Trading Metrics calculated at close of trading on 12-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2006 |
12-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
11,985 |
12,093 |
108 |
0.9% |
11,827 |
High |
11,987 |
12,124 |
137 |
1.1% |
12,020 |
Low |
11,985 |
12,025 |
40 |
0.3% |
11,827 |
Close |
11,999 |
12,086 |
87 |
0.7% |
12,002 |
Range |
2 |
99 |
97 |
4,850.0% |
193 |
ATR |
52 |
57 |
5 |
9.9% |
0 |
Volume |
3 |
18 |
15 |
500.0% |
140 |
|
Daily Pivots for day following 12-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,375 |
12,330 |
12,141 |
|
R3 |
12,276 |
12,231 |
12,113 |
|
R2 |
12,177 |
12,177 |
12,104 |
|
R1 |
12,132 |
12,132 |
12,095 |
12,105 |
PP |
12,078 |
12,078 |
12,078 |
12,065 |
S1 |
12,033 |
12,033 |
12,077 |
12,006 |
S2 |
11,979 |
11,979 |
12,068 |
|
S3 |
11,880 |
11,934 |
12,059 |
|
S4 |
11,781 |
11,835 |
12,032 |
|
|
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 |
12,124 |
11,925 |
199 |
1.6% |
50 |
0.4% |
81% |
True |
False |
7 |
10 |
12,124 |
11,827 |
297 |
2.5% |
52 |
0.4% |
87% |
True |
False |
17 |
20 |
12,124 |
11,677 |
447 |
3.7% |
39 |
0.3% |
91% |
True |
False |
15 |
40 |
12,124 |
11,452 |
672 |
5.6% |
23 |
0.2% |
94% |
True |
False |
14 |
60 |
12,124 |
11,057 |
1,067 |
8.8% |
17 |
0.1% |
96% |
True |
False |
10 |
80 |
12,124 |
10,934 |
1,190 |
9.8% |
13 |
0.1% |
97% |
True |
False |
7 |
100 |
12,124 |
10,928 |
1,196 |
9.9% |
10 |
0.1% |
97% |
True |
False |
6 |
120 |
12,124 |
10,928 |
1,196 |
9.9% |
9 |
0.1% |
97% |
True |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,545 |
2.618 |
12,383 |
1.618 |
12,284 |
1.000 |
12,223 |
0.618 |
12,185 |
HIGH |
12,124 |
0.618 |
12,086 |
0.500 |
12,075 |
0.382 |
12,063 |
LOW |
12,025 |
0.618 |
11,964 |
1.000 |
11,926 |
1.618 |
11,865 |
2.618 |
11,766 |
4.250 |
11,604 |
|
|
Fisher Pivots for day following 12-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
12,082 |
12,076 |
PP |
12,078 |
12,065 |
S1 |
12,075 |
12,055 |
|