Trading Metrics calculated at close of trading on 25-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2006 |
25-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
1,394.5 |
1,396.0 |
1.5 |
0.1% |
1,383.7 |
High |
1,396.8 |
1,401.1 |
4.3 |
0.3% |
1,391.0 |
Low |
1,390.5 |
1,394.0 |
3.5 |
0.3% |
1,378.0 |
Close |
1,396.6 |
1,401.0 |
4.4 |
0.3% |
1,386.6 |
Range |
6.3 |
7.1 |
0.8 |
12.7% |
13.0 |
ATR |
7.6 |
7.5 |
0.0 |
-0.4% |
0.0 |
Volume |
876 |
1,042 |
166 |
18.9% |
5,488 |
|
Daily Pivots for day following 25-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,420.0 |
1,417.6 |
1,404.9 |
|
R3 |
1,412.9 |
1,410.5 |
1,403.0 |
|
R2 |
1,405.8 |
1,405.8 |
1,402.3 |
|
R1 |
1,403.4 |
1,403.4 |
1,401.7 |
1,404.6 |
PP |
1,398.7 |
1,398.7 |
1,398.7 |
1,399.3 |
S1 |
1,396.3 |
1,396.3 |
1,400.3 |
1,397.5 |
S2 |
1,391.6 |
1,391.6 |
1,399.7 |
|
S3 |
1,384.5 |
1,389.2 |
1,399.0 |
|
S4 |
1,377.4 |
1,382.1 |
1,397.1 |
|
|
Weekly Pivots for week ending 20-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,424.2 |
1,418.4 |
1,393.8 |
|
R3 |
1,411.2 |
1,405.4 |
1,390.2 |
|
R2 |
1,398.2 |
1,398.2 |
1,389.0 |
|
R1 |
1,392.4 |
1,392.4 |
1,387.8 |
1,395.3 |
PP |
1,385.2 |
1,385.2 |
1,385.2 |
1,386.7 |
S1 |
1,379.4 |
1,379.4 |
1,385.4 |
1,382.3 |
S2 |
1,372.2 |
1,372.2 |
1,384.2 |
|
S3 |
1,359.2 |
1,366.4 |
1,383.0 |
|
S4 |
1,346.2 |
1,353.4 |
1,379.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,401.1 |
1,381.0 |
20.1 |
1.4% |
7.2 |
0.5% |
100% |
True |
False |
769 |
10 |
1,401.1 |
1,376.0 |
25.1 |
1.8% |
7.4 |
0.5% |
100% |
True |
False |
960 |
20 |
1,401.1 |
1,348.0 |
53.1 |
3.8% |
7.1 |
0.5% |
100% |
True |
False |
497 |
40 |
1,401.1 |
1,316.9 |
84.2 |
6.0% |
5.4 |
0.4% |
100% |
True |
False |
280 |
60 |
1,401.1 |
1,287.7 |
113.4 |
8.1% |
3.7 |
0.3% |
100% |
True |
False |
221 |
80 |
1,401.1 |
1,262.2 |
138.9 |
9.9% |
3.1 |
0.2% |
100% |
True |
False |
168 |
100 |
1,401.1 |
1,253.3 |
147.8 |
10.5% |
2.7 |
0.2% |
100% |
True |
False |
137 |
120 |
1,401.1 |
1,253.3 |
147.8 |
10.5% |
2.3 |
0.2% |
100% |
True |
False |
116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,431.3 |
2.618 |
1,419.7 |
1.618 |
1,412.6 |
1.000 |
1,408.2 |
0.618 |
1,405.5 |
HIGH |
1,401.1 |
0.618 |
1,398.4 |
0.500 |
1,397.6 |
0.382 |
1,396.7 |
LOW |
1,394.0 |
0.618 |
1,389.6 |
1.000 |
1,386.9 |
1.618 |
1,382.5 |
2.618 |
1,375.4 |
4.250 |
1,363.8 |
|
|
Fisher Pivots for day following 25-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
1,399.9 |
1,397.9 |
PP |
1,398.7 |
1,394.7 |
S1 |
1,397.6 |
1,391.6 |
|