Trading Metrics calculated at close of trading on 06-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2006 |
06-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
11,989 |
12,020 |
31 |
0.3% |
11,827 |
High |
12,019 |
12,020 |
1 |
0.0% |
12,020 |
Low |
11,960 |
11,925 |
-35 |
-0.3% |
11,827 |
Close |
12,008 |
12,002 |
-6 |
0.0% |
12,002 |
Range |
59 |
95 |
36 |
61.0% |
193 |
ATR |
57 |
60 |
3 |
4.7% |
0 |
Volume |
87 |
7 |
-80 |
-92.0% |
140 |
|
Daily Pivots for day following 06-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,267 |
12,230 |
12,054 |
|
R3 |
12,172 |
12,135 |
12,028 |
|
R2 |
12,077 |
12,077 |
12,020 |
|
R1 |
12,040 |
12,040 |
12,011 |
12,011 |
PP |
11,982 |
11,982 |
11,982 |
11,968 |
S1 |
11,945 |
11,945 |
11,993 |
11,916 |
S2 |
11,887 |
11,887 |
11,985 |
|
S3 |
11,792 |
11,850 |
11,976 |
|
S4 |
11,697 |
11,755 |
11,950 |
|
|
Weekly Pivots for week ending 06-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,529 |
12,458 |
12,108 |
|
R3 |
12,336 |
12,265 |
12,055 |
|
R2 |
12,143 |
12,143 |
12,038 |
|
R1 |
12,072 |
12,072 |
12,020 |
12,108 |
PP |
11,950 |
11,950 |
11,950 |
11,967 |
S1 |
11,879 |
11,879 |
11,984 |
11,915 |
S2 |
11,757 |
11,757 |
11,967 |
|
S3 |
11,564 |
11,686 |
11,949 |
|
S4 |
11,371 |
11,493 |
11,896 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,020 |
11,827 |
193 |
1.6% |
71 |
0.6% |
91% |
True |
False |
28 |
10 |
12,020 |
11,740 |
280 |
2.3% |
52 |
0.4% |
94% |
True |
False |
24 |
20 |
12,020 |
11,527 |
493 |
4.1% |
36 |
0.3% |
96% |
True |
False |
13 |
40 |
12,020 |
11,271 |
749 |
6.2% |
22 |
0.2% |
98% |
True |
False |
14 |
60 |
12,020 |
10,934 |
1,086 |
9.0% |
15 |
0.1% |
98% |
True |
False |
9 |
80 |
12,020 |
10,934 |
1,086 |
9.0% |
11 |
0.1% |
98% |
True |
False |
7 |
100 |
12,020 |
10,928 |
1,092 |
9.1% |
9 |
0.1% |
98% |
True |
False |
5 |
120 |
12,020 |
10,928 |
1,092 |
9.1% |
7 |
0.1% |
98% |
True |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,424 |
2.618 |
12,269 |
1.618 |
12,174 |
1.000 |
12,115 |
0.618 |
12,079 |
HIGH |
12,020 |
0.618 |
11,984 |
0.500 |
11,973 |
0.382 |
11,961 |
LOW |
11,925 |
0.618 |
11,866 |
1.000 |
11,830 |
1.618 |
11,771 |
2.618 |
11,676 |
4.250 |
11,521 |
|
|
Fisher Pivots for day following 06-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
11,992 |
11,988 |
PP |
11,982 |
11,974 |
S1 |
11,973 |
11,960 |
|