Trading Metrics calculated at close of trading on 25-Sep-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2006 |
25-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
11,677 |
11,740 |
63 |
0.5% |
11,760 |
High |
11,677 |
11,763 |
86 |
0.7% |
11,819 |
Low |
11,677 |
11,740 |
63 |
0.5% |
11,677 |
Close |
11,677 |
11,732 |
55 |
0.5% |
11,677 |
Range |
0 |
23 |
23 |
|
142 |
ATR |
48 |
51 |
3 |
5.7% |
0 |
Volume |
2 |
5 |
3 |
150.0% |
17 |
|
Daily Pivots for day following 25-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,814 |
11,796 |
11,745 |
|
R3 |
11,791 |
11,773 |
11,738 |
|
R2 |
11,768 |
11,768 |
11,736 |
|
R1 |
11,750 |
11,750 |
11,734 |
11,748 |
PP |
11,745 |
11,745 |
11,745 |
11,744 |
S1 |
11,727 |
11,727 |
11,730 |
11,725 |
S2 |
11,722 |
11,722 |
11,728 |
|
S3 |
11,699 |
11,704 |
11,726 |
|
S4 |
11,676 |
11,681 |
11,719 |
|
|
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% |
22 |
0.2% |
39% |
False |
False |
4 |
10 |
11,819 |
11,552 |
267 |
2.3% |
22 |
0.2% |
67% |
False |
False |
3 |
20 |
11,819 |
11,490 |
329 |
2.8% |
14 |
0.1% |
74% |
False |
False |
7 |
40 |
11,819 |
11,267 |
552 |
4.7% |
9 |
0.1% |
84% |
False |
False |
8 |
60 |
11,819 |
10,934 |
885 |
7.5% |
6 |
0.1% |
90% |
False |
False |
5 |
80 |
11,819 |
10,928 |
891 |
7.6% |
5 |
0.0% |
90% |
False |
False |
4 |
100 |
11,944 |
10,928 |
1,016 |
8.7% |
4 |
0.0% |
79% |
False |
False |
3 |
120 |
11,944 |
10,928 |
1,016 |
8.7% |
3 |
0.0% |
79% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,861 |
2.618 |
11,823 |
1.618 |
11,800 |
1.000 |
11,786 |
0.618 |
11,777 |
HIGH |
11,763 |
0.618 |
11,754 |
0.500 |
11,752 |
0.382 |
11,749 |
LOW |
11,740 |
0.618 |
11,726 |
1.000 |
11,717 |
1.618 |
11,703 |
2.618 |
11,680 |
4.250 |
11,642 |
|
|
Fisher Pivots for day following 25-Sep-2006 |
Pivot |
1 day |
3 day |
R1 |
11,752 |
11,728 |
PP |
11,745 |
11,724 |
S1 |
11,739 |
11,720 |
|