Trading Metrics calculated at close of trading on 27-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2006 |
27-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
12,134.84 |
12,164.78 |
29.94 |
0.2% |
12,001.33 |
High |
12,167.02 |
12,164.86 |
-2.16 |
0.0% |
12,167.02 |
Low |
12,096.10 |
12,073.53 |
-22.57 |
-0.2% |
11,971.79 |
Close |
12,163.66 |
12,090.26 |
-73.40 |
-0.6% |
12,090.26 |
Range |
70.92 |
91.33 |
20.41 |
28.8% |
195.23 |
ATR |
82.27 |
82.92 |
0.65 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,383.54 |
12,328.23 |
12,140.49 |
|
R3 |
12,292.21 |
12,236.90 |
12,115.38 |
|
R2 |
12,200.88 |
12,200.88 |
12,107.00 |
|
R1 |
12,145.57 |
12,145.57 |
12,098.63 |
12,127.56 |
PP |
12,109.55 |
12,109.55 |
12,109.55 |
12,100.55 |
S1 |
12,054.24 |
12,054.24 |
12,081.89 |
12,036.23 |
S2 |
12,018.22 |
12,018.22 |
12,073.52 |
|
S3 |
11,926.89 |
11,962.91 |
12,065.14 |
|
S4 |
11,835.56 |
11,871.58 |
12,040.03 |
|
|
Weekly Pivots for week ending 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,662.05 |
12,571.38 |
12,197.64 |
|
R3 |
12,466.82 |
12,376.15 |
12,143.95 |
|
R2 |
12,271.59 |
12,271.59 |
12,126.05 |
|
R1 |
12,180.92 |
12,180.92 |
12,108.16 |
12,226.26 |
PP |
12,076.36 |
12,076.36 |
12,076.36 |
12,099.02 |
S1 |
11,985.69 |
11,985.69 |
12,072.36 |
12,031.03 |
S2 |
11,881.13 |
11,881.13 |
12,054.47 |
|
S3 |
11,685.90 |
11,790.46 |
12,036.57 |
|
S4 |
11,490.67 |
11,595.23 |
11,982.88 |
|
|
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 |
11,971.79 |
195.23 |
1.6% |
87.31 |
0.7% |
61% |
False |
False |
|
10 |
12,167.02 |
11,887.19 |
279.83 |
2.3% |
84.98 |
0.7% |
73% |
False |
False |
|
20 |
12,167.02 |
11,653.06 |
513.96 |
4.3% |
81.43 |
0.7% |
85% |
False |
False |
|
40 |
12,167.02 |
11,323.84 |
843.18 |
7.0% |
81.62 |
0.7% |
91% |
False |
False |
|
60 |
12,167.02 |
11,042.64 |
1,124.38 |
9.3% |
85.50 |
0.7% |
93% |
False |
False |
|
80 |
12,167.02 |
10,683.32 |
1,483.70 |
12.3% |
96.44 |
0.8% |
95% |
False |
False |
|
100 |
12,167.02 |
10,683.32 |
1,483.70 |
12.3% |
102.15 |
0.8% |
95% |
False |
False |
|
120 |
12,167.02 |
10,683.32 |
1,483.70 |
12.3% |
106.48 |
0.9% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,553.01 |
2.618 |
12,403.96 |
1.618 |
12,312.63 |
1.000 |
12,256.19 |
0.618 |
12,221.30 |
HIGH |
12,164.86 |
0.618 |
12,129.97 |
0.500 |
12,119.20 |
0.382 |
12,108.42 |
LOW |
12,073.53 |
0.618 |
12,017.09 |
1.000 |
11,982.20 |
1.618 |
11,925.76 |
2.618 |
11,834.43 |
4.250 |
11,685.38 |
|
|
Fisher Pivots for day following 27-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
12,119.20 |
12,120.28 |
PP |
12,109.55 |
12,110.27 |
S1 |
12,099.91 |
12,100.27 |
|