| Trading Metrics calculated at close of trading on 20-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2006 |
20-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
11,702 |
11,750 |
48 |
0.4% |
11,527 |
| High |
11,702 |
11,819 |
117 |
1.0% |
11,765 |
| Low |
11,702 |
11,750 |
48 |
0.4% |
11,527 |
| Close |
11,710 |
11,782 |
72 |
0.6% |
11,745 |
| Range |
0 |
69 |
69 |
|
238 |
| ATR |
42 |
47 |
5 |
11.4% |
0 |
| Volume |
1 |
10 |
9 |
900.0% |
16 |
|
| Daily Pivots for day following 20-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,991 |
11,955 |
11,820 |
|
| R3 |
11,922 |
11,886 |
11,801 |
|
| R2 |
11,853 |
11,853 |
11,795 |
|
| R1 |
11,817 |
11,817 |
11,788 |
11,835 |
| PP |
11,784 |
11,784 |
11,784 |
11,793 |
| S1 |
11,748 |
11,748 |
11,776 |
11,766 |
| S2 |
11,715 |
11,715 |
11,769 |
|
| S3 |
11,646 |
11,679 |
11,763 |
|
| S4 |
11,577 |
11,610 |
11,744 |
|
|
| Weekly Pivots for week ending 15-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,393 |
12,307 |
11,876 |
|
| R3 |
12,155 |
12,069 |
11,811 |
|
| R2 |
11,917 |
11,917 |
11,789 |
|
| R1 |
11,831 |
11,831 |
11,767 |
11,874 |
| PP |
11,679 |
11,679 |
11,679 |
11,701 |
| S1 |
11,593 |
11,593 |
11,723 |
11,636 |
| S2 |
11,441 |
11,441 |
11,701 |
|
| S3 |
11,203 |
11,355 |
11,680 |
|
| S4 |
10,965 |
11,117 |
11,614 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,819 |
11,700 |
119 |
1.0% |
17 |
0.1% |
69% |
True |
False |
4 |
| 10 |
11,819 |
11,524 |
295 |
2.5% |
18 |
0.2% |
87% |
True |
False |
3 |
| 20 |
11,819 |
11,452 |
367 |
3.1% |
12 |
0.1% |
90% |
True |
False |
10 |
| 40 |
11,819 |
11,267 |
552 |
4.7% |
8 |
0.1% |
93% |
True |
False |
8 |
| 60 |
11,819 |
10,934 |
885 |
7.5% |
6 |
0.0% |
96% |
True |
False |
5 |
| 80 |
11,819 |
10,928 |
891 |
7.6% |
4 |
0.0% |
96% |
True |
False |
4 |
| 100 |
11,944 |
10,928 |
1,016 |
8.6% |
3 |
0.0% |
84% |
False |
False |
3 |
| 120 |
11,944 |
10,928 |
1,016 |
8.6% |
3 |
0.0% |
84% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,112 |
|
2.618 |
12,000 |
|
1.618 |
11,931 |
|
1.000 |
11,888 |
|
0.618 |
11,862 |
|
HIGH |
11,819 |
|
0.618 |
11,793 |
|
0.500 |
11,785 |
|
0.382 |
11,776 |
|
LOW |
11,750 |
|
0.618 |
11,707 |
|
1.000 |
11,681 |
|
1.618 |
11,638 |
|
2.618 |
11,569 |
|
4.250 |
11,457 |
|
|
| Fisher Pivots for day following 20-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,785 |
11,775 |
| PP |
11,784 |
11,768 |
| S1 |
11,783 |
11,761 |
|