| Trading Metrics calculated at close of trading on 25-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2006 |
25-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
12,255 |
12,237 |
-18 |
-0.1% |
12,096 |
| High |
12,255 |
12,275 |
20 |
0.2% |
12,156 |
| Low |
12,255 |
12,200 |
-55 |
-0.4% |
12,035 |
| Close |
12,261 |
12,272 |
11 |
0.1% |
12,132 |
| Range |
0 |
75 |
75 |
|
121 |
| ATR |
54 |
55 |
2 |
2.9% |
0 |
| Volume |
1 |
9 |
8 |
800.0% |
87 |
|
| Daily Pivots for day following 25-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,474 |
12,448 |
12,313 |
|
| R3 |
12,399 |
12,373 |
12,293 |
|
| R2 |
12,324 |
12,324 |
12,286 |
|
| R1 |
12,298 |
12,298 |
12,279 |
12,311 |
| PP |
12,249 |
12,249 |
12,249 |
12,256 |
| S1 |
12,223 |
12,223 |
12,265 |
12,236 |
| S2 |
12,174 |
12,174 |
12,258 |
|
| S3 |
12,099 |
12,148 |
12,252 |
|
| S4 |
12,024 |
12,073 |
12,231 |
|
|
| 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 |
12,275 |
12,100 |
175 |
1.4% |
53 |
0.4% |
98% |
True |
False |
20 |
| 10 |
12,275 |
12,025 |
250 |
2.0% |
40 |
0.3% |
99% |
True |
False |
14 |
| 20 |
12,275 |
11,820 |
455 |
3.7% |
43 |
0.3% |
99% |
True |
False |
15 |
| 40 |
12,275 |
11,490 |
785 |
6.4% |
31 |
0.3% |
100% |
True |
False |
12 |
| 60 |
12,275 |
11,267 |
1,008 |
8.2% |
22 |
0.2% |
100% |
True |
False |
12 |
| 80 |
12,275 |
10,934 |
1,341 |
10.9% |
17 |
0.1% |
100% |
True |
False |
9 |
| 100 |
12,275 |
10,928 |
1,347 |
11.0% |
13 |
0.1% |
100% |
True |
False |
7 |
| 120 |
12,275 |
10,928 |
1,347 |
11.0% |
11 |
0.1% |
100% |
True |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,594 |
|
2.618 |
12,471 |
|
1.618 |
12,396 |
|
1.000 |
12,350 |
|
0.618 |
12,321 |
|
HIGH |
12,275 |
|
0.618 |
12,246 |
|
0.500 |
12,238 |
|
0.382 |
12,229 |
|
LOW |
12,200 |
|
0.618 |
12,154 |
|
1.000 |
12,125 |
|
1.618 |
12,079 |
|
2.618 |
12,004 |
|
4.250 |
11,881 |
|
|
| Fisher Pivots for day following 25-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,261 |
12,248 |
| PP |
12,249 |
12,224 |
| S1 |
12,238 |
12,200 |
|