Trading Metrics calculated at close of trading on 18-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2006 |
18-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
11,977.40 |
11,947.62 |
-29.78 |
-0.2% |
11,849.56 |
High |
11,979.08 |
12,049.51 |
70.43 |
0.6% |
11,960.51 |
Low |
11,887.19 |
11,947.62 |
60.43 |
0.5% |
11,794.17 |
Close |
11,950.02 |
11,992.68 |
42.66 |
0.4% |
11,960.51 |
Range |
91.89 |
101.89 |
10.00 |
10.9% |
166.34 |
ATR |
79.51 |
81.11 |
1.60 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,302.27 |
12,249.37 |
12,048.72 |
|
R3 |
12,200.38 |
12,147.48 |
12,020.70 |
|
R2 |
12,098.49 |
12,098.49 |
12,011.36 |
|
R1 |
12,045.59 |
12,045.59 |
12,002.02 |
12,072.04 |
PP |
11,996.60 |
11,996.60 |
11,996.60 |
12,009.83 |
S1 |
11,943.70 |
11,943.70 |
11,983.34 |
11,970.15 |
S2 |
11,894.71 |
11,894.71 |
11,974.00 |
|
S3 |
11,792.82 |
11,841.81 |
11,964.66 |
|
S4 |
11,690.93 |
11,739.92 |
11,936.64 |
|
|
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 |
12,049.51 |
11,854.05 |
195.46 |
1.6% |
80.56 |
0.7% |
71% |
True |
False |
|
10 |
12,049.51 |
11,794.17 |
255.34 |
2.1% |
70.64 |
0.6% |
78% |
True |
False |
|
20 |
12,049.51 |
11,474.56 |
574.95 |
4.8% |
81.91 |
0.7% |
90% |
True |
False |
|
40 |
12,049.51 |
11,260.28 |
789.23 |
6.6% |
79.16 |
0.7% |
93% |
True |
False |
|
60 |
12,049.51 |
11,042.64 |
1,006.87 |
8.4% |
87.47 |
0.7% |
94% |
True |
False |
|
80 |
12,049.51 |
10,683.32 |
1,366.19 |
11.4% |
99.16 |
0.8% |
96% |
True |
False |
|
100 |
12,049.51 |
10,683.32 |
1,366.19 |
11.4% |
106.32 |
0.9% |
96% |
True |
False |
|
120 |
12,049.51 |
10,683.32 |
1,366.19 |
11.4% |
106.13 |
0.9% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,482.54 |
2.618 |
12,316.26 |
1.618 |
12,214.37 |
1.000 |
12,151.40 |
0.618 |
12,112.48 |
HIGH |
12,049.51 |
0.618 |
12,010.59 |
0.500 |
11,998.57 |
0.382 |
11,986.54 |
LOW |
11,947.62 |
0.618 |
11,884.65 |
1.000 |
11,845.73 |
1.618 |
11,782.76 |
2.618 |
11,680.87 |
4.250 |
11,514.59 |
|
|
Fisher Pivots for day following 18-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
11,998.57 |
11,984.57 |
PP |
11,996.60 |
11,976.46 |
S1 |
11,994.64 |
11,968.35 |
|