Trading Metrics calculated at close of trading on 19-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2006 |
19-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
11,947.62 |
11,988.92 |
41.30 |
0.3% |
11,849.56 |
High |
12,049.51 |
12,027.74 |
-21.77 |
-0.2% |
11,960.51 |
Low |
11,947.62 |
11,966.91 |
19.29 |
0.2% |
11,794.17 |
Close |
11,992.68 |
12,011.73 |
19.05 |
0.2% |
11,960.51 |
Range |
101.89 |
60.83 |
-41.06 |
-40.3% |
166.34 |
ATR |
81.11 |
79.66 |
-1.45 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,184.62 |
12,159.00 |
12,045.19 |
|
R3 |
12,123.79 |
12,098.17 |
12,028.46 |
|
R2 |
12,062.96 |
12,062.96 |
12,022.88 |
|
R1 |
12,037.34 |
12,037.34 |
12,017.31 |
12,050.15 |
PP |
12,002.13 |
12,002.13 |
12,002.13 |
12,008.53 |
S1 |
11,976.51 |
11,976.51 |
12,006.15 |
11,989.32 |
S2 |
11,941.30 |
11,941.30 |
12,000.58 |
|
S3 |
11,880.47 |
11,915.68 |
11,995.00 |
|
S4 |
11,819.64 |
11,854.85 |
11,978.27 |
|
|
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 |
11,887.19 |
162.32 |
1.4% |
71.61 |
0.6% |
77% |
False |
False |
|
10 |
12,049.51 |
11,794.17 |
255.34 |
2.1% |
71.84 |
0.6% |
85% |
False |
False |
|
20 |
12,049.51 |
11,474.56 |
574.95 |
4.8% |
78.51 |
0.7% |
93% |
False |
False |
|
40 |
12,049.51 |
11,260.28 |
789.23 |
6.6% |
78.02 |
0.6% |
95% |
False |
False |
|
60 |
12,049.51 |
11,042.64 |
1,006.87 |
8.4% |
86.65 |
0.7% |
96% |
False |
False |
|
80 |
12,049.51 |
10,683.32 |
1,366.19 |
11.4% |
98.13 |
0.8% |
97% |
False |
False |
|
100 |
12,049.51 |
10,683.32 |
1,366.19 |
11.4% |
105.09 |
0.9% |
97% |
False |
False |
|
120 |
12,049.51 |
10,683.32 |
1,366.19 |
11.4% |
105.81 |
0.9% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,286.27 |
2.618 |
12,186.99 |
1.618 |
12,126.16 |
1.000 |
12,088.57 |
0.618 |
12,065.33 |
HIGH |
12,027.74 |
0.618 |
12,004.50 |
0.500 |
11,997.33 |
0.382 |
11,990.15 |
LOW |
11,966.91 |
0.618 |
11,929.32 |
1.000 |
11,906.08 |
1.618 |
11,868.49 |
2.618 |
11,807.66 |
4.250 |
11,708.38 |
|
|
Fisher Pivots for day following 19-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
12,006.93 |
11,997.27 |
PP |
12,002.13 |
11,982.81 |
S1 |
11,997.33 |
11,968.35 |
|