Trading Metrics calculated at close of trading on 17-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2006 |
17-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
12,096 |
12,035 |
-61 |
-0.5% |
11,952 |
High |
12,096 |
12,035 |
-61 |
-0.5% |
12,124 |
Low |
12,096 |
12,035 |
-61 |
-0.5% |
11,952 |
Close |
12,115 |
12,097 |
-18 |
-0.1% |
12,103 |
Range |
|
|
|
|
|
ATR |
50 |
53 |
2 |
4.2% |
0 |
Volume |
2 |
4 |
2 |
100.0% |
42 |
|
Daily Pivots for day following 17-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,056 |
12,076 |
12,097 |
|
R3 |
12,056 |
12,076 |
12,097 |
|
R2 |
12,056 |
12,056 |
12,097 |
|
R1 |
12,076 |
12,076 |
12,097 |
12,066 |
PP |
12,056 |
12,056 |
12,056 |
12,051 |
S1 |
12,076 |
12,076 |
12,097 |
12,066 |
S2 |
12,056 |
12,056 |
12,097 |
|
S3 |
12,056 |
12,076 |
12,097 |
|
S4 |
12,056 |
12,076 |
12,097 |
|
|
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 |
11,985 |
139 |
1.1% |
20 |
0.2% |
81% |
False |
False |
7 |
10 |
12,124 |
11,899 |
225 |
1.9% |
41 |
0.3% |
88% |
False |
False |
18 |
20 |
12,124 |
11,677 |
447 |
3.7% |
38 |
0.3% |
94% |
False |
False |
15 |
40 |
12,124 |
11,452 |
672 |
5.6% |
23 |
0.2% |
96% |
False |
False |
13 |
60 |
12,124 |
11,267 |
857 |
7.1% |
17 |
0.1% |
97% |
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 |
12,035 |
2.618 |
12,035 |
1.618 |
12,035 |
1.000 |
12,035 |
0.618 |
12,035 |
HIGH |
12,035 |
0.618 |
12,035 |
0.500 |
12,035 |
0.382 |
12,035 |
LOW |
12,035 |
0.618 |
12,035 |
1.000 |
12,035 |
1.618 |
12,035 |
2.618 |
12,035 |
4.250 |
12,035 |
|
|
Fisher Pivots for day following 17-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
12,076 |
12,087 |
PP |
12,056 |
12,076 |
S1 |
12,035 |
12,066 |
|