Trading Metrics calculated at close of trading on 09-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2006 |
09-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
12,020 |
11,952 |
-68 |
-0.6% |
11,827 |
High |
12,020 |
12,002 |
-18 |
-0.1% |
12,020 |
Low |
11,925 |
11,952 |
27 |
0.2% |
11,827 |
Close |
12,002 |
12,008 |
6 |
0.0% |
12,002 |
Range |
95 |
50 |
-45 |
-47.4% |
193 |
ATR |
60 |
59 |
-1 |
-1.2% |
0 |
Volume |
7 |
7 |
0 |
0.0% |
140 |
|
Daily Pivots for day following 09-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,137 |
12,123 |
12,036 |
|
R3 |
12,087 |
12,073 |
12,022 |
|
R2 |
12,037 |
12,037 |
12,017 |
|
R1 |
12,023 |
12,023 |
12,013 |
12,030 |
PP |
11,987 |
11,987 |
11,987 |
11,991 |
S1 |
11,973 |
11,973 |
12,004 |
11,980 |
S2 |
11,937 |
11,937 |
11,999 |
|
S3 |
11,887 |
11,923 |
11,994 |
|
S4 |
11,837 |
11,873 |
11,981 |
|
|
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 |
11,855 |
165 |
1.4% |
68 |
0.6% |
93% |
False |
False |
28 |
10 |
12,020 |
11,760 |
260 |
2.2% |
55 |
0.5% |
95% |
False |
False |
24 |
20 |
12,020 |
11,552 |
468 |
3.9% |
38 |
0.3% |
97% |
False |
False |
14 |
40 |
12,020 |
11,284 |
736 |
6.1% |
23 |
0.2% |
98% |
False |
False |
14 |
60 |
12,020 |
10,948 |
1,072 |
8.9% |
15 |
0.1% |
99% |
False |
False |
9 |
80 |
12,020 |
10,934 |
1,086 |
9.0% |
12 |
0.1% |
99% |
False |
False |
7 |
100 |
12,020 |
10,928 |
1,092 |
9.1% |
9 |
0.1% |
99% |
False |
False |
5 |
120 |
12,020 |
10,928 |
1,092 |
9.1% |
8 |
0.1% |
99% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,215 |
2.618 |
12,133 |
1.618 |
12,083 |
1.000 |
12,052 |
0.618 |
12,033 |
HIGH |
12,002 |
0.618 |
11,983 |
0.500 |
11,977 |
0.382 |
11,971 |
LOW |
11,952 |
0.618 |
11,921 |
1.000 |
11,902 |
1.618 |
11,871 |
2.618 |
11,821 |
4.250 |
11,740 |
|
|
Fisher Pivots for day following 09-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
11,998 |
11,996 |
PP |
11,987 |
11,984 |
S1 |
11,977 |
11,973 |
|