Day Change Summary |
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Previous |
Current |
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11-Sep-2006 |
12-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
1,563.08 |
1,585.77 |
22.69 |
1.5% |
1,589.92 |
High |
1,591.12 |
1,617.55 |
26.43 |
1.7% |
1,605.02 |
Low |
1,558.17 |
1,584.85 |
26.68 |
1.7% |
1,560.05 |
Close |
1,583.78 |
1,615.75 |
31.97 |
2.0% |
1,574.71 |
Range |
32.95 |
32.70 |
-0.25 |
-0.8% |
44.97 |
ATR |
23.19 |
23.94 |
0.76 |
3.3% |
0.00 |
Volume |
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Daily Pivots for day following 12-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,704.15 |
1,692.65 |
1,633.74 |
|
R3 |
1,671.45 |
1,659.95 |
1,624.74 |
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R2 |
1,638.75 |
1,638.75 |
1,621.75 |
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R1 |
1,627.25 |
1,627.25 |
1,618.75 |
1,633.00 |
PP |
1,606.05 |
1,606.05 |
1,606.05 |
1,608.93 |
S1 |
1,594.55 |
1,594.55 |
1,612.75 |
1,600.30 |
S2 |
1,573.35 |
1,573.35 |
1,609.76 |
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S3 |
1,540.65 |
1,561.85 |
1,606.76 |
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S4 |
1,507.95 |
1,529.15 |
1,597.77 |
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Weekly Pivots for week ending 08-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,714.84 |
1,689.74 |
1,599.44 |
|
R3 |
1,669.87 |
1,644.77 |
1,587.08 |
|
R2 |
1,624.90 |
1,624.90 |
1,582.95 |
|
R1 |
1,599.80 |
1,599.80 |
1,578.83 |
1,589.87 |
PP |
1,579.93 |
1,579.93 |
1,579.93 |
1,574.96 |
S1 |
1,554.83 |
1,554.83 |
1,570.59 |
1,544.90 |
S2 |
1,534.96 |
1,534.96 |
1,566.47 |
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S3 |
1,489.99 |
1,509.86 |
1,562.34 |
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S4 |
1,445.02 |
1,464.89 |
1,549.98 |
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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 |
1,617.55 |
1,558.17 |
59.38 |
3.7% |
24.62 |
1.5% |
97% |
True |
False |
|
10 |
1,617.55 |
1,552.40 |
65.15 |
4.0% |
20.66 |
1.3% |
97% |
True |
False |
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20 |
1,617.55 |
1,508.94 |
108.61 |
6.7% |
21.12 |
1.3% |
98% |
True |
False |
|
40 |
1,617.55 |
1,446.77 |
170.78 |
10.6% |
22.88 |
1.4% |
99% |
True |
False |
|
60 |
1,617.55 |
1,446.77 |
170.78 |
10.6% |
23.69 |
1.5% |
99% |
True |
False |
|
80 |
1,626.29 |
1,446.77 |
179.52 |
11.1% |
24.58 |
1.5% |
94% |
False |
False |
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100 |
1,737.20 |
1,446.77 |
290.43 |
18.0% |
23.67 |
1.5% |
58% |
False |
False |
|
120 |
1,750.23 |
1,446.77 |
303.46 |
18.8% |
23.12 |
1.4% |
56% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,756.53 |
2.618 |
1,703.16 |
1.618 |
1,670.46 |
1.000 |
1,650.25 |
0.618 |
1,637.76 |
HIGH |
1,617.55 |
0.618 |
1,605.06 |
0.500 |
1,601.20 |
0.382 |
1,597.34 |
LOW |
1,584.85 |
0.618 |
1,564.64 |
1.000 |
1,552.15 |
1.618 |
1,531.94 |
2.618 |
1,499.24 |
4.250 |
1,445.88 |
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