Trading Metrics calculated at close of trading on 04-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2006 |
04-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
11,870 |
11,899 |
29 |
0.2% |
11,740 |
High |
11,896 |
11,995 |
99 |
0.8% |
11,870 |
Low |
11,855 |
11,899 |
44 |
0.4% |
11,740 |
Close |
11,871 |
11,989 |
118 |
1.0% |
11,829 |
Range |
41 |
96 |
55 |
134.1% |
130 |
ATR |
52 |
57 |
5 |
9.9% |
0 |
Volume |
5 |
38 |
33 |
660.0% |
106 |
|
Daily Pivots for day following 04-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,249 |
12,215 |
12,042 |
|
R3 |
12,153 |
12,119 |
12,016 |
|
R2 |
12,057 |
12,057 |
12,007 |
|
R1 |
12,023 |
12,023 |
11,998 |
12,040 |
PP |
11,961 |
11,961 |
11,961 |
11,970 |
S1 |
11,927 |
11,927 |
11,980 |
11,944 |
S2 |
11,865 |
11,865 |
11,972 |
|
S3 |
11,769 |
11,831 |
11,963 |
|
S4 |
11,673 |
11,735 |
11,936 |
|
|
Weekly Pivots for week ending 29-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,203 |
12,146 |
11,901 |
|
R3 |
12,073 |
12,016 |
11,865 |
|
R2 |
11,943 |
11,943 |
11,853 |
|
R1 |
11,886 |
11,886 |
11,841 |
11,915 |
PP |
11,813 |
11,813 |
11,813 |
11,827 |
S1 |
11,756 |
11,756 |
11,817 |
11,785 |
S2 |
11,683 |
11,683 |
11,805 |
|
S3 |
11,553 |
11,626 |
11,793 |
|
S4 |
11,423 |
11,496 |
11,758 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,995 |
11,820 |
175 |
1.5% |
50 |
0.4% |
97% |
True |
False |
12 |
10 |
11,995 |
11,677 |
318 |
2.7% |
38 |
0.3% |
98% |
True |
False |
15 |
20 |
11,995 |
11,524 |
471 |
3.9% |
28 |
0.2% |
99% |
True |
False |
9 |
40 |
11,995 |
11,267 |
728 |
6.1% |
18 |
0.1% |
99% |
True |
False |
12 |
60 |
11,995 |
10,934 |
1,061 |
8.8% |
12 |
0.1% |
99% |
True |
False |
8 |
80 |
11,995 |
10,928 |
1,067 |
8.9% |
9 |
0.1% |
99% |
True |
False |
6 |
100 |
11,995 |
10,928 |
1,067 |
8.9% |
7 |
0.1% |
99% |
True |
False |
4 |
120 |
11,995 |
10,928 |
1,067 |
8.9% |
6 |
0.0% |
99% |
True |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,403 |
2.618 |
12,246 |
1.618 |
12,150 |
1.000 |
12,091 |
0.618 |
12,054 |
HIGH |
11,995 |
0.618 |
11,958 |
0.500 |
11,947 |
0.382 |
11,936 |
LOW |
11,899 |
0.618 |
11,840 |
1.000 |
11,803 |
1.618 |
11,744 |
2.618 |
11,648 |
4.250 |
11,491 |
|
|
Fisher Pivots for day following 04-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
11,975 |
11,963 |
PP |
11,961 |
11,937 |
S1 |
11,947 |
11,911 |
|