| Trading Metrics calculated at close of trading on 26-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2006 |
26-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
12,237 |
12,241 |
4 |
0.0% |
12,096 |
| High |
12,275 |
12,248 |
-27 |
-0.2% |
12,156 |
| Low |
12,200 |
12,241 |
41 |
0.3% |
12,035 |
| Close |
12,272 |
12,272 |
0 |
0.0% |
12,132 |
| Range |
75 |
7 |
-68 |
-90.7% |
121 |
| ATR |
55 |
53 |
-2 |
-3.1% |
0 |
| Volume |
9 |
40 |
31 |
344.4% |
87 |
|
| Daily Pivots for day following 26-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,275 |
12,280 |
12,276 |
|
| R3 |
12,268 |
12,273 |
12,274 |
|
| R2 |
12,261 |
12,261 |
12,273 |
|
| R1 |
12,266 |
12,266 |
12,273 |
12,264 |
| PP |
12,254 |
12,254 |
12,254 |
12,252 |
| S1 |
12,259 |
12,259 |
12,271 |
12,257 |
| S2 |
12,247 |
12,247 |
12,271 |
|
| S3 |
12,240 |
12,252 |
12,270 |
|
| S4 |
12,233 |
12,245 |
12,268 |
|
|
| 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 |
12,124 |
151 |
1.2% |
43 |
0.4% |
98% |
False |
False |
18 |
| 10 |
12,275 |
12,035 |
240 |
2.0% |
31 |
0.3% |
99% |
False |
False |
16 |
| 20 |
12,275 |
11,827 |
448 |
3.7% |
41 |
0.3% |
99% |
False |
False |
17 |
| 40 |
12,275 |
11,490 |
785 |
6.4% |
31 |
0.3% |
100% |
False |
False |
12 |
| 60 |
12,275 |
11,267 |
1,008 |
8.2% |
22 |
0.2% |
100% |
False |
False |
13 |
| 80 |
12,275 |
10,934 |
1,341 |
10.9% |
17 |
0.1% |
100% |
False |
False |
9 |
| 100 |
12,275 |
10,928 |
1,347 |
11.0% |
13 |
0.1% |
100% |
False |
False |
7 |
| 120 |
12,275 |
10,928 |
1,347 |
11.0% |
11 |
0.1% |
100% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,278 |
|
2.618 |
12,266 |
|
1.618 |
12,259 |
|
1.000 |
12,255 |
|
0.618 |
12,252 |
|
HIGH |
12,248 |
|
0.618 |
12,245 |
|
0.500 |
12,245 |
|
0.382 |
12,244 |
|
LOW |
12,241 |
|
0.618 |
12,237 |
|
1.000 |
12,234 |
|
1.618 |
12,230 |
|
2.618 |
12,223 |
|
4.250 |
12,211 |
|
|
| Fisher Pivots for day following 26-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,263 |
12,261 |
| PP |
12,254 |
12,249 |
| S1 |
12,245 |
12,238 |
|