Trading Metrics calculated at close of trading on 13-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2006 |
13-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
11,854.13 |
11,947.22 |
93.09 |
0.8% |
11,849.56 |
High |
11,959.63 |
11,960.51 |
0.88 |
0.0% |
11,960.51 |
Low |
11,854.05 |
11,908.80 |
54.75 |
0.5% |
11,794.17 |
Close |
11,947.70 |
11,960.51 |
12.81 |
0.1% |
11,960.51 |
Range |
105.58 |
51.71 |
-53.87 |
-51.0% |
166.34 |
ATR |
82.71 |
80.50 |
-2.21 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,098.40 |
12,081.17 |
11,988.95 |
|
R3 |
12,046.69 |
12,029.46 |
11,974.73 |
|
R2 |
11,994.98 |
11,994.98 |
11,969.99 |
|
R1 |
11,977.75 |
11,977.75 |
11,965.25 |
11,986.37 |
PP |
11,943.27 |
11,943.27 |
11,943.27 |
11,947.58 |
S1 |
11,926.04 |
11,926.04 |
11,955.77 |
11,934.66 |
S2 |
11,891.56 |
11,891.56 |
11,951.03 |
|
S3 |
11,839.85 |
11,874.33 |
11,946.29 |
|
S4 |
11,788.14 |
11,822.62 |
11,932.07 |
|
|
Weekly Pivots for week ending 13-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,404.08 |
12,348.64 |
12,052.00 |
|
R3 |
12,237.74 |
12,182.30 |
12,006.25 |
|
R2 |
12,071.40 |
12,071.40 |
11,991.01 |
|
R1 |
12,015.96 |
12,015.96 |
11,975.76 |
12,043.68 |
PP |
11,905.06 |
11,905.06 |
11,905.06 |
11,918.93 |
S1 |
11,849.62 |
11,849.62 |
11,945.26 |
11,877.34 |
S2 |
11,738.72 |
11,738.72 |
11,930.01 |
|
S3 |
11,572.38 |
11,683.28 |
11,914.77 |
|
S4 |
11,406.04 |
11,516.94 |
11,869.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,960.51 |
11,794.17 |
166.34 |
1.4% |
69.40 |
0.6% |
100% |
True |
False |
|
10 |
11,960.51 |
11,653.06 |
307.45 |
2.6% |
77.88 |
0.7% |
100% |
True |
False |
|
20 |
11,960.51 |
11,474.56 |
485.95 |
4.1% |
81.05 |
0.7% |
100% |
True |
False |
|
40 |
11,960.51 |
11,260.28 |
700.23 |
5.9% |
78.11 |
0.7% |
100% |
True |
False |
|
60 |
11,960.51 |
10,838.85 |
1,121.66 |
9.4% |
90.78 |
0.8% |
100% |
True |
False |
|
80 |
11,960.51 |
10,683.32 |
1,277.19 |
10.7% |
99.44 |
0.8% |
100% |
True |
False |
|
100 |
11,960.51 |
10,683.32 |
1,277.19 |
10.7% |
106.96 |
0.9% |
100% |
True |
False |
|
120 |
11,960.51 |
10,683.32 |
1,277.19 |
10.7% |
106.66 |
0.9% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,180.28 |
2.618 |
12,095.89 |
1.618 |
12,044.18 |
1.000 |
12,012.22 |
0.618 |
11,992.47 |
HIGH |
11,960.51 |
0.618 |
11,940.76 |
0.500 |
11,934.66 |
0.382 |
11,928.55 |
LOW |
11,908.80 |
0.618 |
11,876.84 |
1.000 |
11,857.09 |
1.618 |
11,825.13 |
2.618 |
11,773.42 |
4.250 |
11,689.03 |
|
|
Fisher Pivots for day following 13-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
11,951.89 |
11,932.79 |
PP |
11,943.27 |
11,905.06 |
S1 |
11,934.66 |
11,877.34 |
|