Day Change Summary |
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Previous |
Current |
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14-Sep-2006 |
15-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
1,620.37 |
1,637.27 |
16.90 |
1.0% |
1,563.08 |
High |
1,629.27 |
1,645.60 |
16.33 |
1.0% |
1,645.60 |
Low |
1,617.97 |
1,627.54 |
9.57 |
0.6% |
1,558.17 |
Close |
1,625.98 |
1,632.44 |
6.46 |
0.4% |
1,632.44 |
Range |
11.30 |
18.06 |
6.76 |
59.8% |
87.43 |
ATR |
22.35 |
22.16 |
-0.20 |
-0.9% |
0.00 |
Volume |
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Daily Pivots for day following 15-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,689.37 |
1,678.97 |
1,642.37 |
|
R3 |
1,671.31 |
1,660.91 |
1,637.41 |
|
R2 |
1,653.25 |
1,653.25 |
1,635.75 |
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R1 |
1,642.85 |
1,642.85 |
1,634.10 |
1,639.02 |
PP |
1,635.19 |
1,635.19 |
1,635.19 |
1,633.28 |
S1 |
1,624.79 |
1,624.79 |
1,630.78 |
1,620.96 |
S2 |
1,617.13 |
1,617.13 |
1,629.13 |
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S3 |
1,599.07 |
1,606.73 |
1,627.47 |
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S4 |
1,581.01 |
1,588.67 |
1,622.51 |
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Weekly Pivots for week ending 15-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,874.36 |
1,840.83 |
1,680.53 |
|
R3 |
1,786.93 |
1,753.40 |
1,656.48 |
|
R2 |
1,699.50 |
1,699.50 |
1,648.47 |
|
R1 |
1,665.97 |
1,665.97 |
1,640.45 |
1,682.74 |
PP |
1,612.07 |
1,612.07 |
1,612.07 |
1,620.45 |
S1 |
1,578.54 |
1,578.54 |
1,624.43 |
1,595.31 |
S2 |
1,524.64 |
1,524.64 |
1,616.41 |
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S3 |
1,437.21 |
1,491.11 |
1,608.40 |
|
S4 |
1,349.78 |
1,403.68 |
1,584.35 |
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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 |
1,645.60 |
1,558.17 |
87.43 |
5.4% |
21.72 |
1.3% |
85% |
True |
False |
|
10 |
1,645.60 |
1,558.17 |
87.43 |
5.4% |
20.26 |
1.2% |
85% |
True |
False |
|
20 |
1,645.60 |
1,542.57 |
103.03 |
6.3% |
19.35 |
1.2% |
87% |
True |
False |
|
40 |
1,645.60 |
1,450.24 |
195.36 |
12.0% |
21.63 |
1.3% |
93% |
True |
False |
|
60 |
1,645.60 |
1,446.77 |
198.83 |
12.2% |
23.01 |
1.4% |
93% |
True |
False |
|
80 |
1,645.60 |
1,446.77 |
198.83 |
12.2% |
24.05 |
1.5% |
93% |
True |
False |
|
100 |
1,727.79 |
1,446.77 |
281.02 |
17.2% |
23.43 |
1.4% |
66% |
False |
False |
|
120 |
1,750.23 |
1,446.77 |
303.46 |
18.6% |
23.12 |
1.4% |
61% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,722.36 |
2.618 |
1,692.88 |
1.618 |
1,674.82 |
1.000 |
1,663.66 |
0.618 |
1,656.76 |
HIGH |
1,645.60 |
0.618 |
1,638.70 |
0.500 |
1,636.57 |
0.382 |
1,634.44 |
LOW |
1,627.54 |
0.618 |
1,616.38 |
1.000 |
1,609.48 |
1.618 |
1,598.32 |
2.618 |
1,580.26 |
4.250 |
1,550.79 |
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