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 |
1,382.0 |
1,385.0 |
3.0 |
0.2% |
1,368.0 |
High |
1,386.0 |
1,391.0 |
5.0 |
0.4% |
1,386.2 |
Low |
1,378.0 |
1,380.0 |
2.0 |
0.1% |
1,363.0 |
Close |
1,383.3 |
1,384.1 |
0.8 |
0.1% |
1,385.2 |
Range |
8.0 |
11.0 |
3.0 |
37.5% |
23.2 |
ATR |
7.4 |
7.6 |
0.3 |
3.5% |
0.0 |
Volume |
544 |
625 |
81 |
14.9% |
1,197 |
|
Daily Pivots for day following 18-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,418.0 |
1,412.1 |
1,390.2 |
|
R3 |
1,407.0 |
1,401.1 |
1,387.1 |
|
R2 |
1,396.0 |
1,396.0 |
1,386.1 |
|
R1 |
1,390.1 |
1,390.1 |
1,385.1 |
1,387.6 |
PP |
1,385.0 |
1,385.0 |
1,385.0 |
1,383.8 |
S1 |
1,379.1 |
1,379.1 |
1,383.1 |
1,376.6 |
S2 |
1,374.0 |
1,374.0 |
1,382.1 |
|
S3 |
1,363.0 |
1,368.1 |
1,381.1 |
|
S4 |
1,352.0 |
1,357.1 |
1,378.1 |
|
|
Weekly Pivots for week ending 13-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,447.7 |
1,439.7 |
1,398.0 |
|
R3 |
1,424.5 |
1,416.5 |
1,391.6 |
|
R2 |
1,401.3 |
1,401.3 |
1,389.5 |
|
R1 |
1,393.3 |
1,393.3 |
1,387.3 |
1,397.3 |
PP |
1,378.1 |
1,378.1 |
1,378.1 |
1,380.2 |
S1 |
1,370.1 |
1,370.1 |
1,383.1 |
1,374.1 |
S2 |
1,354.9 |
1,354.9 |
1,380.9 |
|
S3 |
1,331.7 |
1,346.9 |
1,378.8 |
|
S4 |
1,308.5 |
1,323.7 |
1,372.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,391.0 |
1,376.0 |
15.0 |
1.1% |
7.6 |
0.6% |
54% |
True |
False |
1,151 |
10 |
1,391.0 |
1,363.0 |
28.0 |
2.0% |
6.3 |
0.5% |
75% |
True |
False |
586 |
20 |
1,391.0 |
1,332.0 |
59.0 |
4.3% |
7.4 |
0.5% |
88% |
True |
False |
311 |
40 |
1,391.0 |
1,316.9 |
74.1 |
5.4% |
4.5 |
0.3% |
91% |
True |
False |
207 |
60 |
1,391.0 |
1,287.7 |
103.3 |
7.5% |
3.1 |
0.2% |
93% |
True |
False |
157 |
80 |
1,391.0 |
1,262.2 |
128.8 |
9.3% |
2.6 |
0.2% |
95% |
True |
False |
121 |
100 |
1,391.0 |
1,253.3 |
137.7 |
9.9% |
2.3 |
0.2% |
95% |
True |
False |
100 |
120 |
1,391.0 |
1,253.3 |
137.7 |
9.9% |
2.0 |
0.1% |
95% |
True |
False |
84 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,437.8 |
2.618 |
1,419.8 |
1.618 |
1,408.8 |
1.000 |
1,402.0 |
0.618 |
1,397.8 |
HIGH |
1,391.0 |
0.618 |
1,386.8 |
0.500 |
1,385.5 |
0.382 |
1,384.2 |
LOW |
1,380.0 |
0.618 |
1,373.2 |
1.000 |
1,369.0 |
1.618 |
1,362.2 |
2.618 |
1,351.2 |
4.250 |
1,333.3 |
|
|
Fisher Pivots for day following 18-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
1,385.5 |
1,384.5 |
PP |
1,385.0 |
1,384.4 |
S1 |
1,384.6 |
1,384.2 |
|