| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2006 |
28-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
1,357.00 |
1,358.00 |
1.00 |
0.1% |
1,343.25 |
| High |
1,361.00 |
1,361.25 |
0.25 |
0.0% |
1,351.00 |
| Low |
1,354.50 |
1,354.25 |
-0.25 |
0.0% |
1,332.00 |
| Close |
1,358.75 |
1,358.50 |
-0.25 |
0.0% |
1,336.75 |
| Range |
6.50 |
7.00 |
0.50 |
7.7% |
19.00 |
| ATR |
|
|
|
|
|
| Volume |
798 |
607 |
-191 |
-23.9% |
905 |
|
| Daily Pivots for day following 28-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,379.00 |
1,375.75 |
1,362.25 |
|
| R3 |
1,372.00 |
1,368.75 |
1,360.50 |
|
| R2 |
1,365.00 |
1,365.00 |
1,359.75 |
|
| R1 |
1,361.75 |
1,361.75 |
1,359.25 |
1,363.50 |
| PP |
1,358.00 |
1,358.00 |
1,358.00 |
1,358.75 |
| S1 |
1,354.75 |
1,354.75 |
1,357.75 |
1,356.50 |
| S2 |
1,351.00 |
1,351.00 |
1,357.25 |
|
| S3 |
1,344.00 |
1,347.75 |
1,356.50 |
|
| S4 |
1,337.00 |
1,340.75 |
1,354.75 |
|
|
| Weekly Pivots for week ending 22-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,397.00 |
1,385.75 |
1,347.25 |
|
| R3 |
1,378.00 |
1,366.75 |
1,342.00 |
|
| R2 |
1,359.00 |
1,359.00 |
1,340.25 |
|
| R1 |
1,347.75 |
1,347.75 |
1,338.50 |
1,344.00 |
| PP |
1,340.00 |
1,340.00 |
1,340.00 |
1,338.00 |
| S1 |
1,328.75 |
1,328.75 |
1,335.00 |
1,325.00 |
| S2 |
1,321.00 |
1,321.00 |
1,333.25 |
|
| S3 |
1,302.00 |
1,309.75 |
1,331.50 |
|
| S4 |
1,283.00 |
1,290.75 |
1,326.25 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,391.00 |
|
2.618 |
1,379.50 |
|
1.618 |
1,372.50 |
|
1.000 |
1,368.25 |
|
0.618 |
1,365.50 |
|
HIGH |
1,361.25 |
|
0.618 |
1,358.50 |
|
0.500 |
1,357.75 |
|
0.382 |
1,357.00 |
|
LOW |
1,354.25 |
|
0.618 |
1,350.00 |
|
1.000 |
1,347.25 |
|
1.618 |
1,343.00 |
|
2.618 |
1,336.00 |
|
4.250 |
1,324.50 |
|
|