Trading Metrics calculated at close of trading on 13-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2006 |
13-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
12,093 |
12,081 |
-12 |
-0.1% |
11,952 |
High |
12,124 |
12,081 |
-43 |
-0.4% |
12,124 |
Low |
12,025 |
12,081 |
56 |
0.5% |
11,952 |
Close |
12,086 |
12,103 |
17 |
0.1% |
12,103 |
Range |
99 |
0 |
-99 |
-100.0% |
172 |
ATR |
57 |
54 |
-4 |
-6.5% |
0 |
Volume |
18 |
12 |
-6 |
-33.3% |
42 |
|
Daily Pivots for day following 13-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,088 |
12,096 |
12,103 |
|
R3 |
12,088 |
12,096 |
12,103 |
|
R2 |
12,088 |
12,088 |
12,103 |
|
R1 |
12,096 |
12,096 |
12,103 |
12,092 |
PP |
12,088 |
12,088 |
12,088 |
12,087 |
S1 |
12,096 |
12,096 |
12,103 |
12,092 |
S2 |
12,088 |
12,088 |
12,103 |
|
S3 |
12,088 |
12,096 |
12,103 |
|
S4 |
12,088 |
12,096 |
12,103 |
|
|
Weekly Pivots for week ending 13-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,576 |
12,511 |
12,198 |
|
R3 |
12,404 |
12,339 |
12,150 |
|
R2 |
12,232 |
12,232 |
12,135 |
|
R1 |
12,167 |
12,167 |
12,119 |
12,200 |
PP |
12,060 |
12,060 |
12,060 |
12,076 |
S1 |
11,995 |
11,995 |
12,087 |
12,028 |
S2 |
11,888 |
11,888 |
12,072 |
|
S3 |
11,716 |
11,823 |
12,056 |
|
S4 |
11,544 |
11,651 |
12,009 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,124 |
11,952 |
172 |
1.4% |
31 |
0.3% |
88% |
False |
False |
8 |
10 |
12,124 |
11,827 |
297 |
2.5% |
51 |
0.4% |
93% |
False |
False |
18 |
20 |
12,124 |
11,677 |
447 |
3.7% |
38 |
0.3% |
95% |
False |
False |
15 |
40 |
12,124 |
11,452 |
672 |
5.6% |
23 |
0.2% |
97% |
False |
False |
14 |
60 |
12,124 |
11,057 |
1,067 |
8.8% |
17 |
0.1% |
98% |
False |
False |
10 |
80 |
12,124 |
10,934 |
1,190 |
9.8% |
13 |
0.1% |
98% |
False |
False |
7 |
100 |
12,124 |
10,928 |
1,196 |
9.9% |
10 |
0.1% |
98% |
False |
False |
6 |
120 |
12,124 |
10,928 |
1,196 |
9.9% |
9 |
0.1% |
98% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,081 |
2.618 |
12,081 |
1.618 |
12,081 |
1.000 |
12,081 |
0.618 |
12,081 |
HIGH |
12,081 |
0.618 |
12,081 |
0.500 |
12,081 |
0.382 |
12,081 |
LOW |
12,081 |
0.618 |
12,081 |
1.000 |
12,081 |
1.618 |
12,081 |
2.618 |
12,081 |
4.250 |
12,081 |
|
|
Fisher Pivots for day following 13-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
12,096 |
12,087 |
PP |
12,088 |
12,071 |
S1 |
12,081 |
12,055 |
|