| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2006 |
02-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
1,700.00 |
1,670.00 |
-30.00 |
-1.8% |
1,670.00 |
| High |
1,702.00 |
1,693.00 |
-9.00 |
-0.5% |
1,702.75 |
| Low |
1,690.50 |
1,667.25 |
-23.25 |
-1.4% |
1,652.25 |
| Close |
1,691.25 |
1,667.50 |
-23.75 |
-1.4% |
1,691.25 |
| Range |
11.50 |
25.75 |
14.25 |
123.9% |
50.50 |
| ATR |
|
|
|
|
|
| Volume |
10 |
15 |
5 |
50.0% |
152 |
|
| Daily Pivots for day following 02-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,753.25 |
1,736.00 |
1,681.75 |
|
| R3 |
1,727.50 |
1,710.25 |
1,674.50 |
|
| R2 |
1,701.75 |
1,701.75 |
1,672.25 |
|
| R1 |
1,684.50 |
1,684.50 |
1,669.75 |
1,680.25 |
| PP |
1,676.00 |
1,676.00 |
1,676.00 |
1,673.75 |
| S1 |
1,658.75 |
1,658.75 |
1,665.25 |
1,654.50 |
| S2 |
1,650.25 |
1,650.25 |
1,662.75 |
|
| S3 |
1,624.50 |
1,633.00 |
1,660.50 |
|
| S4 |
1,598.75 |
1,607.25 |
1,653.25 |
|
|
| Weekly Pivots for week ending 29-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,833.50 |
1,813.00 |
1,719.00 |
|
| R3 |
1,783.00 |
1,762.50 |
1,705.25 |
|
| R2 |
1,732.50 |
1,732.50 |
1,700.50 |
|
| R1 |
1,712.00 |
1,712.00 |
1,696.00 |
1,722.25 |
| PP |
1,682.00 |
1,682.00 |
1,682.00 |
1,687.25 |
| S1 |
1,661.50 |
1,661.50 |
1,686.50 |
1,671.75 |
| S2 |
1,631.50 |
1,631.50 |
1,682.00 |
|
| S3 |
1,581.00 |
1,611.00 |
1,677.25 |
|
| S4 |
1,530.50 |
1,560.50 |
1,663.50 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,802.50 |
|
2.618 |
1,760.50 |
|
1.618 |
1,734.75 |
|
1.000 |
1,718.75 |
|
0.618 |
1,709.00 |
|
HIGH |
1,693.00 |
|
0.618 |
1,683.25 |
|
0.500 |
1,680.00 |
|
0.382 |
1,677.00 |
|
LOW |
1,667.25 |
|
0.618 |
1,651.25 |
|
1.000 |
1,641.50 |
|
1.618 |
1,625.50 |
|
2.618 |
1,599.75 |
|
4.250 |
1,557.75 |
|
|