| Trading Metrics calculated at close of trading on 27-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2006 |
27-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
11,784 |
11,833 |
49 |
0.4% |
11,760 |
| High |
11,820 |
11,854 |
34 |
0.3% |
11,819 |
| Low |
11,760 |
11,820 |
60 |
0.5% |
11,677 |
| Close |
11,832 |
11,855 |
23 |
0.2% |
11,677 |
| Range |
60 |
34 |
-26 |
-43.3% |
142 |
| ATR |
53 |
52 |
-1 |
-2.6% |
0 |
| Volume |
31 |
55 |
24 |
77.4% |
17 |
|
| Daily Pivots for day following 27-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,945 |
11,934 |
11,874 |
|
| R3 |
11,911 |
11,900 |
11,864 |
|
| R2 |
11,877 |
11,877 |
11,861 |
|
| R1 |
11,866 |
11,866 |
11,858 |
11,872 |
| PP |
11,843 |
11,843 |
11,843 |
11,846 |
| S1 |
11,832 |
11,832 |
11,852 |
11,838 |
| S2 |
11,809 |
11,809 |
11,849 |
|
| S3 |
11,775 |
11,798 |
11,846 |
|
| S4 |
11,741 |
11,764 |
11,836 |
|
|
| 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 |
11,854 |
11,677 |
177 |
1.5% |
27 |
0.2% |
101% |
True |
False |
19 |
| 10 |
11,854 |
11,677 |
177 |
1.5% |
22 |
0.2% |
101% |
True |
False |
11 |
| 20 |
11,854 |
11,490 |
364 |
3.1% |
19 |
0.2% |
100% |
True |
False |
8 |
| 40 |
11,854 |
11,267 |
587 |
5.0% |
12 |
0.1% |
100% |
True |
False |
10 |
| 60 |
11,854 |
10,934 |
920 |
7.8% |
8 |
0.1% |
100% |
True |
False |
7 |
| 80 |
11,854 |
10,928 |
926 |
7.8% |
6 |
0.0% |
100% |
True |
False |
5 |
| 100 |
11,944 |
10,928 |
1,016 |
8.6% |
5 |
0.0% |
91% |
False |
False |
4 |
| 120 |
11,944 |
10,928 |
1,016 |
8.6% |
4 |
0.0% |
91% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,999 |
|
2.618 |
11,943 |
|
1.618 |
11,909 |
|
1.000 |
11,888 |
|
0.618 |
11,875 |
|
HIGH |
11,854 |
|
0.618 |
11,841 |
|
0.500 |
11,837 |
|
0.382 |
11,833 |
|
LOW |
11,820 |
|
0.618 |
11,799 |
|
1.000 |
11,786 |
|
1.618 |
11,765 |
|
2.618 |
11,731 |
|
4.250 |
11,676 |
|
|
| Fisher Pivots for day following 27-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,849 |
11,836 |
| PP |
11,843 |
11,816 |
| S1 |
11,837 |
11,797 |
|