Day Change Summary |
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Previous |
Current |
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12-Sep-2006 |
13-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
1,585.77 |
1,615.32 |
29.55 |
1.9% |
1,589.92 |
High |
1,617.55 |
1,625.55 |
8.00 |
0.5% |
1,605.02 |
Low |
1,584.85 |
1,611.98 |
27.13 |
1.7% |
1,560.05 |
Close |
1,615.75 |
1,623.99 |
8.24 |
0.5% |
1,574.71 |
Range |
32.70 |
13.57 |
-19.13 |
-58.5% |
44.97 |
ATR |
23.94 |
23.20 |
-0.74 |
-3.1% |
0.00 |
Volume |
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Daily Pivots for day following 13-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,661.22 |
1,656.17 |
1,631.45 |
|
R3 |
1,647.65 |
1,642.60 |
1,627.72 |
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R2 |
1,634.08 |
1,634.08 |
1,626.48 |
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R1 |
1,629.03 |
1,629.03 |
1,625.23 |
1,631.56 |
PP |
1,620.51 |
1,620.51 |
1,620.51 |
1,621.77 |
S1 |
1,615.46 |
1,615.46 |
1,622.75 |
1,617.99 |
S2 |
1,606.94 |
1,606.94 |
1,621.50 |
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S3 |
1,593.37 |
1,601.89 |
1,620.26 |
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S4 |
1,579.80 |
1,588.32 |
1,616.53 |
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Weekly Pivots for week ending 08-Sep-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,714.84 |
1,689.74 |
1,599.44 |
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R3 |
1,669.87 |
1,644.77 |
1,587.08 |
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R2 |
1,624.90 |
1,624.90 |
1,582.95 |
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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 |
1,625.55 |
1,558.17 |
67.38 |
4.1% |
22.84 |
1.4% |
98% |
True |
False |
|
10 |
1,625.55 |
1,558.17 |
67.38 |
4.1% |
19.71 |
1.2% |
98% |
True |
False |
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20 |
1,625.55 |
1,539.59 |
85.96 |
5.3% |
20.51 |
1.3% |
98% |
True |
False |
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40 |
1,625.55 |
1,450.24 |
175.31 |
10.8% |
22.45 |
1.4% |
99% |
True |
False |
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60 |
1,625.55 |
1,446.77 |
178.78 |
11.0% |
23.50 |
1.4% |
99% |
True |
False |
|
80 |
1,626.29 |
1,446.77 |
179.52 |
11.1% |
24.39 |
1.5% |
99% |
False |
False |
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100 |
1,727.79 |
1,446.77 |
281.02 |
17.3% |
23.45 |
1.4% |
63% |
False |
False |
|
120 |
1,750.23 |
1,446.77 |
303.46 |
18.7% |
23.11 |
1.4% |
58% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,683.22 |
2.618 |
1,661.08 |
1.618 |
1,647.51 |
1.000 |
1,639.12 |
0.618 |
1,633.94 |
HIGH |
1,625.55 |
0.618 |
1,620.37 |
0.500 |
1,618.77 |
0.382 |
1,617.16 |
LOW |
1,611.98 |
0.618 |
1,603.59 |
1.000 |
1,598.41 |
1.618 |
1,590.02 |
2.618 |
1,576.45 |
4.250 |
1,554.31 |
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