Trading Metrics calculated at close of trading on 11-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2006 |
11-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
12,009 |
11,985 |
-24 |
-0.2% |
11,827 |
High |
12,009 |
11,987 |
-22 |
-0.2% |
12,020 |
Low |
12,005 |
11,985 |
-20 |
-0.2% |
11,827 |
Close |
11,999 |
11,999 |
0 |
0.0% |
12,002 |
Range |
4 |
2 |
-2 |
-50.0% |
193 |
ATR |
55 |
52 |
-3 |
-5.3% |
0 |
Volume |
2 |
3 |
1 |
50.0% |
140 |
|
Daily Pivots for day following 11-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,996 |
12,000 |
12,000 |
|
R3 |
11,994 |
11,998 |
12,000 |
|
R2 |
11,992 |
11,992 |
11,999 |
|
R1 |
11,996 |
11,996 |
11,999 |
11,994 |
PP |
11,990 |
11,990 |
11,990 |
11,990 |
S1 |
11,994 |
11,994 |
11,999 |
11,992 |
S2 |
11,988 |
11,988 |
11,999 |
|
S3 |
11,986 |
11,992 |
11,999 |
|
S4 |
11,984 |
11,990 |
11,998 |
|
|
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 |
11,925 |
95 |
0.8% |
42 |
0.4% |
78% |
False |
False |
21 |
10 |
12,020 |
11,820 |
200 |
1.7% |
46 |
0.4% |
90% |
False |
False |
16 |
20 |
12,020 |
11,677 |
343 |
2.9% |
34 |
0.3% |
94% |
False |
False |
14 |
40 |
12,020 |
11,450 |
570 |
4.8% |
23 |
0.2% |
96% |
False |
False |
15 |
60 |
12,020 |
11,057 |
963 |
8.0% |
15 |
0.1% |
98% |
False |
False |
10 |
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 |
6 |
120 |
12,020 |
10,928 |
1,092 |
9.1% |
8 |
0.1% |
98% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,996 |
2.618 |
11,992 |
1.618 |
11,990 |
1.000 |
11,989 |
0.618 |
11,988 |
HIGH |
11,987 |
0.618 |
11,986 |
0.500 |
11,986 |
0.382 |
11,986 |
LOW |
11,985 |
0.618 |
11,984 |
1.000 |
11,983 |
1.618 |
11,982 |
2.618 |
11,980 |
4.250 |
11,977 |
|
|
Fisher Pivots for day following 11-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
11,995 |
11,993 |
PP |
11,990 |
11,987 |
S1 |
11,986 |
11,981 |
|