Trading Metrics calculated at close of trading on 23-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2006 |
23-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
12,133 |
12,133 |
0 |
0.0% |
12,096 |
High |
12,133 |
12,258 |
125 |
1.0% |
12,156 |
Low |
12,133 |
12,124 |
-9 |
-0.1% |
12,035 |
Close |
12,132 |
12,227 |
95 |
0.8% |
12,132 |
Range |
0 |
134 |
134 |
|
121 |
ATR |
50 |
56 |
6 |
12.2% |
0 |
Volume |
25 |
19 |
-6 |
-24.0% |
87 |
|
Daily Pivots for day following 23-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,605 |
12,550 |
12,301 |
|
R3 |
12,471 |
12,416 |
12,264 |
|
R2 |
12,337 |
12,337 |
12,252 |
|
R1 |
12,282 |
12,282 |
12,239 |
12,310 |
PP |
12,203 |
12,203 |
12,203 |
12,217 |
S1 |
12,148 |
12,148 |
12,215 |
12,176 |
S2 |
12,069 |
12,069 |
12,203 |
|
S3 |
11,935 |
12,014 |
12,190 |
|
S4 |
11,801 |
11,880 |
12,153 |
|
|
Weekly Pivots for week ending 20-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,471 |
12,422 |
12,199 |
|
R3 |
12,350 |
12,301 |
12,165 |
|
R2 |
12,229 |
12,229 |
12,154 |
|
R1 |
12,180 |
12,180 |
12,143 |
12,205 |
PP |
12,108 |
12,108 |
12,108 |
12,120 |
S1 |
12,059 |
12,059 |
12,121 |
12,084 |
S2 |
11,987 |
11,987 |
12,110 |
|
S3 |
11,866 |
11,938 |
12,099 |
|
S4 |
11,745 |
11,817 |
12,066 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,258 |
12,035 |
223 |
1.8% |
46 |
0.4% |
86% |
True |
False |
20 |
10 |
12,258 |
11,985 |
273 |
2.2% |
33 |
0.3% |
89% |
True |
False |
14 |
20 |
12,258 |
11,760 |
498 |
4.1% |
44 |
0.4% |
94% |
True |
False |
19 |
40 |
12,258 |
11,490 |
768 |
6.3% |
29 |
0.2% |
96% |
True |
False |
13 |
60 |
12,258 |
11,267 |
991 |
8.1% |
21 |
0.2% |
97% |
True |
False |
12 |
80 |
12,258 |
10,934 |
1,324 |
10.8% |
16 |
0.1% |
98% |
True |
False |
9 |
100 |
12,258 |
10,928 |
1,330 |
10.9% |
13 |
0.1% |
98% |
True |
False |
7 |
120 |
12,258 |
10,928 |
1,330 |
10.9% |
11 |
0.1% |
98% |
True |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,828 |
2.618 |
12,609 |
1.618 |
12,475 |
1.000 |
12,392 |
0.618 |
12,341 |
HIGH |
12,258 |
0.618 |
12,207 |
0.500 |
12,191 |
0.382 |
12,175 |
LOW |
12,124 |
0.618 |
12,041 |
1.000 |
11,990 |
1.618 |
11,907 |
2.618 |
11,773 |
4.250 |
11,555 |
|
|
Fisher Pivots for day following 23-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
12,215 |
12,211 |
PP |
12,203 |
12,195 |
S1 |
12,191 |
12,179 |
|