Trading Metrics calculated at close of trading on 26-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2006 |
26-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
12,127.24 |
12,134.84 |
7.60 |
0.1% |
11,961.31 |
High |
12,147.97 |
12,167.02 |
19.05 |
0.2% |
12,049.51 |
Low |
12,081.77 |
12,096.10 |
14.33 |
0.1% |
11,887.19 |
Close |
12,134.68 |
12,163.66 |
28.98 |
0.2% |
12,002.37 |
Range |
66.20 |
70.92 |
4.72 |
7.1% |
162.32 |
ATR |
83.15 |
82.27 |
-0.87 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,355.02 |
12,330.26 |
12,202.67 |
|
R3 |
12,284.10 |
12,259.34 |
12,183.16 |
|
R2 |
12,213.18 |
12,213.18 |
12,176.66 |
|
R1 |
12,188.42 |
12,188.42 |
12,170.16 |
12,200.80 |
PP |
12,142.26 |
12,142.26 |
12,142.26 |
12,148.45 |
S1 |
12,117.50 |
12,117.50 |
12,157.16 |
12,129.88 |
S2 |
12,071.34 |
12,071.34 |
12,150.66 |
|
S3 |
12,000.42 |
12,046.58 |
12,144.16 |
|
S4 |
11,929.50 |
11,975.66 |
12,124.65 |
|
|
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 |
12,167.02 |
11,941.94 |
225.08 |
1.9% |
90.43 |
0.7% |
99% |
True |
False |
|
10 |
12,167.02 |
11,887.19 |
279.83 |
2.3% |
81.02 |
0.7% |
99% |
True |
False |
|
20 |
12,167.02 |
11,653.06 |
513.96 |
4.2% |
80.08 |
0.7% |
99% |
True |
False |
|
40 |
12,167.02 |
11,323.84 |
843.18 |
6.9% |
80.23 |
0.7% |
100% |
True |
False |
|
60 |
12,167.02 |
11,042.64 |
1,124.38 |
9.2% |
86.06 |
0.7% |
100% |
True |
False |
|
80 |
12,167.02 |
10,683.32 |
1,483.70 |
12.2% |
96.67 |
0.8% |
100% |
True |
False |
|
100 |
12,167.02 |
10,683.32 |
1,483.70 |
12.2% |
102.73 |
0.8% |
100% |
True |
False |
|
120 |
12,167.02 |
10,683.32 |
1,483.70 |
12.2% |
106.30 |
0.9% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,468.43 |
2.618 |
12,352.69 |
1.618 |
12,281.77 |
1.000 |
12,237.94 |
0.618 |
12,210.85 |
HIGH |
12,167.02 |
0.618 |
12,139.93 |
0.500 |
12,131.56 |
0.382 |
12,123.19 |
LOW |
12,096.10 |
0.618 |
12,052.27 |
1.000 |
12,025.18 |
1.618 |
11,981.35 |
2.618 |
11,910.43 |
4.250 |
11,794.69 |
|
|
Fisher Pivots for day following 26-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
12,152.96 |
12,150.12 |
PP |
12,142.26 |
12,136.58 |
S1 |
12,131.56 |
12,123.04 |
|