Trading Metrics calculated at close of trading on 20-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2006 |
20-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
11,988.92 |
12,013.01 |
24.09 |
0.2% |
11,961.31 |
High |
12,027.74 |
12,048.87 |
21.13 |
0.2% |
12,049.51 |
Low |
11,966.91 |
11,941.94 |
-24.97 |
-0.2% |
11,887.19 |
Close |
12,011.73 |
12,002.37 |
-9.36 |
-0.1% |
12,002.37 |
Range |
60.83 |
106.93 |
46.10 |
75.8% |
162.32 |
ATR |
79.66 |
81.61 |
1.95 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,318.52 |
12,267.37 |
12,061.18 |
|
R3 |
12,211.59 |
12,160.44 |
12,031.78 |
|
R2 |
12,104.66 |
12,104.66 |
12,021.97 |
|
R1 |
12,053.51 |
12,053.51 |
12,012.17 |
12,025.62 |
PP |
11,997.73 |
11,997.73 |
11,997.73 |
11,983.78 |
S1 |
11,946.58 |
11,946.58 |
11,992.57 |
11,918.69 |
S2 |
11,890.80 |
11,890.80 |
11,982.77 |
|
S3 |
11,783.87 |
11,839.65 |
11,972.96 |
|
S4 |
11,676.94 |
11,732.72 |
11,943.56 |
|
|
Weekly Pivots for week ending 20-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,466.65 |
12,396.83 |
12,091.65 |
|
R3 |
12,304.33 |
12,234.51 |
12,047.01 |
|
R2 |
12,142.01 |
12,142.01 |
12,032.13 |
|
R1 |
12,072.19 |
12,072.19 |
12,017.25 |
12,107.10 |
PP |
11,979.69 |
11,979.69 |
11,979.69 |
11,997.15 |
S1 |
11,909.87 |
11,909.87 |
11,987.49 |
11,944.78 |
S2 |
11,817.37 |
11,817.37 |
11,972.61 |
|
S3 |
11,655.05 |
11,747.55 |
11,957.73 |
|
S4 |
11,492.73 |
11,585.23 |
11,913.09 |
|
|
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% |
82.65 |
0.7% |
71% |
False |
False |
|
10 |
12,049.51 |
11,794.17 |
255.34 |
2.1% |
76.03 |
0.6% |
82% |
False |
False |
|
20 |
12,049.51 |
11,486.00 |
563.51 |
4.7% |
80.93 |
0.7% |
92% |
False |
False |
|
40 |
12,049.51 |
11,260.28 |
789.23 |
6.6% |
79.17 |
0.7% |
94% |
False |
False |
|
60 |
12,049.51 |
11,042.64 |
1,006.87 |
8.4% |
86.77 |
0.7% |
95% |
False |
False |
|
80 |
12,049.51 |
10,683.32 |
1,366.19 |
11.4% |
98.48 |
0.8% |
97% |
False |
False |
|
100 |
12,049.51 |
10,683.32 |
1,366.19 |
11.4% |
105.18 |
0.9% |
97% |
False |
False |
|
120 |
12,049.51 |
10,683.32 |
1,366.19 |
11.4% |
106.01 |
0.9% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,503.32 |
2.618 |
12,328.81 |
1.618 |
12,221.88 |
1.000 |
12,155.80 |
0.618 |
12,114.95 |
HIGH |
12,048.87 |
0.618 |
12,008.02 |
0.500 |
11,995.41 |
0.382 |
11,982.79 |
LOW |
11,941.94 |
0.618 |
11,875.86 |
1.000 |
11,835.01 |
1.618 |
11,768.93 |
2.618 |
11,662.00 |
4.250 |
11,487.49 |
|
|
Fisher Pivots for day following 20-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
12,000.05 |
12,000.16 |
PP |
11,997.73 |
11,997.94 |
S1 |
11,995.41 |
11,995.73 |
|