Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2006 |
01-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
1,583.98 |
1,589.21 |
5.23 |
0.3% |
1,557.21 |
High |
1,586.60 |
1,593.66 |
7.06 |
0.4% |
1,593.66 |
Low |
1,576.33 |
1,581.91 |
5.58 |
0.4% |
1,552.40 |
Close |
1,579.73 |
1,589.47 |
9.74 |
0.6% |
1,589.47 |
Range |
10.27 |
11.75 |
1.48 |
14.4% |
41.26 |
ATR |
22.94 |
22.30 |
-0.64 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,623.60 |
1,618.28 |
1,595.93 |
|
R3 |
1,611.85 |
1,606.53 |
1,592.70 |
|
R2 |
1,600.10 |
1,600.10 |
1,591.62 |
|
R1 |
1,594.78 |
1,594.78 |
1,590.55 |
1,597.44 |
PP |
1,588.35 |
1,588.35 |
1,588.35 |
1,589.68 |
S1 |
1,583.03 |
1,583.03 |
1,588.39 |
1,585.69 |
S2 |
1,576.60 |
1,576.60 |
1,587.32 |
|
S3 |
1,564.85 |
1,571.28 |
1,586.24 |
|
S4 |
1,553.10 |
1,559.53 |
1,583.01 |
|
|
Weekly Pivots for week ending 01-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,702.29 |
1,687.14 |
1,612.16 |
|
R3 |
1,661.03 |
1,645.88 |
1,600.82 |
|
R2 |
1,619.77 |
1,619.77 |
1,597.03 |
|
R1 |
1,604.62 |
1,604.62 |
1,593.25 |
1,612.20 |
PP |
1,578.51 |
1,578.51 |
1,578.51 |
1,582.30 |
S1 |
1,563.36 |
1,563.36 |
1,585.69 |
1,570.94 |
S2 |
1,537.25 |
1,537.25 |
1,581.91 |
|
S3 |
1,495.99 |
1,522.10 |
1,578.12 |
|
S4 |
1,454.73 |
1,480.84 |
1,566.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,593.66 |
1,552.40 |
41.26 |
2.6% |
15.32 |
1.0% |
90% |
True |
False |
|
10 |
1,593.66 |
1,542.57 |
51.09 |
3.2% |
17.57 |
1.1% |
92% |
True |
False |
|
20 |
1,593.66 |
1,476.48 |
117.18 |
7.4% |
20.22 |
1.3% |
96% |
True |
False |
|
40 |
1,593.66 |
1,446.77 |
146.89 |
9.2% |
23.10 |
1.5% |
97% |
True |
False |
|
60 |
1,593.66 |
1,446.77 |
146.89 |
9.2% |
23.89 |
1.5% |
97% |
True |
False |
|
80 |
1,694.47 |
1,446.77 |
247.70 |
15.6% |
24.57 |
1.5% |
58% |
False |
False |
|
100 |
1,741.35 |
1,446.77 |
294.58 |
18.5% |
23.43 |
1.5% |
48% |
False |
False |
|
120 |
1,750.23 |
1,446.77 |
303.46 |
19.1% |
22.86 |
1.4% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,643.60 |
2.618 |
1,624.42 |
1.618 |
1,612.67 |
1.000 |
1,605.41 |
0.618 |
1,600.92 |
HIGH |
1,593.66 |
0.618 |
1,589.17 |
0.500 |
1,587.79 |
0.382 |
1,586.40 |
LOW |
1,581.91 |
0.618 |
1,574.65 |
1.000 |
1,570.16 |
1.618 |
1,562.90 |
2.618 |
1,551.15 |
4.250 |
1,531.97 |
|
|