Trading Metrics calculated at close of trading on 10-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2006 |
10-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
11,952 |
12,009 |
57 |
0.5% |
11,827 |
High |
12,002 |
12,009 |
7 |
0.1% |
12,020 |
Low |
11,952 |
12,005 |
53 |
0.4% |
11,827 |
Close |
12,008 |
11,999 |
-9 |
-0.1% |
12,002 |
Range |
50 |
4 |
-46 |
-92.0% |
193 |
ATR |
59 |
55 |
-4 |
-6.7% |
0 |
Volume |
7 |
2 |
-5 |
-71.4% |
140 |
|
Daily Pivots for day following 10-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,016 |
12,012 |
12,001 |
|
R3 |
12,012 |
12,008 |
12,000 |
|
R2 |
12,008 |
12,008 |
12,000 |
|
R1 |
12,004 |
12,004 |
11,999 |
12,004 |
PP |
12,004 |
12,004 |
12,004 |
12,005 |
S1 |
12,000 |
12,000 |
11,999 |
12,000 |
S2 |
12,000 |
12,000 |
11,998 |
|
S3 |
11,996 |
11,996 |
11,998 |
|
S4 |
11,992 |
11,992 |
11,997 |
|
|
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 |
11,899 |
121 |
1.0% |
61 |
0.5% |
83% |
False |
False |
28 |
10 |
12,020 |
11,820 |
200 |
1.7% |
49 |
0.4% |
90% |
False |
False |
21 |
20 |
12,020 |
11,677 |
343 |
2.9% |
34 |
0.3% |
94% |
False |
False |
14 |
40 |
12,020 |
11,399 |
621 |
5.2% |
23 |
0.2% |
97% |
False |
False |
14 |
60 |
12,020 |
11,017 |
1,003 |
8.4% |
15 |
0.1% |
98% |
False |
False |
9 |
80 |
12,020 |
10,934 |
1,086 |
9.1% |
12 |
0.1% |
98% |
False |
False |
7 |
100 |
12,020 |
10,928 |
1,092 |
9.1% |
9 |
0.1% |
98% |
False |
False |
5 |
120 |
12,020 |
10,928 |
1,092 |
9.1% |
8 |
0.1% |
98% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,026 |
2.618 |
12,020 |
1.618 |
12,016 |
1.000 |
12,013 |
0.618 |
12,012 |
HIGH |
12,009 |
0.618 |
12,008 |
0.500 |
12,007 |
0.382 |
12,007 |
LOW |
12,005 |
0.618 |
12,003 |
1.000 |
12,001 |
1.618 |
11,999 |
2.618 |
11,995 |
4.250 |
11,988 |
|
|
Fisher Pivots for day following 10-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
12,007 |
11,990 |
PP |
12,004 |
11,981 |
S1 |
12,002 |
11,973 |
|