Day Change Summary |
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Previous |
Current |
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18-Sep-2006 |
19-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
1,631.48 |
1,638.08 |
6.60 |
0.4% |
1,563.08 |
High |
1,643.53 |
1,638.08 |
-5.45 |
-0.3% |
1,645.60 |
Low |
1,625.80 |
1,608.51 |
-17.29 |
-1.1% |
1,558.17 |
Close |
1,632.17 |
1,621.07 |
-11.10 |
-0.7% |
1,632.44 |
Range |
17.73 |
29.57 |
11.84 |
66.8% |
87.43 |
ATR |
21.84 |
22.39 |
0.55 |
2.5% |
0.00 |
Volume |
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Daily Pivots for day following 19-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,711.26 |
1,695.74 |
1,637.33 |
|
R3 |
1,681.69 |
1,666.17 |
1,629.20 |
|
R2 |
1,652.12 |
1,652.12 |
1,626.49 |
|
R1 |
1,636.60 |
1,636.60 |
1,623.78 |
1,629.58 |
PP |
1,622.55 |
1,622.55 |
1,622.55 |
1,619.04 |
S1 |
1,607.03 |
1,607.03 |
1,618.36 |
1,600.01 |
S2 |
1,592.98 |
1,592.98 |
1,615.65 |
|
S3 |
1,563.41 |
1,577.46 |
1,612.94 |
|
S4 |
1,533.84 |
1,547.89 |
1,604.81 |
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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 |
1,608.51 |
37.09 |
2.3% |
18.05 |
1.1% |
34% |
False |
True |
|
10 |
1,645.60 |
1,558.17 |
87.43 |
5.4% |
21.33 |
1.3% |
72% |
False |
False |
|
20 |
1,645.60 |
1,542.57 |
103.03 |
6.4% |
20.13 |
1.2% |
76% |
False |
False |
|
40 |
1,645.60 |
1,474.67 |
170.93 |
10.5% |
21.86 |
1.3% |
86% |
False |
False |
|
60 |
1,645.60 |
1,446.77 |
198.83 |
12.3% |
22.96 |
1.4% |
88% |
False |
False |
|
80 |
1,645.60 |
1,446.77 |
198.83 |
12.3% |
23.98 |
1.5% |
88% |
False |
False |
|
100 |
1,721.13 |
1,446.77 |
274.36 |
16.9% |
23.38 |
1.4% |
64% |
False |
False |
|
120 |
1,750.23 |
1,446.77 |
303.46 |
18.7% |
22.99 |
1.4% |
57% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,763.75 |
2.618 |
1,715.49 |
1.618 |
1,685.92 |
1.000 |
1,667.65 |
0.618 |
1,656.35 |
HIGH |
1,638.08 |
0.618 |
1,626.78 |
0.500 |
1,623.30 |
0.382 |
1,619.81 |
LOW |
1,608.51 |
0.618 |
1,590.24 |
1.000 |
1,578.94 |
1.618 |
1,560.67 |
2.618 |
1,531.10 |
4.250 |
1,482.84 |
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