Day Change Summary |
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Previous |
Current |
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02-Oct-2006 |
03-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
1,335.82 |
1,331.17 |
-4.65 |
-0.3% |
1,316.70 |
High |
1,338.54 |
1,338.31 |
-0.23 |
0.0% |
1,340.28 |
Low |
1,330.28 |
1,327.10 |
-3.18 |
-0.2% |
1,311.58 |
Close |
1,331.32 |
1,334.11 |
2.79 |
0.2% |
1,335.85 |
Range |
8.26 |
11.21 |
2.95 |
35.7% |
28.70 |
ATR |
9.23 |
9.37 |
0.14 |
1.5% |
0.00 |
Volume |
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Daily Pivots for day following 03-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,366.80 |
1,361.67 |
1,340.28 |
|
R3 |
1,355.59 |
1,350.46 |
1,337.19 |
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R2 |
1,344.38 |
1,344.38 |
1,336.17 |
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R1 |
1,339.25 |
1,339.25 |
1,335.14 |
1,341.82 |
PP |
1,333.17 |
1,333.17 |
1,333.17 |
1,334.46 |
S1 |
1,328.04 |
1,328.04 |
1,333.08 |
1,330.61 |
S2 |
1,321.96 |
1,321.96 |
1,332.05 |
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S3 |
1,310.75 |
1,316.83 |
1,331.03 |
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S4 |
1,299.54 |
1,305.62 |
1,327.94 |
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Weekly Pivots for week ending 29-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,415.34 |
1,404.29 |
1,351.64 |
|
R3 |
1,386.64 |
1,375.59 |
1,343.74 |
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R2 |
1,357.94 |
1,357.94 |
1,341.11 |
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R1 |
1,346.89 |
1,346.89 |
1,338.48 |
1,352.42 |
PP |
1,329.24 |
1,329.24 |
1,329.24 |
1,332.00 |
S1 |
1,318.19 |
1,318.19 |
1,333.22 |
1,323.72 |
S2 |
1,300.54 |
1,300.54 |
1,330.59 |
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S3 |
1,271.84 |
1,289.49 |
1,327.96 |
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S4 |
1,243.14 |
1,260.79 |
1,320.07 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,340.28 |
1,327.10 |
13.18 |
1.0% |
7.36 |
0.6% |
53% |
False |
True |
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10 |
1,340.28 |
1,310.94 |
29.34 |
2.2% |
9.56 |
0.7% |
79% |
False |
False |
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20 |
1,340.28 |
1,290.93 |
49.35 |
3.7% |
9.39 |
0.7% |
87% |
False |
False |
|
40 |
1,340.28 |
1,261.30 |
78.98 |
5.9% |
9.52 |
0.7% |
92% |
False |
False |
|
60 |
1,340.28 |
1,224.54 |
115.74 |
8.7% |
11.05 |
0.8% |
95% |
False |
False |
|
80 |
1,340.28 |
1,219.29 |
120.99 |
9.1% |
11.76 |
0.9% |
95% |
False |
False |
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100 |
1,340.28 |
1,219.29 |
120.99 |
9.1% |
12.55 |
0.9% |
95% |
False |
False |
|
120 |
1,340.28 |
1,219.29 |
120.99 |
9.1% |
12.25 |
0.9% |
95% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,385.95 |
2.618 |
1,367.66 |
1.618 |
1,356.45 |
1.000 |
1,349.52 |
0.618 |
1,345.24 |
HIGH |
1,338.31 |
0.618 |
1,334.03 |
0.500 |
1,332.71 |
0.382 |
1,331.38 |
LOW |
1,327.10 |
0.618 |
1,320.17 |
1.000 |
1,315.89 |
1.618 |
1,308.96 |
2.618 |
1,297.75 |
4.250 |
1,279.46 |
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