Trading Metrics calculated at close of trading on 21-Sep-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2006 |
21-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
11,750 |
11,720 |
-30 |
-0.3% |
11,527 |
High |
11,819 |
11,720 |
-99 |
-0.8% |
11,765 |
Low |
11,750 |
11,702 |
-48 |
-0.4% |
11,527 |
Close |
11,782 |
11,708 |
-74 |
-0.6% |
11,745 |
Range |
69 |
18 |
-51 |
-73.9% |
238 |
ATR |
47 |
49 |
2 |
5.1% |
0 |
Volume |
10 |
2 |
-8 |
-80.0% |
16 |
|
Daily Pivots for day following 21-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,764 |
11,754 |
11,718 |
|
R3 |
11,746 |
11,736 |
11,713 |
|
R2 |
11,728 |
11,728 |
11,711 |
|
R1 |
11,718 |
11,718 |
11,710 |
11,714 |
PP |
11,710 |
11,710 |
11,710 |
11,708 |
S1 |
11,700 |
11,700 |
11,706 |
11,696 |
S2 |
11,692 |
11,692 |
11,705 |
|
S3 |
11,674 |
11,682 |
11,703 |
|
S4 |
11,656 |
11,664 |
11,698 |
|
|
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 |
11,702 |
117 |
1.0% |
21 |
0.2% |
5% |
False |
True |
4 |
10 |
11,819 |
11,527 |
292 |
2.5% |
20 |
0.2% |
62% |
False |
False |
3 |
20 |
11,819 |
11,452 |
367 |
3.1% |
13 |
0.1% |
70% |
False |
False |
9 |
40 |
11,819 |
11,267 |
552 |
4.7% |
9 |
0.1% |
80% |
False |
False |
8 |
60 |
11,819 |
10,934 |
885 |
7.6% |
6 |
0.0% |
87% |
False |
False |
5 |
80 |
11,819 |
10,928 |
891 |
7.6% |
4 |
0.0% |
88% |
False |
False |
4 |
100 |
11,944 |
10,928 |
1,016 |
8.7% |
4 |
0.0% |
77% |
False |
False |
3 |
120 |
11,944 |
10,928 |
1,016 |
8.7% |
3 |
0.0% |
77% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,797 |
2.618 |
11,767 |
1.618 |
11,749 |
1.000 |
11,738 |
0.618 |
11,731 |
HIGH |
11,720 |
0.618 |
11,713 |
0.500 |
11,711 |
0.382 |
11,709 |
LOW |
11,702 |
0.618 |
11,691 |
1.000 |
11,684 |
1.618 |
11,673 |
2.618 |
11,655 |
4.250 |
11,626 |
|
|
Fisher Pivots for day following 21-Sep-2006 |
Pivot |
1 day |
3 day |
R1 |
11,711 |
11,761 |
PP |
11,710 |
11,743 |
S1 |
11,709 |
11,726 |
|