Trading Metrics calculated at close of trading on 05-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2006 |
05-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
11,899 |
11,989 |
90 |
0.8% |
11,740 |
High |
11,995 |
12,019 |
24 |
0.2% |
11,870 |
Low |
11,899 |
11,960 |
61 |
0.5% |
11,740 |
Close |
11,989 |
12,008 |
19 |
0.2% |
11,829 |
Range |
96 |
59 |
-37 |
-38.5% |
130 |
ATR |
57 |
57 |
0 |
0.2% |
0 |
Volume |
38 |
87 |
49 |
128.9% |
106 |
|
Daily Pivots for day following 05-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,173 |
12,149 |
12,041 |
|
R3 |
12,114 |
12,090 |
12,024 |
|
R2 |
12,055 |
12,055 |
12,019 |
|
R1 |
12,031 |
12,031 |
12,014 |
12,043 |
PP |
11,996 |
11,996 |
11,996 |
12,002 |
S1 |
11,972 |
11,972 |
12,003 |
11,984 |
S2 |
11,937 |
11,937 |
11,997 |
|
S3 |
11,878 |
11,913 |
11,992 |
|
S4 |
11,819 |
11,854 |
11,976 |
|
|
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 |
12,019 |
11,827 |
192 |
1.6% |
54 |
0.4% |
94% |
True |
False |
28 |
10 |
12,019 |
11,677 |
342 |
2.8% |
42 |
0.4% |
97% |
True |
False |
24 |
20 |
12,019 |
11,527 |
492 |
4.1% |
31 |
0.3% |
98% |
True |
False |
13 |
40 |
12,019 |
11,271 |
748 |
6.2% |
19 |
0.2% |
99% |
True |
False |
14 |
60 |
12,019 |
10,934 |
1,085 |
9.0% |
13 |
0.1% |
99% |
True |
False |
9 |
80 |
12,019 |
10,934 |
1,085 |
9.0% |
10 |
0.1% |
99% |
True |
False |
7 |
100 |
12,019 |
10,928 |
1,091 |
9.1% |
8 |
0.1% |
99% |
True |
False |
5 |
120 |
12,019 |
10,928 |
1,091 |
9.1% |
7 |
0.1% |
99% |
True |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,270 |
2.618 |
12,174 |
1.618 |
12,115 |
1.000 |
12,078 |
0.618 |
12,056 |
HIGH |
12,019 |
0.618 |
11,997 |
0.500 |
11,990 |
0.382 |
11,983 |
LOW |
11,960 |
0.618 |
11,924 |
1.000 |
11,901 |
1.618 |
11,865 |
2.618 |
11,806 |
4.250 |
11,709 |
|
|
Fisher Pivots for day following 05-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
12,002 |
11,984 |
PP |
11,996 |
11,961 |
S1 |
11,990 |
11,937 |
|