Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2006 |
16-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
1,362.82 |
1,365.61 |
2.79 |
0.2% |
1,349.07 |
High |
1,366.63 |
1,370.20 |
3.57 |
0.3% |
1,366.63 |
Low |
1,360.50 |
1,364.48 |
3.98 |
0.3% |
1,343.57 |
Close |
1,365.62 |
1,369.05 |
3.43 |
0.3% |
1,365.62 |
Range |
6.13 |
5.72 |
-0.41 |
-6.7% |
23.06 |
ATR |
9.34 |
9.08 |
-0.26 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,385.07 |
1,382.78 |
1,372.20 |
|
R3 |
1,379.35 |
1,377.06 |
1,370.62 |
|
R2 |
1,373.63 |
1,373.63 |
1,370.10 |
|
R1 |
1,371.34 |
1,371.34 |
1,369.57 |
1,372.49 |
PP |
1,367.91 |
1,367.91 |
1,367.91 |
1,368.48 |
S1 |
1,365.62 |
1,365.62 |
1,368.53 |
1,366.77 |
S2 |
1,362.19 |
1,362.19 |
1,368.00 |
|
S3 |
1,356.47 |
1,359.90 |
1,367.48 |
|
S4 |
1,350.75 |
1,354.18 |
1,365.90 |
|
|
Weekly Pivots for week ending 13-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,427.79 |
1,419.76 |
1,378.30 |
|
R3 |
1,404.73 |
1,396.70 |
1,371.96 |
|
R2 |
1,381.67 |
1,381.67 |
1,369.85 |
|
R1 |
1,373.64 |
1,373.64 |
1,367.73 |
1,377.66 |
PP |
1,358.61 |
1,358.61 |
1,358.61 |
1,360.61 |
S1 |
1,350.58 |
1,350.58 |
1,363.51 |
1,354.60 |
S2 |
1,335.55 |
1,335.55 |
1,361.39 |
|
S3 |
1,312.49 |
1,327.52 |
1,359.28 |
|
S4 |
1,289.43 |
1,304.46 |
1,352.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,370.20 |
1,343.57 |
26.63 |
1.9% |
8.34 |
0.6% |
96% |
True |
False |
|
10 |
1,370.20 |
1,327.10 |
43.10 |
3.1% |
9.20 |
0.7% |
97% |
True |
False |
|
20 |
1,370.20 |
1,310.94 |
59.26 |
4.3% |
9.32 |
0.7% |
98% |
True |
False |
|
40 |
1,370.20 |
1,289.49 |
80.71 |
5.9% |
8.74 |
0.6% |
99% |
True |
False |
|
60 |
1,370.20 |
1,240.25 |
129.95 |
9.5% |
10.13 |
0.7% |
99% |
True |
False |
|
80 |
1,370.20 |
1,224.54 |
145.66 |
10.6% |
10.92 |
0.8% |
99% |
True |
False |
|
100 |
1,370.20 |
1,219.29 |
150.91 |
11.0% |
11.95 |
0.9% |
99% |
True |
False |
|
120 |
1,370.20 |
1,219.29 |
150.91 |
11.0% |
12.09 |
0.9% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,394.51 |
2.618 |
1,385.17 |
1.618 |
1,379.45 |
1.000 |
1,375.92 |
0.618 |
1,373.73 |
HIGH |
1,370.20 |
0.618 |
1,368.01 |
0.500 |
1,367.34 |
0.382 |
1,366.67 |
LOW |
1,364.48 |
0.618 |
1,360.95 |
1.000 |
1,358.76 |
1.618 |
1,355.23 |
2.618 |
1,349.51 |
4.250 |
1,340.17 |
|
|