Day Change Summary |
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Previous |
Current |
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21-Sep-2006 |
22-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
1,648.84 |
1,633.15 |
-15.69 |
-1.0% |
1,631.48 |
High |
1,654.40 |
1,633.15 |
-21.25 |
-1.3% |
1,654.40 |
Low |
1,631.29 |
1,615.98 |
-15.31 |
-0.9% |
1,608.51 |
Close |
1,634.87 |
1,622.37 |
-12.50 |
-0.8% |
1,622.37 |
Range |
23.11 |
17.17 |
-5.94 |
-25.7% |
45.89 |
ATR |
22.80 |
22.52 |
-0.28 |
-1.2% |
0.00 |
Volume |
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Daily Pivots for day following 22-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,675.34 |
1,666.03 |
1,631.81 |
|
R3 |
1,658.17 |
1,648.86 |
1,627.09 |
|
R2 |
1,641.00 |
1,641.00 |
1,625.52 |
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R1 |
1,631.69 |
1,631.69 |
1,623.94 |
1,627.76 |
PP |
1,623.83 |
1,623.83 |
1,623.83 |
1,621.87 |
S1 |
1,614.52 |
1,614.52 |
1,620.80 |
1,610.59 |
S2 |
1,606.66 |
1,606.66 |
1,619.22 |
|
S3 |
1,589.49 |
1,597.35 |
1,617.65 |
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S4 |
1,572.32 |
1,580.18 |
1,612.93 |
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Weekly Pivots for week ending 22-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,766.10 |
1,740.12 |
1,647.61 |
|
R3 |
1,720.21 |
1,694.23 |
1,634.99 |
|
R2 |
1,674.32 |
1,674.32 |
1,630.78 |
|
R1 |
1,648.34 |
1,648.34 |
1,626.58 |
1,638.39 |
PP |
1,628.43 |
1,628.43 |
1,628.43 |
1,623.45 |
S1 |
1,602.45 |
1,602.45 |
1,618.16 |
1,592.50 |
S2 |
1,582.54 |
1,582.54 |
1,613.96 |
|
S3 |
1,536.65 |
1,556.56 |
1,609.75 |
|
S4 |
1,490.76 |
1,510.67 |
1,597.13 |
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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% |
20.24 |
1.2% |
30% |
False |
False |
|
10 |
1,654.40 |
1,558.17 |
96.23 |
5.9% |
20.98 |
1.3% |
67% |
False |
False |
|
20 |
1,654.40 |
1,548.01 |
106.39 |
6.6% |
19.55 |
1.2% |
70% |
False |
False |
|
40 |
1,654.40 |
1,476.06 |
178.34 |
11.0% |
21.34 |
1.3% |
82% |
False |
False |
|
60 |
1,654.40 |
1,446.77 |
207.63 |
12.8% |
22.80 |
1.4% |
85% |
False |
False |
|
80 |
1,654.40 |
1,446.77 |
207.63 |
12.8% |
23.92 |
1.5% |
85% |
False |
False |
|
100 |
1,721.13 |
1,446.77 |
274.36 |
16.9% |
23.34 |
1.4% |
64% |
False |
False |
|
120 |
1,750.23 |
1,446.77 |
303.46 |
18.7% |
23.00 |
1.4% |
58% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,706.12 |
2.618 |
1,678.10 |
1.618 |
1,660.93 |
1.000 |
1,650.32 |
0.618 |
1,643.76 |
HIGH |
1,633.15 |
0.618 |
1,626.59 |
0.500 |
1,624.57 |
0.382 |
1,622.54 |
LOW |
1,615.98 |
0.618 |
1,605.37 |
1.000 |
1,598.81 |
1.618 |
1,588.20 |
2.618 |
1,571.03 |
4.250 |
1,543.01 |
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