Day Change Summary |
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Previous |
Current |
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05-Sep-2006 |
06-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
1,589.92 |
1,590.92 |
1.00 |
0.1% |
1,557.21 |
High |
1,605.02 |
1,592.89 |
-12.13 |
-0.8% |
1,593.66 |
Low |
1,580.21 |
1,570.42 |
-9.79 |
-0.6% |
1,552.40 |
Close |
1,603.69 |
1,572.20 |
-31.49 |
-2.0% |
1,589.47 |
Range |
24.81 |
22.47 |
-2.34 |
-9.4% |
41.26 |
ATR |
22.48 |
23.25 |
0.77 |
3.4% |
0.00 |
Volume |
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Daily Pivots for day following 06-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,645.91 |
1,631.53 |
1,584.56 |
|
R3 |
1,623.44 |
1,609.06 |
1,578.38 |
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R2 |
1,600.97 |
1,600.97 |
1,576.32 |
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R1 |
1,586.59 |
1,586.59 |
1,574.26 |
1,582.55 |
PP |
1,578.50 |
1,578.50 |
1,578.50 |
1,576.48 |
S1 |
1,564.12 |
1,564.12 |
1,570.14 |
1,560.08 |
S2 |
1,556.03 |
1,556.03 |
1,568.08 |
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S3 |
1,533.56 |
1,541.65 |
1,566.02 |
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S4 |
1,511.09 |
1,519.18 |
1,559.84 |
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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 |
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S3 |
1,495.99 |
1,522.10 |
1,578.12 |
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S4 |
1,454.73 |
1,480.84 |
1,566.78 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,605.02 |
1,570.15 |
34.87 |
2.2% |
16.58 |
1.1% |
6% |
False |
False |
|
10 |
1,605.02 |
1,542.57 |
62.45 |
4.0% |
19.02 |
1.2% |
47% |
False |
False |
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20 |
1,605.02 |
1,478.20 |
126.82 |
8.1% |
20.66 |
1.3% |
74% |
False |
False |
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40 |
1,605.02 |
1,446.77 |
158.25 |
10.1% |
22.89 |
1.5% |
79% |
False |
False |
|
60 |
1,605.02 |
1,446.77 |
158.25 |
10.1% |
23.68 |
1.5% |
79% |
False |
False |
|
80 |
1,640.10 |
1,446.77 |
193.33 |
12.3% |
24.44 |
1.6% |
65% |
False |
False |
|
100 |
1,741.35 |
1,446.77 |
294.58 |
18.7% |
23.60 |
1.5% |
43% |
False |
False |
|
120 |
1,750.23 |
1,446.77 |
303.46 |
19.3% |
22.93 |
1.5% |
41% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,688.39 |
2.618 |
1,651.72 |
1.618 |
1,629.25 |
1.000 |
1,615.36 |
0.618 |
1,606.78 |
HIGH |
1,592.89 |
0.618 |
1,584.31 |
0.500 |
1,581.66 |
0.382 |
1,579.00 |
LOW |
1,570.42 |
0.618 |
1,556.53 |
1.000 |
1,547.95 |
1.618 |
1,534.06 |
2.618 |
1,511.59 |
4.250 |
1,474.92 |
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