Trading Metrics calculated at close of trading on 22-Sep-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2006 |
22-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
11,720 |
11,677 |
-43 |
-0.4% |
11,760 |
High |
11,720 |
11,677 |
-43 |
-0.4% |
11,819 |
Low |
11,702 |
11,677 |
-25 |
-0.2% |
11,677 |
Close |
11,708 |
11,677 |
-31 |
-0.3% |
11,677 |
Range |
18 |
0 |
-18 |
-100.0% |
142 |
ATR |
49 |
48 |
-1 |
-2.6% |
0 |
Volume |
2 |
2 |
0 |
0.0% |
17 |
|
Daily Pivots for day following 22-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,677 |
11,677 |
11,677 |
|
R3 |
11,677 |
11,677 |
11,677 |
|
R2 |
11,677 |
11,677 |
11,677 |
|
R1 |
11,677 |
11,677 |
11,677 |
11,677 |
PP |
11,677 |
11,677 |
11,677 |
11,677 |
S1 |
11,677 |
11,677 |
11,677 |
11,677 |
S2 |
11,677 |
11,677 |
11,677 |
|
S3 |
11,677 |
11,677 |
11,677 |
|
S4 |
11,677 |
11,677 |
11,677 |
|
|
Weekly Pivots for week ending 22-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,150 |
12,056 |
11,755 |
|
R3 |
12,008 |
11,914 |
11,716 |
|
R2 |
11,866 |
11,866 |
11,703 |
|
R1 |
11,772 |
11,772 |
11,690 |
11,748 |
PP |
11,724 |
11,724 |
11,724 |
11,713 |
S1 |
11,630 |
11,630 |
11,664 |
11,606 |
S2 |
11,582 |
11,582 |
11,651 |
|
S3 |
11,440 |
11,488 |
11,638 |
|
S4 |
11,298 |
11,346 |
11,599 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,819 |
11,677 |
142 |
1.2% |
18 |
0.1% |
0% |
False |
True |
3 |
10 |
11,819 |
11,527 |
292 |
2.5% |
20 |
0.2% |
51% |
False |
False |
3 |
20 |
11,819 |
11,459 |
360 |
3.1% |
13 |
0.1% |
61% |
False |
False |
8 |
40 |
11,819 |
11,267 |
552 |
4.7% |
9 |
0.1% |
74% |
False |
False |
8 |
60 |
11,819 |
10,934 |
885 |
7.6% |
6 |
0.0% |
84% |
False |
False |
5 |
80 |
11,819 |
10,928 |
891 |
7.6% |
4 |
0.0% |
84% |
False |
False |
4 |
100 |
11,944 |
10,928 |
1,016 |
8.7% |
4 |
0.0% |
74% |
False |
False |
3 |
120 |
11,944 |
10,928 |
1,016 |
8.7% |
3 |
0.0% |
74% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,677 |
2.618 |
11,677 |
1.618 |
11,677 |
1.000 |
11,677 |
0.618 |
11,677 |
HIGH |
11,677 |
0.618 |
11,677 |
0.500 |
11,677 |
0.382 |
11,677 |
LOW |
11,677 |
0.618 |
11,677 |
1.000 |
11,677 |
1.618 |
11,677 |
2.618 |
11,677 |
4.250 |
11,677 |
|
|
Fisher Pivots for day following 22-Sep-2006 |
Pivot |
1 day |
3 day |
R1 |
11,677 |
11,748 |
PP |
11,677 |
11,724 |
S1 |
11,677 |
11,701 |
|