| Trading Metrics calculated at close of trading on 12-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2006 |
12-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
11,527 |
11,552 |
25 |
0.2% |
11,626 |
| High |
11,527 |
11,649 |
122 |
1.1% |
11,626 |
| Low |
11,527 |
11,552 |
25 |
0.2% |
11,524 |
| Close |
11,568 |
11,670 |
102 |
0.9% |
11,556 |
| Range |
0 |
97 |
97 |
|
102 |
| ATR |
44 |
48 |
4 |
8.6% |
0 |
| Volume |
2 |
4 |
2 |
100.0% |
16 |
|
| Daily Pivots for day following 12-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,915 |
11,889 |
11,723 |
|
| R3 |
11,818 |
11,792 |
11,697 |
|
| R2 |
11,721 |
11,721 |
11,688 |
|
| R1 |
11,695 |
11,695 |
11,679 |
11,708 |
| PP |
11,624 |
11,624 |
11,624 |
11,630 |
| S1 |
11,598 |
11,598 |
11,661 |
11,611 |
| S2 |
11,527 |
11,527 |
11,652 |
|
| S3 |
11,430 |
11,501 |
11,643 |
|
| S4 |
11,333 |
11,404 |
11,617 |
|
|
| Weekly Pivots for week ending 08-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,875 |
11,817 |
11,612 |
|
| R3 |
11,773 |
11,715 |
11,584 |
|
| R2 |
11,671 |
11,671 |
11,575 |
|
| R1 |
11,613 |
11,613 |
11,565 |
11,591 |
| PP |
11,569 |
11,569 |
11,569 |
11,558 |
| S1 |
11,511 |
11,511 |
11,547 |
11,489 |
| S2 |
11,467 |
11,467 |
11,537 |
|
| S3 |
11,365 |
11,409 |
11,528 |
|
| S4 |
11,263 |
11,307 |
11,500 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,649 |
11,524 |
125 |
1.1% |
20 |
0.2% |
117% |
True |
False |
3 |
| 10 |
11,649 |
11,490 |
159 |
1.4% |
16 |
0.1% |
113% |
True |
False |
8 |
| 20 |
11,649 |
11,399 |
250 |
2.1% |
12 |
0.1% |
108% |
True |
False |
15 |
| 40 |
11,649 |
11,017 |
632 |
5.4% |
6 |
0.1% |
103% |
True |
False |
7 |
| 60 |
11,649 |
10,934 |
715 |
6.1% |
4 |
0.0% |
103% |
True |
False |
5 |
| 80 |
11,649 |
10,928 |
721 |
6.2% |
3 |
0.0% |
103% |
True |
False |
3 |
| 100 |
11,944 |
10,928 |
1,016 |
8.7% |
3 |
0.0% |
73% |
False |
False |
3 |
| 120 |
11,944 |
10,928 |
1,016 |
8.7% |
2 |
0.0% |
73% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,061 |
|
2.618 |
11,903 |
|
1.618 |
11,806 |
|
1.000 |
11,746 |
|
0.618 |
11,709 |
|
HIGH |
11,649 |
|
0.618 |
11,612 |
|
0.500 |
11,601 |
|
0.382 |
11,589 |
|
LOW |
11,552 |
|
0.618 |
11,492 |
|
1.000 |
11,455 |
|
1.618 |
11,395 |
|
2.618 |
11,298 |
|
4.250 |
11,140 |
|
|
| Fisher Pivots for day following 12-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,647 |
11,643 |
| PP |
11,624 |
11,615 |
| S1 |
11,601 |
11,588 |
|