Trading Metrics calculated at close of trading on 17-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2006 |
17-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
11,961.31 |
11,977.40 |
16.09 |
0.1% |
11,849.56 |
High |
11,997.25 |
11,979.08 |
-18.17 |
-0.2% |
11,960.51 |
Low |
11,945.54 |
11,887.19 |
-58.35 |
-0.5% |
11,794.17 |
Close |
11,980.60 |
11,950.02 |
-30.58 |
-0.3% |
11,960.51 |
Range |
51.71 |
91.89 |
40.18 |
77.7% |
166.34 |
ATR |
78.44 |
79.51 |
1.07 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,214.43 |
12,174.12 |
12,000.56 |
|
R3 |
12,122.54 |
12,082.23 |
11,975.29 |
|
R2 |
12,030.65 |
12,030.65 |
11,966.87 |
|
R1 |
11,990.34 |
11,990.34 |
11,958.44 |
11,964.55 |
PP |
11,938.76 |
11,938.76 |
11,938.76 |
11,925.87 |
S1 |
11,898.45 |
11,898.45 |
11,941.60 |
11,872.66 |
S2 |
11,846.87 |
11,846.87 |
11,933.17 |
|
S3 |
11,754.98 |
11,806.56 |
11,924.75 |
|
S4 |
11,663.09 |
11,714.67 |
11,899.48 |
|
|
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% |
76.54 |
0.6% |
77% |
False |
False |
|
10 |
11,997.25 |
11,707.49 |
289.76 |
2.4% |
74.83 |
0.6% |
84% |
False |
False |
|
20 |
11,997.25 |
11,474.56 |
522.69 |
4.4% |
81.15 |
0.7% |
91% |
False |
False |
|
40 |
11,997.25 |
11,260.28 |
736.97 |
6.2% |
78.63 |
0.7% |
94% |
False |
False |
|
60 |
11,997.25 |
10,999.90 |
997.35 |
8.3% |
88.00 |
0.7% |
95% |
False |
False |
|
80 |
11,997.25 |
10,683.32 |
1,313.93 |
11.0% |
98.83 |
0.8% |
96% |
False |
False |
|
100 |
11,997.25 |
10,683.32 |
1,313.93 |
11.0% |
106.02 |
0.9% |
96% |
False |
False |
|
120 |
11,997.25 |
10,683.32 |
1,313.93 |
11.0% |
105.86 |
0.9% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,369.61 |
2.618 |
12,219.65 |
1.618 |
12,127.76 |
1.000 |
12,070.97 |
0.618 |
12,035.87 |
HIGH |
11,979.08 |
0.618 |
11,943.98 |
0.500 |
11,933.14 |
0.382 |
11,922.29 |
LOW |
11,887.19 |
0.618 |
11,830.40 |
1.000 |
11,795.30 |
1.618 |
11,738.51 |
2.618 |
11,646.62 |
4.250 |
11,496.66 |
|
|
Fisher Pivots for day following 17-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
11,944.39 |
11,947.42 |
PP |
11,938.76 |
11,944.82 |
S1 |
11,933.14 |
11,942.22 |
|