| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2006 |
28-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
1,697.25 |
1,700.50 |
3.25 |
0.2% |
1,671.75 |
| High |
1,702.75 |
1,700.75 |
-2.00 |
-0.1% |
1,693.25 |
| Low |
1,685.75 |
1,682.50 |
-3.25 |
-0.2% |
1,648.00 |
| Close |
1,697.25 |
1,693.50 |
-3.75 |
-0.2% |
1,661.00 |
| Range |
17.00 |
18.25 |
1.25 |
7.4% |
45.25 |
| ATR |
|
|
|
|
|
| Volume |
26 |
34 |
8 |
30.8% |
551 |
|
| Daily Pivots for day following 28-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,747.00 |
1,738.50 |
1,703.50 |
|
| R3 |
1,728.75 |
1,720.25 |
1,698.50 |
|
| R2 |
1,710.50 |
1,710.50 |
1,696.75 |
|
| R1 |
1,702.00 |
1,702.00 |
1,695.25 |
1,697.00 |
| PP |
1,692.25 |
1,692.25 |
1,692.25 |
1,689.75 |
| S1 |
1,683.75 |
1,683.75 |
1,691.75 |
1,679.00 |
| S2 |
1,674.00 |
1,674.00 |
1,690.25 |
|
| S3 |
1,655.75 |
1,665.50 |
1,688.50 |
|
| S4 |
1,637.50 |
1,647.25 |
1,683.50 |
|
|
| Weekly Pivots for week ending 22-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,803.25 |
1,777.25 |
1,686.00 |
|
| R3 |
1,758.00 |
1,732.00 |
1,673.50 |
|
| R2 |
1,712.75 |
1,712.75 |
1,669.25 |
|
| R1 |
1,686.75 |
1,686.75 |
1,665.25 |
1,677.00 |
| PP |
1,667.50 |
1,667.50 |
1,667.50 |
1,662.50 |
| S1 |
1,641.50 |
1,641.50 |
1,656.75 |
1,632.00 |
| S2 |
1,622.25 |
1,622.25 |
1,652.75 |
|
| S3 |
1,577.00 |
1,596.25 |
1,648.50 |
|
| S4 |
1,531.75 |
1,551.00 |
1,636.00 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,778.25 |
|
2.618 |
1,748.50 |
|
1.618 |
1,730.25 |
|
1.000 |
1,719.00 |
|
0.618 |
1,712.00 |
|
HIGH |
1,700.75 |
|
0.618 |
1,693.75 |
|
0.500 |
1,691.50 |
|
0.382 |
1,689.50 |
|
LOW |
1,682.50 |
|
0.618 |
1,671.25 |
|
1.000 |
1,664.25 |
|
1.618 |
1,653.00 |
|
2.618 |
1,634.75 |
|
4.250 |
1,605.00 |
|
|