| Trading Metrics calculated at close of trading on 10-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2006 |
10-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
11,849.56 |
11,857.73 |
8.17 |
0.1% |
11,678.99 |
| High |
11,872.94 |
11,877.90 |
4.96 |
0.0% |
11,870.06 |
| Low |
11,813.22 |
11,829.71 |
16.49 |
0.1% |
11,653.06 |
| Close |
11,857.81 |
11,867.17 |
9.36 |
0.1% |
11,850.21 |
| Range |
59.72 |
48.19 |
-11.53 |
-19.3% |
217.00 |
| ATR |
83.23 |
80.73 |
-2.50 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,002.83 |
11,983.19 |
11,893.67 |
|
| R3 |
11,954.64 |
11,935.00 |
11,880.42 |
|
| R2 |
11,906.45 |
11,906.45 |
11,876.00 |
|
| R1 |
11,886.81 |
11,886.81 |
11,871.59 |
11,896.63 |
| PP |
11,858.26 |
11,858.26 |
11,858.26 |
11,863.17 |
| S1 |
11,838.62 |
11,838.62 |
11,862.75 |
11,848.44 |
| S2 |
11,810.07 |
11,810.07 |
11,858.34 |
|
| S3 |
11,761.88 |
11,790.43 |
11,853.92 |
|
| S4 |
11,713.69 |
11,742.24 |
11,840.67 |
|
|
| 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 |
11,877.90 |
11,707.49 |
170.41 |
1.4% |
73.11 |
0.6% |
94% |
True |
False |
|
| 10 |
11,877.90 |
11,653.06 |
224.84 |
1.9% |
73.31 |
0.6% |
95% |
True |
False |
|
| 20 |
11,877.90 |
11,474.56 |
403.34 |
3.4% |
80.58 |
0.7% |
97% |
True |
False |
|
| 40 |
11,877.90 |
11,098.03 |
779.87 |
6.6% |
80.28 |
0.7% |
99% |
True |
False |
|
| 60 |
11,877.90 |
10,683.32 |
1,194.58 |
10.1% |
94.86 |
0.8% |
99% |
True |
False |
|
| 80 |
11,877.90 |
10,683.32 |
1,194.58 |
10.1% |
101.47 |
0.9% |
99% |
True |
False |
|
| 100 |
11,877.90 |
10,683.32 |
1,194.58 |
10.1% |
108.03 |
0.9% |
99% |
True |
False |
|
| 120 |
11,877.90 |
10,683.32 |
1,194.58 |
10.1% |
106.64 |
0.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,082.71 |
|
2.618 |
12,004.06 |
|
1.618 |
11,955.87 |
|
1.000 |
11,926.09 |
|
0.618 |
11,907.68 |
|
HIGH |
11,877.90 |
|
0.618 |
11,859.49 |
|
0.500 |
11,853.81 |
|
0.382 |
11,848.12 |
|
LOW |
11,829.71 |
|
0.618 |
11,799.93 |
|
1.000 |
11,781.52 |
|
1.618 |
11,751.74 |
|
2.618 |
11,703.55 |
|
4.250 |
11,624.90 |
|
|
| Fisher Pivots for day following 10-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,862.72 |
11,857.85 |
| PP |
11,858.26 |
11,848.52 |
| S1 |
11,853.81 |
11,839.20 |
|