| Trading Metrics calculated at close of trading on 18-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2006 |
18-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
11,750 |
11,760 |
10 |
0.1% |
11,527 |
| High |
11,765 |
11,760 |
-5 |
0.0% |
11,765 |
| Low |
11,750 |
11,760 |
10 |
0.1% |
11,527 |
| Close |
11,745 |
11,734 |
-11 |
-0.1% |
11,745 |
| Range |
15 |
0 |
-15 |
-100.0% |
238 |
| ATR |
45 |
43 |
-2 |
-4.8% |
0 |
| Volume |
7 |
2 |
-5 |
-71.4% |
16 |
|
| Daily Pivots for day following 18-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,751 |
11,743 |
11,734 |
|
| R3 |
11,751 |
11,743 |
11,734 |
|
| R2 |
11,751 |
11,751 |
11,734 |
|
| R1 |
11,743 |
11,743 |
11,734 |
11,747 |
| PP |
11,751 |
11,751 |
11,751 |
11,754 |
| S1 |
11,743 |
11,743 |
11,734 |
11,747 |
| S2 |
11,751 |
11,751 |
11,734 |
|
| S3 |
11,751 |
11,743 |
11,734 |
|
| S4 |
11,751 |
11,743 |
11,734 |
|
|
| Weekly Pivots for week ending 15-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,393 |
12,307 |
11,876 |
|
| R3 |
12,155 |
12,069 |
11,811 |
|
| R2 |
11,917 |
11,917 |
11,789 |
|
| R1 |
11,831 |
11,831 |
11,767 |
11,874 |
| PP |
11,679 |
11,679 |
11,679 |
11,701 |
| S1 |
11,593 |
11,593 |
11,723 |
11,636 |
| S2 |
11,441 |
11,441 |
11,701 |
|
| S3 |
11,203 |
11,355 |
11,680 |
|
| S4 |
10,965 |
11,117 |
11,614 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,765 |
11,552 |
213 |
1.8% |
23 |
0.2% |
85% |
False |
False |
3 |
| 10 |
11,765 |
11,524 |
241 |
2.1% |
11 |
0.1% |
87% |
False |
False |
3 |
| 20 |
11,765 |
11,452 |
313 |
2.7% |
9 |
0.1% |
90% |
False |
False |
12 |
| 40 |
11,765 |
11,253 |
512 |
4.4% |
7 |
0.1% |
94% |
False |
False |
8 |
| 60 |
11,765 |
10,934 |
831 |
7.1% |
4 |
0.0% |
96% |
False |
False |
5 |
| 80 |
11,765 |
10,928 |
837 |
7.1% |
3 |
0.0% |
96% |
False |
False |
4 |
| 100 |
11,944 |
10,928 |
1,016 |
8.7% |
3 |
0.0% |
79% |
False |
False |
3 |
| 120 |
11,944 |
10,928 |
1,016 |
8.7% |
2 |
0.0% |
79% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,760 |
|
2.618 |
11,760 |
|
1.618 |
11,760 |
|
1.000 |
11,760 |
|
0.618 |
11,760 |
|
HIGH |
11,760 |
|
0.618 |
11,760 |
|
0.500 |
11,760 |
|
0.382 |
11,760 |
|
LOW |
11,760 |
|
0.618 |
11,760 |
|
1.000 |
11,760 |
|
1.618 |
11,760 |
|
2.618 |
11,760 |
|
4.250 |
11,760 |
|
|
| Fisher Pivots for day following 18-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,760 |
11,734 |
| PP |
11,751 |
11,733 |
| S1 |
11,743 |
11,733 |
|