Trading Metrics calculated at close of trading on 26-Sep-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2006 |
26-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
11,740 |
11,784 |
44 |
0.4% |
11,760 |
High |
11,763 |
11,820 |
57 |
0.5% |
11,819 |
Low |
11,740 |
11,760 |
20 |
0.2% |
11,677 |
Close |
11,732 |
11,832 |
100 |
0.9% |
11,677 |
Range |
23 |
60 |
37 |
160.9% |
142 |
ATR |
51 |
53 |
3 |
5.3% |
0 |
Volume |
5 |
31 |
26 |
520.0% |
17 |
|
Daily Pivots for day following 26-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,984 |
11,968 |
11,865 |
|
R3 |
11,924 |
11,908 |
11,849 |
|
R2 |
11,864 |
11,864 |
11,843 |
|
R1 |
11,848 |
11,848 |
11,838 |
11,856 |
PP |
11,804 |
11,804 |
11,804 |
11,808 |
S1 |
11,788 |
11,788 |
11,827 |
11,796 |
S2 |
11,744 |
11,744 |
11,821 |
|
S3 |
11,684 |
11,728 |
11,816 |
|
S4 |
11,624 |
11,668 |
11,799 |
|
|
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 |
11,820 |
11,677 |
143 |
1.2% |
34 |
0.3% |
108% |
True |
False |
10 |
10 |
11,820 |
11,677 |
143 |
1.2% |
19 |
0.2% |
108% |
True |
False |
6 |
20 |
11,820 |
11,490 |
330 |
2.8% |
17 |
0.1% |
104% |
True |
False |
7 |
40 |
11,820 |
11,267 |
553 |
4.7% |
11 |
0.1% |
102% |
True |
False |
9 |
60 |
11,820 |
10,934 |
886 |
7.5% |
7 |
0.1% |
101% |
True |
False |
6 |
80 |
11,820 |
10,928 |
892 |
7.5% |
5 |
0.0% |
101% |
True |
False |
4 |
100 |
11,944 |
10,928 |
1,016 |
8.6% |
4 |
0.0% |
89% |
False |
False |
3 |
120 |
11,944 |
10,928 |
1,016 |
8.6% |
4 |
0.0% |
89% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,075 |
2.618 |
11,977 |
1.618 |
11,917 |
1.000 |
11,880 |
0.618 |
11,857 |
HIGH |
11,820 |
0.618 |
11,797 |
0.500 |
11,790 |
0.382 |
11,783 |
LOW |
11,760 |
0.618 |
11,723 |
1.000 |
11,700 |
1.618 |
11,663 |
2.618 |
11,603 |
4.250 |
11,505 |
|
|
Fisher Pivots for day following 26-Sep-2006 |
Pivot |
1 day |
3 day |
R1 |
11,818 |
11,804 |
PP |
11,804 |
11,776 |
S1 |
11,790 |
11,749 |
|