217.00 |
| ATR |
85.04 |
83.23 |
-1.81 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,027.15 |
12,002.20 |
11,890.66 |
|
| R3 |
11,967.43 |
11,942.48 |
11,874.23 |
|
| R2 |
11,907.71 |
11,907.71 |
11,868.76 |
|
| R1 |
11,882.76 |
11,882.76 |
11,863.28 |
11,895.24 |
| PP |
11,847.99 |
11,847.99 |
11,847.99 |
11,854.23 |
| S1 |
11,823.04 |
11,823.04 |
11,852.34 |
11,835.52 |
| S2 |
11,788.27 |
11,788.27 |
11,846.86 |
|
| S3 |
11,728.55 |
11,763.32 |
11,841.39 |
|
| S4 |
11,668.83 |
11,703.60 |
11,824.96 |
|
|
| 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 |
11,872.94 |
11,653.06 |
219.88 |
1.9% |
84.65 |
0.7% |
93% |
True |
False |
|
| 10 |
11,872.94 |
11,567.65 |
305.29 |
2.6% |
78.76 |
0.7% |
95% |
True |
False |
|
| 20 |
11,872.94 |
11,395.71 |
477.23 |
4.0% |
84.03 |
0.7% |
97% |
True |
False |
|
| 40 |
11,872.94 |
11,079.78 |
793.16 |
6.7% |
82.15 |
0.7% |
98% |
True |
False |
|
| 60 |
11,872.94 |
10,683.32 |
1,189.62 |
10.0% |
95.52 |
0.8% |
99% |
True |
False |
|
| 80 |
11,872.94 |
10,683.32 |
1,189.62 |
10.0% |
101.63 |
0.9% |
99% |
True |
False |
|
| 100 |
11,872.94 |
10,683.32 |
1,189.62 |
10.0% |
108.75 |
0.9% |
99% |
True |
False |
|
| 120 |
11,872.94 |
10,683.32 |
1,189.62 |
10.0% |
107.15 |
0.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,126.75 |
|
2.618 |
12,029.29 |
|
1.618 |
11,969.57 |
|
1.000 |
11,932.66 |
|
0.618 |
11,909.85 |
|
HIGH |
11,872.94 |
|
0.618 |
11,850.13 |
|
0.500 |
11,843.08 |
|
0.382 |
11,836.03 |
|
LOW |
11,813.22 |
|
0.618 |
11,776.31 |
|
1.000 |
11,753.50 |
|
1.618 |
11,716.59 |
|
2.618 |
11,656.87 |
|
4.250 |
11,559.41 |
|
|
| Fisher Pivots for day following 09-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,852.90 |
11,850.78 |
| PP |
11,847.99 |
11,843.75 |
| S1 |
11,843.08 |
11,836.72 |
|