Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2006 |
29-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
1,369.6 |
1,367.9 |
-1.7 |
-0.1% |
1,357.6 |
High |
1,369.6 |
1,367.9 |
-1.7 |
-0.1% |
1,369.7 |
Low |
1,369.6 |
1,367.9 |
-1.7 |
-0.1% |
1,357.6 |
Close |
1,369.6 |
1,367.9 |
-1.7 |
-0.1% |
1,367.9 |
Range |
|
|
|
|
|
ATR |
5.1 |
4.9 |
-0.2 |
-4.8% |
0.0 |
Volume |
162 |
60 |
-102 |
-63.0% |
227 |
|
Daily Pivots for day following 29-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,367.9 |
1,367.9 |
1,367.9 |
|
R3 |
1,367.9 |
1,367.9 |
1,367.9 |
|
R2 |
1,367.9 |
1,367.9 |
1,367.9 |
|
R1 |
1,367.9 |
1,367.9 |
1,367.9 |
1,367.9 |
PP |
1,367.9 |
1,367.9 |
1,367.9 |
1,367.9 |
S1 |
1,367.9 |
1,367.9 |
1,367.9 |
1,367.9 |
S2 |
1,367.9 |
1,367.9 |
1,367.9 |
|
S3 |
1,367.9 |
1,367.9 |
1,367.9 |
|
S4 |
1,367.9 |
1,367.9 |
1,367.9 |
|
|
Weekly Pivots for week ending 29-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,401.4 |
1,396.7 |
1,374.6 |
|
R3 |
1,389.3 |
1,384.6 |
1,371.2 |
|
R2 |
1,377.2 |
1,377.2 |
1,370.1 |
|
R1 |
1,372.5 |
1,372.5 |
1,369.0 |
1,374.9 |
PP |
1,365.1 |
1,365.1 |
1,365.1 |
1,366.2 |
S1 |
1,360.4 |
1,360.4 |
1,366.8 |
1,362.8 |
S2 |
1,353.0 |
1,353.0 |
1,365.7 |
|
S3 |
1,340.9 |
1,348.3 |
1,364.6 |
|
S4 |
1,328.8 |
1,336.2 |
1,361.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,369.7 |
1,357.6 |
12.1 |
0.9% |
0.0 |
0.0% |
85% |
False |
False |
45 |
10 |
1,369.7 |
1,347.7 |
22.0 |
1.6% |
0.5 |
0.0% |
92% |
False |
False |
56 |
20 |
1,369.7 |
1,329.0 |
40.7 |
3.0% |
0.7 |
0.0% |
96% |
False |
False |
80 |
40 |
1,369.7 |
1,304.4 |
65.3 |
4.8% |
0.8 |
0.1% |
97% |
False |
False |
40 |
60 |
1,369.7 |
1,269.8 |
99.9 |
7.3% |
1.1 |
0.1% |
98% |
False |
False |
58 |
80 |
1,369.7 |
1,264.6 |
105.1 |
7.7% |
1.1 |
0.1% |
98% |
False |
False |
59 |
100 |
1,373.4 |
1,264.6 |
108.8 |
8.0% |
1.2 |
0.1% |
95% |
False |
False |
47 |
120 |
1,374.9 |
1,264.6 |
110.3 |
8.1% |
1.0 |
0.1% |
94% |
False |
False |
39 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,367.9 |
2.618 |
1,367.9 |
1.618 |
1,367.9 |
1.000 |
1,367.9 |
0.618 |
1,367.9 |
HIGH |
1,367.9 |
0.618 |
1,367.9 |
0.500 |
1,367.9 |
0.382 |
1,367.9 |
LOW |
1,367.9 |
0.618 |
1,367.9 |
1.000 |
1,367.9 |
1.618 |
1,367.9 |
2.618 |
1,367.9 |
4.250 |
1,367.9 |
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