Day Change Summary |
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Previous |
Current |
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20-Sep-2006 |
21-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
1,636.02 |
1,648.84 |
12.82 |
0.8% |
1,563.08 |
High |
1,648.90 |
1,654.40 |
5.50 |
0.3% |
1,645.60 |
Low |
1,635.28 |
1,631.29 |
-3.99 |
-0.2% |
1,558.17 |
Close |
1,645.35 |
1,634.87 |
-10.48 |
-0.6% |
1,632.44 |
Range |
13.62 |
23.11 |
9.49 |
69.7% |
87.43 |
ATR |
22.78 |
22.80 |
0.02 |
0.1% |
0.00 |
Volume |
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Daily Pivots for day following 21-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,709.52 |
1,695.30 |
1,647.58 |
|
R3 |
1,686.41 |
1,672.19 |
1,641.23 |
|
R2 |
1,663.30 |
1,663.30 |
1,639.11 |
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R1 |
1,649.08 |
1,649.08 |
1,636.99 |
1,644.64 |
PP |
1,640.19 |
1,640.19 |
1,640.19 |
1,637.96 |
S1 |
1,625.97 |
1,625.97 |
1,632.75 |
1,621.53 |
S2 |
1,617.08 |
1,617.08 |
1,630.63 |
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S3 |
1,593.97 |
1,602.86 |
1,628.51 |
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S4 |
1,570.86 |
1,579.75 |
1,622.16 |
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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 |
1,654.40 |
1,608.51 |
45.89 |
2.8% |
20.42 |
1.2% |
57% |
True |
False |
|
10 |
1,654.40 |
1,558.17 |
96.23 |
5.9% |
20.62 |
1.3% |
80% |
True |
False |
|
20 |
1,654.40 |
1,542.57 |
111.83 |
6.8% |
19.51 |
1.2% |
83% |
True |
False |
|
40 |
1,654.40 |
1,475.91 |
178.49 |
10.9% |
21.68 |
1.3% |
89% |
True |
False |
|
60 |
1,654.40 |
1,446.77 |
207.63 |
12.7% |
22.81 |
1.4% |
91% |
True |
False |
|
80 |
1,654.40 |
1,446.77 |
207.63 |
12.7% |
23.95 |
1.5% |
91% |
True |
False |
|
100 |
1,721.13 |
1,446.77 |
274.36 |
16.8% |
23.27 |
1.4% |
69% |
False |
False |
|
120 |
1,750.23 |
1,446.77 |
303.46 |
18.6% |
23.01 |
1.4% |
62% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,752.62 |
2.618 |
1,714.90 |
1.618 |
1,691.79 |
1.000 |
1,677.51 |
0.618 |
1,668.68 |
HIGH |
1,654.40 |
0.618 |
1,645.57 |
0.500 |
1,642.85 |
0.382 |
1,640.12 |
LOW |
1,631.29 |
0.618 |
1,617.01 |
1.000 |
1,608.18 |
1.618 |
1,593.90 |
2.618 |
1,570.79 |
4.250 |
1,533.07 |
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