Day Change Summary |
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Previous |
Current |
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04-Oct-2006 |
05-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
1,333.81 |
1,349.84 |
16.03 |
1.2% |
1,316.70 |
High |
1,350.22 |
1,353.79 |
3.57 |
0.3% |
1,340.28 |
Low |
1,331.48 |
1,347.75 |
16.27 |
1.2% |
1,311.58 |
Close |
1,350.22 |
1,353.22 |
3.00 |
0.2% |
1,335.85 |
Range |
18.74 |
6.04 |
-12.70 |
-67.8% |
28.70 |
ATR |
10.04 |
9.76 |
-0.29 |
-2.8% |
0.00 |
Volume |
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Daily Pivots for day following 05-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,369.71 |
1,367.50 |
1,356.54 |
|
R3 |
1,363.67 |
1,361.46 |
1,354.88 |
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R2 |
1,357.63 |
1,357.63 |
1,354.33 |
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R1 |
1,355.42 |
1,355.42 |
1,353.77 |
1,356.53 |
PP |
1,351.59 |
1,351.59 |
1,351.59 |
1,352.14 |
S1 |
1,349.38 |
1,349.38 |
1,352.67 |
1,350.49 |
S2 |
1,345.55 |
1,345.55 |
1,352.11 |
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S3 |
1,339.51 |
1,343.34 |
1,351.56 |
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S4 |
1,333.47 |
1,337.30 |
1,349.90 |
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Weekly Pivots for week ending 29-Sep-2006 |
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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 |
1,353.79 |
1,327.10 |
26.69 |
2.0% |
9.70 |
0.7% |
98% |
True |
False |
|
10 |
1,353.79 |
1,310.94 |
42.85 |
3.2% |
9.74 |
0.7% |
99% |
True |
False |
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20 |
1,353.79 |
1,290.93 |
62.86 |
4.6% |
9.48 |
0.7% |
99% |
True |
False |
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40 |
1,353.79 |
1,261.30 |
92.49 |
6.8% |
9.31 |
0.7% |
99% |
True |
False |
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60 |
1,353.79 |
1,224.54 |
129.25 |
9.6% |
10.96 |
0.8% |
100% |
True |
False |
|
80 |
1,353.79 |
1,219.29 |
134.50 |
9.9% |
11.57 |
0.9% |
100% |
True |
False |
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100 |
1,353.79 |
1,219.29 |
134.50 |
9.9% |
12.54 |
0.9% |
100% |
True |
False |
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120 |
1,353.79 |
1,219.29 |
134.50 |
9.9% |
12.29 |
0.9% |
100% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,379.46 |
2.618 |
1,369.60 |
1.618 |
1,363.56 |
1.000 |
1,359.83 |
0.618 |
1,357.52 |
HIGH |
1,353.79 |
0.618 |
1,351.48 |
0.500 |
1,350.77 |
0.382 |
1,350.06 |
LOW |
1,347.75 |
0.618 |
1,344.02 |
1.000 |
1,341.71 |
1.618 |
1,337.98 |
2.618 |
1,331.94 |
4.250 |
1,322.08 |
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