Day Change Summary |
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Previous |
Current |
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29-Sep-2006 |
02-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
1,666.03 |
1,650.32 |
-15.71 |
-0.9% |
1,631.34 |
High |
1,666.03 |
1,655.67 |
-10.36 |
-0.6% |
1,666.03 |
Low |
1,653.74 |
1,631.36 |
-22.38 |
-1.4% |
1,615.14 |
Close |
1,654.13 |
1,632.81 |
-21.32 |
-1.3% |
1,654.13 |
Range |
12.29 |
24.31 |
12.02 |
97.8% |
50.89 |
ATR |
21.63 |
21.83 |
0.19 |
0.9% |
0.00 |
Volume |
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Daily Pivots for day following 02-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,712.88 |
1,697.15 |
1,646.18 |
|
R3 |
1,688.57 |
1,672.84 |
1,639.50 |
|
R2 |
1,664.26 |
1,664.26 |
1,637.27 |
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R1 |
1,648.53 |
1,648.53 |
1,635.04 |
1,644.24 |
PP |
1,639.95 |
1,639.95 |
1,639.95 |
1,637.80 |
S1 |
1,624.22 |
1,624.22 |
1,630.58 |
1,619.93 |
S2 |
1,615.64 |
1,615.64 |
1,628.35 |
|
S3 |
1,591.33 |
1,599.91 |
1,626.12 |
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S4 |
1,567.02 |
1,575.60 |
1,619.44 |
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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 |
1,631.36 |
34.67 |
2.1% |
17.49 |
1.1% |
4% |
False |
True |
|
10 |
1,666.03 |
1,608.51 |
57.52 |
3.5% |
20.97 |
1.3% |
42% |
False |
False |
|
20 |
1,666.03 |
1,558.17 |
107.86 |
6.6% |
20.91 |
1.3% |
69% |
False |
False |
|
40 |
1,666.03 |
1,476.48 |
189.55 |
11.6% |
20.57 |
1.3% |
82% |
False |
False |
|
60 |
1,666.03 |
1,446.77 |
219.26 |
13.4% |
22.37 |
1.4% |
85% |
False |
False |
|
80 |
1,666.03 |
1,446.77 |
219.26 |
13.4% |
23.15 |
1.4% |
85% |
False |
False |
|
100 |
1,694.47 |
1,446.77 |
247.70 |
15.2% |
23.84 |
1.5% |
75% |
False |
False |
|
120 |
1,741.35 |
1,446.77 |
294.58 |
18.0% |
23.01 |
1.4% |
63% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,758.99 |
2.618 |
1,719.31 |
1.618 |
1,695.00 |
1.000 |
1,679.98 |
0.618 |
1,670.69 |
HIGH |
1,655.67 |
0.618 |
1,646.38 |
0.500 |
1,643.52 |
0.382 |
1,640.65 |
LOW |
1,631.36 |
0.618 |
1,616.34 |
1.000 |
1,607.05 |
1.618 |
1,592.03 |
2.618 |
1,567.72 |
4.250 |
1,528.04 |
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