| Trading Metrics calculated at close of trading on 12-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2006 |
12-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
11,865.49 |
11,854.13 |
-11.36 |
-0.1% |
11,678.99 |
| High |
11,875.98 |
11,959.63 |
83.65 |
0.7% |
11,870.06 |
| Low |
11,794.17 |
11,854.05 |
59.88 |
0.5% |
11,653.06 |
| Close |
11,852.13 |
11,947.70 |
95.57 |
0.8% |
11,850.21 |
| Range |
81.81 |
105.58 |
23.77 |
29.1% |
217.00 |
| ATR |
80.80 |
82.71 |
1.91 |
2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,237.20 |
12,198.03 |
12,005.77 |
|
| R3 |
12,131.62 |
12,092.45 |
11,976.73 |
|
| R2 |
12,026.04 |
12,026.04 |
11,967.06 |
|
| R1 |
11,986.87 |
11,986.87 |
11,957.38 |
12,006.46 |
| PP |
11,920.46 |
11,920.46 |
11,920.46 |
11,930.25 |
| S1 |
11,881.29 |
11,881.29 |
11,938.02 |
11,900.88 |
| S2 |
11,814.88 |
11,814.88 |
11,928.34 |
|
| S3 |
11,709.30 |
11,775.71 |
11,918.67 |
|
| S4 |
11,603.72 |
11,670.13 |
11,889.63 |
|
|
| 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 |
11,959.63 |
11,794.17 |
165.46 |
1.4% |
72.07 |
0.6% |
93% |
True |
False |
|
| 10 |
11,959.63 |
11,653.06 |
306.57 |
2.6% |
79.13 |
0.7% |
96% |
True |
False |
|
| 20 |
11,959.63 |
11,474.56 |
485.07 |
4.1% |
82.71 |
0.7% |
98% |
True |
False |
|
| 40 |
11,959.63 |
11,260.28 |
699.35 |
5.9% |
78.66 |
0.7% |
98% |
True |
False |
|
| 60 |
11,959.63 |
10,838.85 |
1,120.78 |
9.4% |
91.79 |
0.8% |
99% |
True |
False |
|
| 80 |
11,959.63 |
10,683.32 |
1,276.31 |
10.7% |
100.79 |
0.8% |
99% |
True |
False |
|
| 100 |
11,959.63 |
10,683.32 |
1,276.31 |
10.7% |
107.50 |
0.9% |
99% |
True |
False |
|
| 120 |
11,959.63 |
10,683.32 |
1,276.31 |
10.7% |
107.01 |
0.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,408.35 |
|
2.618 |
12,236.04 |
|
1.618 |
12,130.46 |
|
1.000 |
12,065.21 |
|
0.618 |
12,024.88 |
|
HIGH |
11,959.63 |
|
0.618 |
11,919.30 |
|
0.500 |
11,906.84 |
|
0.382 |
11,894.38 |
|
LOW |
11,854.05 |
|
0.618 |
11,788.80 |
|
1.000 |
11,748.47 |
|
1.618 |
11,683.22 |
|
2.618 |
11,577.64 |
|
4.250 |
11,405.34 |
|
|
| Fisher Pivots for day following 12-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,934.08 |
11,924.10 |
| PP |
11,920.46 |
11,900.50 |
| S1 |
11,906.84 |
11,876.90 |
|