Trading Metrics calculated at close of trading on 16-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2006 |
16-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
11,947.22 |
11,961.31 |
14.09 |
0.1% |
11,849.56 |
High |
11,960.51 |
11,997.25 |
36.74 |
0.3% |
11,960.51 |
Low |
11,908.80 |
11,945.54 |
36.74 |
0.3% |
11,794.17 |
Close |
11,960.51 |
11,980.60 |
20.09 |
0.2% |
11,960.51 |
Range |
51.71 |
51.71 |
0.00 |
0.0% |
166.34 |
ATR |
80.50 |
78.44 |
-2.06 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,129.59 |
12,106.81 |
12,009.04 |
|
R3 |
12,077.88 |
12,055.10 |
11,994.82 |
|
R2 |
12,026.17 |
12,026.17 |
11,990.08 |
|
R1 |
12,003.39 |
12,003.39 |
11,985.34 |
12,014.78 |
PP |
11,974.46 |
11,974.46 |
11,974.46 |
11,980.16 |
S1 |
11,951.68 |
11,951.68 |
11,975.86 |
11,963.07 |
S2 |
11,922.75 |
11,922.75 |
11,971.12 |
|
S3 |
11,871.04 |
11,899.97 |
11,966.38 |
|
S4 |
11,819.33 |
11,848.26 |
11,952.16 |
|
|
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 |
11,997.25 |
11,794.17 |
203.08 |
1.7% |
67.80 |
0.6% |
92% |
True |
False |
|
10 |
11,997.25 |
11,653.06 |
344.19 |
2.9% |
76.23 |
0.6% |
95% |
True |
False |
|
20 |
11,997.25 |
11,474.56 |
522.69 |
4.4% |
80.63 |
0.7% |
97% |
True |
False |
|
40 |
11,997.25 |
11,260.28 |
736.97 |
6.2% |
77.80 |
0.6% |
98% |
True |
False |
|
60 |
11,997.25 |
10,868.62 |
1,128.63 |
9.4% |
89.76 |
0.7% |
99% |
True |
False |
|
80 |
11,997.25 |
10,683.32 |
1,313.93 |
11.0% |
98.94 |
0.8% |
99% |
True |
False |
|
100 |
11,997.25 |
10,683.32 |
1,313.93 |
11.0% |
106.10 |
0.9% |
99% |
True |
False |
|
120 |
11,997.25 |
10,683.32 |
1,313.93 |
11.0% |
106.28 |
0.9% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,217.02 |
2.618 |
12,132.63 |
1.618 |
12,080.92 |
1.000 |
12,048.96 |
0.618 |
12,029.21 |
HIGH |
11,997.25 |
0.618 |
11,977.50 |
0.500 |
11,971.40 |
0.382 |
11,965.29 |
LOW |
11,945.54 |
0.618 |
11,913.58 |
1.000 |
11,893.83 |
1.618 |
11,861.87 |
2.618 |
11,810.16 |
4.250 |
11,725.77 |
|
|
Fisher Pivots for day following 16-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
11,977.53 |
11,962.28 |
PP |
11,974.46 |
11,943.97 |
S1 |
11,971.40 |
11,925.65 |
|