Day Change Summary |
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Previous |
Current |
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28-Sep-2006 |
29-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
1,658.43 |
1,666.03 |
7.60 |
0.5% |
1,631.34 |
High |
1,663.28 |
1,666.03 |
2.75 |
0.2% |
1,666.03 |
Low |
1,645.20 |
1,653.74 |
8.54 |
0.5% |
1,615.14 |
Close |
1,661.59 |
1,654.13 |
-7.46 |
-0.4% |
1,654.13 |
Range |
18.08 |
12.29 |
-5.79 |
-32.0% |
50.89 |
ATR |
22.35 |
21.63 |
-0.72 |
-3.2% |
0.00 |
Volume |
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Daily Pivots for day following 29-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,694.84 |
1,686.77 |
1,660.89 |
|
R3 |
1,682.55 |
1,674.48 |
1,657.51 |
|
R2 |
1,670.26 |
1,670.26 |
1,656.38 |
|
R1 |
1,662.19 |
1,662.19 |
1,655.26 |
1,660.08 |
PP |
1,657.97 |
1,657.97 |
1,657.97 |
1,656.91 |
S1 |
1,649.90 |
1,649.90 |
1,653.00 |
1,647.79 |
S2 |
1,645.68 |
1,645.68 |
1,651.88 |
|
S3 |
1,633.39 |
1,637.61 |
1,650.75 |
|
S4 |
1,621.10 |
1,625.32 |
1,647.37 |
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Weekly Pivots for week ending 29-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,797.77 |
1,776.84 |
1,682.12 |
|
R3 |
1,746.88 |
1,725.95 |
1,668.12 |
|
R2 |
1,695.99 |
1,695.99 |
1,663.46 |
|
R1 |
1,675.06 |
1,675.06 |
1,658.79 |
1,685.53 |
PP |
1,645.10 |
1,645.10 |
1,645.10 |
1,650.33 |
S1 |
1,624.17 |
1,624.17 |
1,649.47 |
1,634.64 |
S2 |
1,594.21 |
1,594.21 |
1,644.80 |
|
S3 |
1,543.32 |
1,573.28 |
1,640.14 |
|
S4 |
1,492.43 |
1,522.39 |
1,626.14 |
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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 |
1,666.03 |
1,615.14 |
50.89 |
3.1% |
20.37 |
1.2% |
77% |
True |
False |
|
10 |
1,666.03 |
1,608.51 |
57.52 |
3.5% |
20.31 |
1.2% |
79% |
True |
False |
|
20 |
1,666.03 |
1,558.17 |
107.86 |
6.5% |
20.28 |
1.2% |
89% |
True |
False |
|
40 |
1,666.03 |
1,476.48 |
189.55 |
11.5% |
20.96 |
1.3% |
94% |
True |
False |
|
60 |
1,666.03 |
1,446.77 |
219.26 |
13.3% |
22.36 |
1.4% |
95% |
True |
False |
|
80 |
1,666.03 |
1,446.77 |
219.26 |
13.3% |
23.35 |
1.4% |
95% |
True |
False |
|
100 |
1,707.38 |
1,446.77 |
260.61 |
15.8% |
23.76 |
1.4% |
80% |
False |
False |
|
120 |
1,741.35 |
1,446.77 |
294.58 |
17.8% |
23.05 |
1.4% |
70% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,718.26 |
2.618 |
1,698.21 |
1.618 |
1,685.92 |
1.000 |
1,678.32 |
0.618 |
1,673.63 |
HIGH |
1,666.03 |
0.618 |
1,661.34 |
0.500 |
1,659.89 |
0.382 |
1,658.43 |
LOW |
1,653.74 |
0.618 |
1,646.14 |
1.000 |
1,641.45 |
1.618 |
1,633.85 |
2.618 |
1,621.56 |
4.250 |
1,601.51 |
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