| Trading Metrics calculated at close of trading on 29-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2006 |
29-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
11,850 |
11,860 |
10 |
0.1% |
11,740 |
| High |
11,859 |
11,870 |
11 |
0.1% |
11,870 |
| Low |
11,820 |
11,860 |
40 |
0.3% |
11,740 |
| Close |
11,849 |
11,829 |
-20 |
-0.2% |
11,829 |
| Range |
39 |
10 |
-29 |
-74.4% |
130 |
| ATR |
51 |
49 |
-2 |
-4.2% |
0 |
| Volume |
6 |
9 |
3 |
50.0% |
106 |
|
| Daily Pivots for day following 29-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,883 |
11,866 |
11,835 |
|
| R3 |
11,873 |
11,856 |
11,832 |
|
| R2 |
11,863 |
11,863 |
11,831 |
|
| R1 |
11,846 |
11,846 |
11,830 |
11,850 |
| PP |
11,853 |
11,853 |
11,853 |
11,855 |
| S1 |
11,836 |
11,836 |
11,828 |
11,840 |
| S2 |
11,843 |
11,843 |
11,827 |
|
| S3 |
11,833 |
11,826 |
11,826 |
|
| S4 |
11,823 |
11,816 |
11,824 |
|
|
| Weekly Pivots for week ending 29-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,203 |
12,146 |
11,901 |
|
| R3 |
12,073 |
12,016 |
11,865 |
|
| R2 |
11,943 |
11,943 |
11,853 |
|
| R1 |
11,886 |
11,886 |
11,841 |
11,915 |
| PP |
11,813 |
11,813 |
11,813 |
11,827 |
| S1 |
11,756 |
11,756 |
11,817 |
11,785 |
| S2 |
11,683 |
11,683 |
11,805 |
|
| S3 |
11,553 |
11,626 |
11,793 |
|
| S4 |
11,423 |
11,496 |
11,758 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,870 |
11,740 |
130 |
1.1% |
33 |
0.3% |
68% |
True |
False |
21 |
| 10 |
11,870 |
11,677 |
193 |
1.6% |
25 |
0.2% |
79% |
True |
False |
12 |
| 20 |
11,870 |
11,524 |
346 |
2.9% |
18 |
0.2% |
88% |
True |
False |
7 |
| 40 |
11,870 |
11,267 |
603 |
5.1% |
13 |
0.1% |
93% |
True |
False |
11 |
| 60 |
11,870 |
10,934 |
936 |
7.9% |
9 |
0.1% |
96% |
True |
False |
7 |
| 80 |
11,870 |
10,928 |
942 |
8.0% |
7 |
0.1% |
96% |
True |
False |
5 |
| 100 |
11,944 |
10,928 |
1,016 |
8.6% |
5 |
0.0% |
89% |
False |
False |
4 |
| 120 |
11,944 |
10,928 |
1,016 |
8.6% |
4 |
0.0% |
89% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,913 |
|
2.618 |
11,896 |
|
1.618 |
11,886 |
|
1.000 |
11,880 |
|
0.618 |
11,876 |
|
HIGH |
11,870 |
|
0.618 |
11,866 |
|
0.500 |
11,865 |
|
0.382 |
11,864 |
|
LOW |
11,860 |
|
0.618 |
11,854 |
|
1.000 |
11,850 |
|
1.618 |
11,844 |
|
2.618 |
11,834 |
|
4.250 |
11,818 |
|
|
| Fisher Pivots for day following 29-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,865 |
11,845 |
| PP |
11,853 |
11,840 |
| S1 |
11,841 |
11,834 |
|