| Trading Metrics calculated at close of trading on 24-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2006 |
24-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
12,133 |
12,255 |
122 |
1.0% |
12,096 |
| High |
12,258 |
12,255 |
-3 |
0.0% |
12,156 |
| Low |
12,124 |
12,255 |
131 |
1.1% |
12,035 |
| Close |
12,227 |
12,261 |
34 |
0.3% |
12,132 |
| Range |
134 |
0 |
-134 |
-100.0% |
121 |
| ATR |
56 |
54 |
-2 |
-3.5% |
0 |
| Volume |
19 |
1 |
-18 |
-94.7% |
87 |
|
| Daily Pivots for day following 24-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,257 |
12,259 |
12,261 |
|
| R3 |
12,257 |
12,259 |
12,261 |
|
| R2 |
12,257 |
12,257 |
12,261 |
|
| R1 |
12,259 |
12,259 |
12,261 |
12,258 |
| PP |
12,257 |
12,257 |
12,257 |
12,257 |
| S1 |
12,259 |
12,259 |
12,261 |
12,258 |
| S2 |
12,257 |
12,257 |
12,261 |
|
| S3 |
12,257 |
12,259 |
12,261 |
|
| S4 |
12,257 |
12,259 |
12,261 |
|
|
| Weekly Pivots for week ending 20-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,471 |
12,422 |
12,199 |
|
| R3 |
12,350 |
12,301 |
12,165 |
|
| R2 |
12,229 |
12,229 |
12,154 |
|
| R1 |
12,180 |
12,180 |
12,143 |
12,205 |
| PP |
12,108 |
12,108 |
12,108 |
12,120 |
| S1 |
12,059 |
12,059 |
12,121 |
12,084 |
| S2 |
11,987 |
11,987 |
12,110 |
|
| S3 |
11,866 |
11,938 |
12,099 |
|
| S4 |
11,745 |
11,817 |
12,066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,258 |
12,100 |
158 |
1.3% |
46 |
0.4% |
102% |
False |
False |
20 |
| 10 |
12,258 |
11,985 |
273 |
2.2% |
33 |
0.3% |
101% |
False |
False |
14 |
| 20 |
12,258 |
11,820 |
438 |
3.6% |
41 |
0.3% |
101% |
False |
False |
17 |
| 40 |
12,258 |
11,490 |
768 |
6.3% |
29 |
0.2% |
100% |
False |
False |
12 |
| 60 |
12,258 |
11,267 |
991 |
8.1% |
21 |
0.2% |
100% |
False |
False |
12 |
| 80 |
12,258 |
10,934 |
1,324 |
10.8% |
16 |
0.1% |
100% |
False |
False |
9 |
| 100 |
12,258 |
10,928 |
1,330 |
10.8% |
13 |
0.1% |
100% |
False |
False |
7 |
| 120 |
12,258 |
10,928 |
1,330 |
10.8% |
11 |
0.1% |
100% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,255 |
|
2.618 |
12,255 |
|
1.618 |
12,255 |
|
1.000 |
12,255 |
|
0.618 |
12,255 |
|
HIGH |
12,255 |
|
0.618 |
12,255 |
|
0.500 |
12,255 |
|
0.382 |
12,255 |
|
LOW |
12,255 |
|
0.618 |
12,255 |
|
1.000 |
12,255 |
|
1.618 |
12,255 |
|
2.618 |
12,255 |
|
4.250 |
12,255 |
|
|
| Fisher Pivots for day following 24-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,259 |
12,238 |
| PP |
12,257 |
12,214 |
| S1 |
12,255 |
12,191 |
|