| Trading Metrics calculated at close of trading on 27-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2006 |
27-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
12,241 |
12,272 |
31 |
0.3% |
12,133 |
| High |
12,248 |
12,272 |
24 |
0.2% |
12,275 |
| Low |
12,241 |
12,202 |
-39 |
-0.3% |
12,124 |
| Close |
12,272 |
12,225 |
-47 |
-0.4% |
12,225 |
| Range |
7 |
70 |
63 |
900.0% |
151 |
| ATR |
53 |
55 |
1 |
2.2% |
0 |
| Volume |
40 |
7 |
-33 |
-82.5% |
76 |
|
| Daily Pivots for day following 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,443 |
12,404 |
12,264 |
|
| R3 |
12,373 |
12,334 |
12,244 |
|
| R2 |
12,303 |
12,303 |
12,238 |
|
| R1 |
12,264 |
12,264 |
12,232 |
12,249 |
| PP |
12,233 |
12,233 |
12,233 |
12,225 |
| S1 |
12,194 |
12,194 |
12,219 |
12,179 |
| S2 |
12,163 |
12,163 |
12,212 |
|
| S3 |
12,093 |
12,124 |
12,206 |
|
| S4 |
12,023 |
12,054 |
12,187 |
|
|
| Weekly Pivots for week ending 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,661 |
12,594 |
12,308 |
|
| R3 |
12,510 |
12,443 |
12,267 |
|
| R2 |
12,359 |
12,359 |
12,253 |
|
| R1 |
12,292 |
12,292 |
12,239 |
12,326 |
| PP |
12,208 |
12,208 |
12,208 |
12,225 |
| S1 |
12,141 |
12,141 |
12,211 |
12,175 |
| S2 |
12,057 |
12,057 |
12,197 |
|
| S3 |
11,906 |
11,990 |
12,184 |
|
| S4 |
11,755 |
11,839 |
12,142 |
|
|
| 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% |
57 |
0.5% |
67% |
False |
False |
15 |
| 10 |
12,275 |
12,035 |
240 |
2.0% |
38 |
0.3% |
79% |
False |
False |
16 |
| 20 |
12,275 |
11,827 |
448 |
3.7% |
44 |
0.4% |
89% |
False |
False |
17 |
| 40 |
12,275 |
11,524 |
751 |
6.1% |
31 |
0.3% |
93% |
False |
False |
12 |
| 60 |
12,275 |
11,267 |
1,008 |
8.2% |
23 |
0.2% |
95% |
False |
False |
13 |
| 80 |
12,275 |
10,934 |
1,341 |
11.0% |
18 |
0.1% |
96% |
False |
False |
9 |
| 100 |
12,275 |
10,928 |
1,347 |
11.0% |
14 |
0.1% |
96% |
False |
False |
7 |
| 120 |
12,275 |
10,928 |
1,347 |
11.0% |
12 |
0.1% |
96% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,570 |
|
2.618 |
12,455 |
|
1.618 |
12,385 |
|
1.000 |
12,342 |
|
0.618 |
12,315 |
|
HIGH |
12,272 |
|
0.618 |
12,245 |
|
0.500 |
12,237 |
|
0.382 |
12,229 |
|
LOW |
12,202 |
|
0.618 |
12,159 |
|
1.000 |
12,132 |
|
1.618 |
12,089 |
|
2.618 |
12,019 |
|
4.250 |
11,905 |
|
|
| Fisher Pivots for day following 27-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
12,237 |
12,238 |
| PP |
12,233 |
12,233 |
| S1 |
12,229 |
12,229 |
|