Trading Metrics calculated at close of trading on 24-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2006 |
24-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
12,001.33 |
12,116.51 |
115.18 |
1.0% |
11,961.31 |
High |
12,125.16 |
12,133.80 |
8.64 |
0.1% |
12,049.51 |
Low |
11,971.79 |
12,079.05 |
107.26 |
0.9% |
11,887.19 |
Close |
12,116.91 |
12,127.88 |
10.97 |
0.1% |
12,002.37 |
Range |
153.37 |
54.75 |
-98.62 |
-64.3% |
162.32 |
ATR |
86.73 |
84.45 |
-2.28 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,277.83 |
12,257.60 |
12,157.99 |
|
R3 |
12,223.08 |
12,202.85 |
12,142.94 |
|
R2 |
12,168.33 |
12,168.33 |
12,137.92 |
|
R1 |
12,148.10 |
12,148.10 |
12,132.90 |
12,158.22 |
PP |
12,113.58 |
12,113.58 |
12,113.58 |
12,118.63 |
S1 |
12,093.35 |
12,093.35 |
12,122.86 |
12,103.47 |
S2 |
12,058.83 |
12,058.83 |
12,117.84 |
|
S3 |
12,004.08 |
12,038.60 |
12,112.82 |
|
S4 |
11,949.33 |
11,983.85 |
12,097.77 |
|
|
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 |
12,133.80 |
11,941.94 |
191.86 |
1.6% |
95.55 |
0.8% |
97% |
True |
False |
|
10 |
12,133.80 |
11,794.17 |
339.63 |
2.8% |
86.05 |
0.7% |
98% |
True |
False |
|
20 |
12,133.80 |
11,653.06 |
480.74 |
4.0% |
79.68 |
0.7% |
99% |
True |
False |
|
40 |
12,133.80 |
11,299.58 |
834.22 |
6.9% |
80.08 |
0.7% |
99% |
True |
False |
|
60 |
12,133.80 |
11,042.64 |
1,091.16 |
9.0% |
87.20 |
0.7% |
99% |
True |
False |
|
80 |
12,133.80 |
10,683.32 |
1,450.48 |
12.0% |
97.25 |
0.8% |
100% |
True |
False |
|
100 |
12,133.80 |
10,683.32 |
1,450.48 |
12.0% |
105.12 |
0.9% |
100% |
True |
False |
|
120 |
12,133.80 |
10,683.32 |
1,450.48 |
12.0% |
106.71 |
0.9% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,366.49 |
2.618 |
12,277.14 |
1.618 |
12,222.39 |
1.000 |
12,188.55 |
0.618 |
12,167.64 |
HIGH |
12,133.80 |
0.618 |
12,112.89 |
0.500 |
12,106.43 |
0.382 |
12,099.96 |
LOW |
12,079.05 |
0.618 |
12,045.21 |
1.000 |
12,024.30 |
1.618 |
11,990.46 |
2.618 |
11,935.71 |
4.250 |
11,846.36 |
|
|
Fisher Pivots for day following 24-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
12,120.73 |
12,097.88 |
PP |
12,113.58 |
12,067.87 |
S1 |
12,106.43 |
12,037.87 |
|