Day Change Summary |
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Previous |
Current |
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15-Sep-2006 |
18-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
1,637.27 |
1,631.48 |
-5.79 |
-0.4% |
1,563.08 |
High |
1,645.60 |
1,643.53 |
-2.07 |
-0.1% |
1,645.60 |
Low |
1,627.54 |
1,625.80 |
-1.74 |
-0.1% |
1,558.17 |
Close |
1,632.44 |
1,632.17 |
-0.27 |
0.0% |
1,632.44 |
Range |
18.06 |
17.73 |
-0.33 |
-1.8% |
87.43 |
ATR |
22.16 |
21.84 |
-0.32 |
-1.4% |
0.00 |
Volume |
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Daily Pivots for day following 18-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,687.02 |
1,677.33 |
1,641.92 |
|
R3 |
1,669.29 |
1,659.60 |
1,637.05 |
|
R2 |
1,651.56 |
1,651.56 |
1,635.42 |
|
R1 |
1,641.87 |
1,641.87 |
1,633.80 |
1,646.72 |
PP |
1,633.83 |
1,633.83 |
1,633.83 |
1,636.26 |
S1 |
1,624.14 |
1,624.14 |
1,630.54 |
1,628.99 |
S2 |
1,616.10 |
1,616.10 |
1,628.92 |
|
S3 |
1,598.37 |
1,606.41 |
1,627.29 |
|
S4 |
1,580.64 |
1,588.68 |
1,622.42 |
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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 |
|
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 |
1,584.85 |
60.75 |
3.7% |
18.67 |
1.1% |
78% |
False |
False |
|
10 |
1,645.60 |
1,558.17 |
87.43 |
5.4% |
20.86 |
1.3% |
85% |
False |
False |
|
20 |
1,645.60 |
1,542.57 |
103.03 |
6.3% |
19.21 |
1.2% |
87% |
False |
False |
|
40 |
1,645.60 |
1,457.11 |
188.49 |
11.5% |
21.75 |
1.3% |
93% |
False |
False |
|
60 |
1,645.60 |
1,446.77 |
198.83 |
12.2% |
22.85 |
1.4% |
93% |
False |
False |
|
80 |
1,645.60 |
1,446.77 |
198.83 |
12.2% |
23.87 |
1.5% |
93% |
False |
False |
|
100 |
1,727.79 |
1,446.77 |
281.02 |
17.2% |
23.48 |
1.4% |
66% |
False |
False |
|
120 |
1,750.23 |
1,446.77 |
303.46 |
18.6% |
23.04 |
1.4% |
61% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,718.88 |
2.618 |
1,689.95 |
1.618 |
1,672.22 |
1.000 |
1,661.26 |
0.618 |
1,654.49 |
HIGH |
1,643.53 |
0.618 |
1,636.76 |
0.500 |
1,634.67 |
0.382 |
1,632.57 |
LOW |
1,625.80 |
0.618 |
1,614.84 |
1.000 |
1,608.07 |
1.618 |
1,597.11 |
2.618 |
1,579.38 |
4.250 |
1,550.45 |
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