Trading Metrics calculated at close of trading on 18-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2006 |
18-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
12,035 |
12,110 |
75 |
0.6% |
11,952 |
High |
12,035 |
12,148 |
113 |
0.9% |
12,124 |
Low |
12,035 |
12,110 |
75 |
0.6% |
11,952 |
Close |
12,097 |
12,123 |
26 |
0.2% |
12,103 |
Range |
0 |
38 |
38 |
|
172 |
ATR |
53 |
52 |
0 |
-0.2% |
0 |
Volume |
4 |
6 |
2 |
50.0% |
42 |
|
Daily Pivots for day following 18-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,241 |
12,220 |
12,144 |
|
R3 |
12,203 |
12,182 |
12,134 |
|
R2 |
12,165 |
12,165 |
12,130 |
|
R1 |
12,144 |
12,144 |
12,127 |
12,155 |
PP |
12,127 |
12,127 |
12,127 |
12,132 |
S1 |
12,106 |
12,106 |
12,120 |
12,117 |
S2 |
12,089 |
12,089 |
12,116 |
|
S3 |
12,051 |
12,068 |
12,113 |
|
S4 |
12,013 |
12,030 |
12,102 |
|
|
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 |
12,148 |
12,025 |
123 |
1.0% |
28 |
0.2% |
80% |
True |
False |
8 |
10 |
12,148 |
11,925 |
223 |
1.8% |
35 |
0.3% |
89% |
True |
False |
14 |
20 |
12,148 |
11,677 |
471 |
3.9% |
37 |
0.3% |
95% |
True |
False |
15 |
40 |
12,148 |
11,452 |
696 |
5.7% |
24 |
0.2% |
96% |
True |
False |
12 |
60 |
12,148 |
11,267 |
881 |
7.3% |
18 |
0.1% |
97% |
True |
False |
10 |
80 |
12,148 |
10,934 |
1,214 |
10.0% |
13 |
0.1% |
98% |
True |
False |
8 |
100 |
12,148 |
10,928 |
1,220 |
10.1% |
11 |
0.1% |
98% |
True |
False |
6 |
120 |
12,148 |
10,928 |
1,220 |
10.1% |
9 |
0.1% |
98% |
True |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,310 |
2.618 |
12,248 |
1.618 |
12,210 |
1.000 |
12,186 |
0.618 |
12,172 |
HIGH |
12,148 |
0.618 |
12,134 |
0.500 |
12,129 |
0.382 |
12,125 |
LOW |
12,110 |
0.618 |
12,087 |
1.000 |
12,072 |
1.618 |
12,049 |
2.618 |
12,011 |
4.250 |
11,949 |
|
|
Fisher Pivots for day following 18-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
12,129 |
12,113 |
PP |
12,127 |
12,102 |
S1 |
12,125 |
12,092 |
|