Trading Metrics calculated at close of trading on 19-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2006 |
19-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
12,110 |
12,146 |
36 |
0.3% |
11,952 |
High |
12,148 |
12,156 |
8 |
0.1% |
12,124 |
Low |
12,110 |
12,100 |
-10 |
-0.1% |
11,952 |
Close |
12,123 |
12,142 |
19 |
0.2% |
12,103 |
Range |
38 |
56 |
18 |
47.4% |
172 |
ATR |
52 |
53 |
0 |
0.5% |
0 |
Volume |
6 |
50 |
44 |
733.3% |
42 |
|
Daily Pivots for day following 19-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,301 |
12,277 |
12,173 |
|
R3 |
12,245 |
12,221 |
12,158 |
|
R2 |
12,189 |
12,189 |
12,152 |
|
R1 |
12,165 |
12,165 |
12,147 |
12,149 |
PP |
12,133 |
12,133 |
12,133 |
12,125 |
S1 |
12,109 |
12,109 |
12,137 |
12,093 |
S2 |
12,077 |
12,077 |
12,132 |
|
S3 |
12,021 |
12,053 |
12,127 |
|
S4 |
11,965 |
11,997 |
12,111 |
|
|
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 |
12,156 |
12,035 |
121 |
1.0% |
19 |
0.2% |
88% |
True |
False |
14 |
10 |
12,156 |
11,925 |
231 |
1.9% |
35 |
0.3% |
94% |
True |
False |
11 |
20 |
12,156 |
11,677 |
479 |
3.9% |
38 |
0.3% |
97% |
True |
False |
17 |
40 |
12,156 |
11,452 |
704 |
5.8% |
26 |
0.2% |
98% |
True |
False |
13 |
60 |
12,156 |
11,267 |
889 |
7.3% |
19 |
0.2% |
98% |
True |
False |
11 |
80 |
12,156 |
10,934 |
1,222 |
10.1% |
14 |
0.1% |
99% |
True |
False |
8 |
100 |
12,156 |
10,928 |
1,228 |
10.1% |
11 |
0.1% |
99% |
True |
False |
6 |
120 |
12,156 |
10,928 |
1,228 |
10.1% |
9 |
0.1% |
99% |
True |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,394 |
2.618 |
12,303 |
1.618 |
12,247 |
1.000 |
12,212 |
0.618 |
12,191 |
HIGH |
12,156 |
0.618 |
12,135 |
0.500 |
12,128 |
0.382 |
12,122 |
LOW |
12,100 |
0.618 |
12,066 |
1.000 |
12,044 |
1.618 |
12,010 |
2.618 |
11,954 |
4.250 |
11,862 |
|
|
Fisher Pivots for day following 19-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
12,137 |
12,127 |
PP |
12,133 |
12,111 |
S1 |
12,128 |
12,096 |
|