| Trading Metrics calculated at close of trading on 11-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2006 |
11-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
11,857.73 |
11,865.49 |
7.76 |
0.1% |
11,678.99 |
| High |
11,877.90 |
11,875.98 |
-1.92 |
0.0% |
11,870.06 |
| Low |
11,829.71 |
11,794.17 |
-35.54 |
-0.3% |
11,653.06 |
| Close |
11,867.17 |
11,852.13 |
-15.04 |
-0.1% |
11,850.21 |
| Range |
48.19 |
81.81 |
33.62 |
69.8% |
217.00 |
| ATR |
80.73 |
80.80 |
0.08 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,086.19 |
12,050.97 |
11,897.13 |
|
| R3 |
12,004.38 |
11,969.16 |
11,874.63 |
|
| R2 |
11,922.57 |
11,922.57 |
11,867.13 |
|
| R1 |
11,887.35 |
11,887.35 |
11,859.63 |
11,864.06 |
| PP |
11,840.76 |
11,840.76 |
11,840.76 |
11,829.11 |
| S1 |
11,805.54 |
11,805.54 |
11,844.63 |
11,782.25 |
| S2 |
11,758.95 |
11,758.95 |
11,837.13 |
|
| S3 |
11,677.14 |
11,723.73 |
11,829.63 |
|
| S4 |
11,595.33 |
11,641.92 |
11,807.13 |
|
|
| Weekly Pivots for week ending 06-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,442.11 |
12,363.16 |
11,969.56 |
|
| R3 |
12,225.11 |
12,146.16 |
11,909.89 |
|
| R2 |
12,008.11 |
12,008.11 |
11,889.99 |
|
| R1 |
11,929.16 |
11,929.16 |
11,870.10 |
11,968.64 |
| PP |
11,791.11 |
11,791.11 |
11,791.11 |
11,810.85 |
| S1 |
11,712.16 |
11,712.16 |
11,830.32 |
11,751.64 |
| S2 |
11,574.11 |
11,574.11 |
11,810.43 |
|
| S3 |
11,357.11 |
11,495.16 |
11,790.54 |
|
| S4 |
11,140.11 |
11,278.16 |
11,730.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,877.90 |
11,794.17 |
83.73 |
0.7% |
60.72 |
0.5% |
69% |
False |
True |
|
| 10 |
11,877.90 |
11,653.06 |
224.84 |
1.9% |
75.38 |
0.6% |
89% |
False |
False |
|
| 20 |
11,877.90 |
11,474.56 |
403.34 |
3.4% |
80.11 |
0.7% |
94% |
False |
False |
|
| 40 |
11,877.90 |
11,224.91 |
652.99 |
5.5% |
78.92 |
0.7% |
96% |
False |
False |
|
| 60 |
11,877.90 |
10,797.39 |
1,080.51 |
9.1% |
94.05 |
0.8% |
98% |
False |
False |
|
| 80 |
11,877.90 |
10,683.32 |
1,194.58 |
10.1% |
100.62 |
0.8% |
98% |
False |
False |
|
| 100 |
11,877.90 |
10,683.32 |
1,194.58 |
10.1% |
107.79 |
0.9% |
98% |
False |
False |
|
| 120 |
11,877.90 |
10,683.32 |
1,194.58 |
10.1% |
106.58 |
0.9% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,223.67 |
|
2.618 |
12,090.16 |
|
1.618 |
12,008.35 |
|
1.000 |
11,957.79 |
|
0.618 |
11,926.54 |
|
HIGH |
11,875.98 |
|
0.618 |
11,844.73 |
|
0.500 |
11,835.08 |
|
0.382 |
11,825.42 |
|
LOW |
11,794.17 |
|
0.618 |
11,743.61 |
|
1.000 |
11,712.36 |
|
1.618 |
11,661.80 |
|
2.618 |
11,579.99 |
|
4.250 |
11,446.48 |
|
|
| Fisher Pivots for day following 11-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,846.45 |
11,846.77 |
| PP |
11,840.76 |
11,841.40 |
| S1 |
11,835.08 |
11,836.04 |
|