Trading Metrics calculated at close of trading on 25-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2006 |
25-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
12,116.51 |
12,127.24 |
10.73 |
0.1% |
11,961.31 |
High |
12,133.80 |
12,147.97 |
14.17 |
0.1% |
12,049.51 |
Low |
12,079.05 |
12,081.77 |
2.72 |
0.0% |
11,887.19 |
Close |
12,127.88 |
12,134.68 |
6.80 |
0.1% |
12,002.37 |
Range |
54.75 |
66.20 |
11.45 |
20.9% |
162.32 |
ATR |
84.45 |
83.15 |
-1.30 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,320.07 |
12,293.58 |
12,171.09 |
|
R3 |
12,253.87 |
12,227.38 |
12,152.89 |
|
R2 |
12,187.67 |
12,187.67 |
12,146.82 |
|
R1 |
12,161.18 |
12,161.18 |
12,140.75 |
12,174.43 |
PP |
12,121.47 |
12,121.47 |
12,121.47 |
12,128.10 |
S1 |
12,094.98 |
12,094.98 |
12,128.61 |
12,108.23 |
S2 |
12,055.27 |
12,055.27 |
12,122.54 |
|
S3 |
11,989.07 |
12,028.78 |
12,116.48 |
|
S4 |
11,922.87 |
11,962.58 |
12,098.27 |
|
|
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 |
12,147.97 |
11,941.94 |
206.03 |
1.7% |
88.42 |
0.7% |
94% |
True |
False |
|
10 |
12,147.97 |
11,854.05 |
293.92 |
2.4% |
84.49 |
0.7% |
95% |
True |
False |
|
20 |
12,147.97 |
11,653.06 |
494.91 |
4.1% |
79.93 |
0.7% |
97% |
True |
False |
|
40 |
12,147.97 |
11,323.84 |
824.13 |
6.8% |
79.74 |
0.7% |
98% |
True |
False |
|
60 |
12,147.97 |
11,042.64 |
1,105.33 |
9.1% |
86.61 |
0.7% |
99% |
True |
False |
|
80 |
12,147.97 |
10,683.32 |
1,464.65 |
12.1% |
97.05 |
0.8% |
99% |
True |
False |
|
100 |
12,147.97 |
10,683.32 |
1,464.65 |
12.1% |
103.70 |
0.9% |
99% |
True |
False |
|
120 |
12,147.97 |
10,683.32 |
1,464.65 |
12.1% |
106.05 |
0.9% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,429.32 |
2.618 |
12,321.28 |
1.618 |
12,255.08 |
1.000 |
12,214.17 |
0.618 |
12,188.88 |
HIGH |
12,147.97 |
0.618 |
12,122.68 |
0.500 |
12,114.87 |
0.382 |
12,107.06 |
LOW |
12,081.77 |
0.618 |
12,040.86 |
1.000 |
12,015.57 |
1.618 |
11,974.66 |
2.618 |
11,908.46 |
4.250 |
11,800.42 |
|
|
Fisher Pivots for day following 25-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
12,128.08 |
12,109.75 |
PP |
12,121.47 |
12,084.81 |
S1 |
12,114.87 |
12,059.88 |
|