Trading Metrics calculated at close of trading on 28-Sep-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2006 |
28-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
11,833 |
11,850 |
17 |
0.1% |
11,760 |
High |
11,854 |
11,859 |
5 |
0.0% |
11,819 |
Low |
11,820 |
11,820 |
0 |
0.0% |
11,677 |
Close |
11,855 |
11,849 |
-6 |
-0.1% |
11,677 |
Range |
34 |
39 |
5 |
14.7% |
142 |
ATR |
52 |
51 |
-1 |
-1.8% |
0 |
Volume |
55 |
6 |
-49 |
-89.1% |
17 |
|
Daily Pivots for day following 28-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,960 |
11,943 |
11,871 |
|
R3 |
11,921 |
11,904 |
11,860 |
|
R2 |
11,882 |
11,882 |
11,856 |
|
R1 |
11,865 |
11,865 |
11,853 |
11,854 |
PP |
11,843 |
11,843 |
11,843 |
11,837 |
S1 |
11,826 |
11,826 |
11,846 |
11,815 |
S2 |
11,804 |
11,804 |
11,842 |
|
S3 |
11,765 |
11,787 |
11,838 |
|
S4 |
11,726 |
11,748 |
11,828 |
|
|
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 |
11,859 |
11,677 |
182 |
1.5% |
31 |
0.3% |
95% |
True |
False |
19 |
10 |
11,859 |
11,677 |
182 |
1.5% |
26 |
0.2% |
95% |
True |
False |
12 |
20 |
11,859 |
11,490 |
369 |
3.1% |
21 |
0.2% |
97% |
True |
False |
7 |
40 |
11,859 |
11,267 |
592 |
5.0% |
13 |
0.1% |
98% |
True |
False |
11 |
60 |
11,859 |
10,934 |
925 |
7.8% |
8 |
0.1% |
99% |
True |
False |
7 |
80 |
11,859 |
10,928 |
931 |
7.9% |
6 |
0.1% |
99% |
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 |
12,025 |
2.618 |
11,961 |
1.618 |
11,922 |
1.000 |
11,898 |
0.618 |
11,883 |
HIGH |
11,859 |
0.618 |
11,844 |
0.500 |
11,840 |
0.382 |
11,835 |
LOW |
11,820 |
0.618 |
11,796 |
1.000 |
11,781 |
1.618 |
11,757 |
2.618 |
11,718 |
4.250 |
11,654 |
|
|
Fisher Pivots for day following 28-Sep-2006 |
Pivot |
1 day |
3 day |
R1 |
11,846 |
11,836 |
PP |
11,843 |
11,823 |
S1 |
11,840 |
11,810 |
|