Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2006 |
20-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
1,638.08 |
1,636.02 |
-2.06 |
-0.1% |
1,563.08 |
High |
1,638.08 |
1,648.90 |
10.82 |
0.7% |
1,645.60 |
Low |
1,608.51 |
1,635.28 |
26.77 |
1.7% |
1,558.17 |
Close |
1,621.07 |
1,645.35 |
24.28 |
1.5% |
1,632.44 |
Range |
29.57 |
13.62 |
-15.95 |
-53.9% |
87.43 |
ATR |
22.39 |
22.78 |
0.39 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,684.04 |
1,678.31 |
1,652.84 |
|
R3 |
1,670.42 |
1,664.69 |
1,649.10 |
|
R2 |
1,656.80 |
1,656.80 |
1,647.85 |
|
R1 |
1,651.07 |
1,651.07 |
1,646.60 |
1,653.94 |
PP |
1,643.18 |
1,643.18 |
1,643.18 |
1,644.61 |
S1 |
1,637.45 |
1,637.45 |
1,644.10 |
1,640.32 |
S2 |
1,629.56 |
1,629.56 |
1,642.85 |
|
S3 |
1,615.94 |
1,623.83 |
1,641.60 |
|
S4 |
1,602.32 |
1,610.21 |
1,637.86 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,648.90 |
1,608.51 |
40.39 |
2.5% |
18.06 |
1.1% |
91% |
True |
False |
|
10 |
1,648.90 |
1,558.17 |
90.73 |
5.5% |
20.45 |
1.2% |
96% |
True |
False |
|
20 |
1,648.90 |
1,542.57 |
106.33 |
6.5% |
19.73 |
1.2% |
97% |
True |
False |
|
40 |
1,648.90 |
1,474.67 |
174.23 |
10.6% |
21.72 |
1.3% |
98% |
True |
False |
|
60 |
1,648.90 |
1,446.77 |
202.13 |
12.3% |
22.98 |
1.4% |
98% |
True |
False |
|
80 |
1,648.90 |
1,446.77 |
202.13 |
12.3% |
24.01 |
1.5% |
98% |
True |
False |
|
100 |
1,721.13 |
1,446.77 |
274.36 |
16.7% |
23.33 |
1.4% |
72% |
False |
False |
|
120 |
1,750.23 |
1,446.77 |
303.46 |
18.4% |
22.93 |
1.4% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,706.79 |
2.618 |
1,684.56 |
1.618 |
1,670.94 |
1.000 |
1,662.52 |
0.618 |
1,657.32 |
HIGH |
1,648.90 |
0.618 |
1,643.70 |
0.500 |
1,642.09 |
0.382 |
1,640.48 |
LOW |
1,635.28 |
0.618 |
1,626.86 |
1.000 |
1,621.66 |
1.618 |
1,613.24 |
2.618 |
1,599.62 |
4.250 |
1,577.40 |
|
|