Trading Metrics calculated at close of trading on 23-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2006 |
23-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
12,013.01 |
12,001.33 |
-11.68 |
-0.1% |
11,961.31 |
High |
12,048.87 |
12,125.16 |
76.29 |
0.6% |
12,049.51 |
Low |
11,941.94 |
11,971.79 |
29.85 |
0.2% |
11,887.19 |
Close |
12,002.37 |
12,116.91 |
114.54 |
1.0% |
12,002.37 |
Range |
106.93 |
153.37 |
46.44 |
43.4% |
162.32 |
ATR |
81.61 |
86.73 |
5.13 |
6.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,531.40 |
12,477.52 |
12,201.26 |
|
R3 |
12,378.03 |
12,324.15 |
12,159.09 |
|
R2 |
12,224.66 |
12,224.66 |
12,145.03 |
|
R1 |
12,170.78 |
12,170.78 |
12,130.97 |
12,197.72 |
PP |
12,071.29 |
12,071.29 |
12,071.29 |
12,084.76 |
S1 |
12,017.41 |
12,017.41 |
12,102.85 |
12,044.35 |
S2 |
11,917.92 |
11,917.92 |
12,088.79 |
|
S3 |
11,764.55 |
11,864.04 |
12,074.73 |
|
S4 |
11,611.18 |
11,710.67 |
12,032.56 |
|
|
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 |
12,125.16 |
11,887.19 |
237.97 |
2.0% |
102.98 |
0.8% |
97% |
True |
False |
|
10 |
12,125.16 |
11,794.17 |
330.99 |
2.7% |
85.39 |
0.7% |
98% |
True |
False |
|
20 |
12,125.16 |
11,567.65 |
557.51 |
4.6% |
82.07 |
0.7% |
99% |
True |
False |
|
40 |
12,125.16 |
11,273.49 |
851.67 |
7.0% |
81.57 |
0.7% |
99% |
True |
False |
|
60 |
12,125.16 |
11,042.64 |
1,082.52 |
8.9% |
86.97 |
0.7% |
99% |
True |
False |
|
80 |
12,125.16 |
10,683.32 |
1,441.84 |
11.9% |
97.64 |
0.8% |
99% |
True |
False |
|
100 |
12,125.16 |
10,683.32 |
1,441.84 |
11.9% |
105.51 |
0.9% |
99% |
True |
False |
|
120 |
12,125.16 |
10,683.32 |
1,441.84 |
11.9% |
106.77 |
0.9% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,776.98 |
2.618 |
12,526.68 |
1.618 |
12,373.31 |
1.000 |
12,278.53 |
0.618 |
12,219.94 |
HIGH |
12,125.16 |
0.618 |
12,066.57 |
0.500 |
12,048.48 |
0.382 |
12,030.38 |
LOW |
11,971.79 |
0.618 |
11,877.01 |
1.000 |
11,818.42 |
1.618 |
11,723.64 |
2.618 |
11,570.27 |
4.250 |
11,319.97 |
|
|
Fisher Pivots for day following 23-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
12,094.10 |
12,089.12 |
PP |
12,071.29 |
12,061.34 |
S1 |
12,048.48 |
12,033.55 |
|