Day Change Summary |
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Previous |
Current |
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02-Oct-2006 |
03-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
1,650.32 |
1,629.26 |
-21.06 |
-1.3% |
1,631.34 |
High |
1,655.67 |
1,646.74 |
-8.93 |
-0.5% |
1,666.03 |
Low |
1,631.36 |
1,623.07 |
-8.29 |
-0.5% |
1,615.14 |
Close |
1,632.81 |
1,640.29 |
7.48 |
0.5% |
1,654.13 |
Range |
24.31 |
23.67 |
-0.64 |
-2.6% |
50.89 |
ATR |
21.83 |
21.96 |
0.13 |
0.6% |
0.00 |
Volume |
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Daily Pivots for day following 03-Oct-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,707.71 |
1,697.67 |
1,653.31 |
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R3 |
1,684.04 |
1,674.00 |
1,646.80 |
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R2 |
1,660.37 |
1,660.37 |
1,644.63 |
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R1 |
1,650.33 |
1,650.33 |
1,642.46 |
1,655.35 |
PP |
1,636.70 |
1,636.70 |
1,636.70 |
1,639.21 |
S1 |
1,626.66 |
1,626.66 |
1,638.12 |
1,631.68 |
S2 |
1,613.03 |
1,613.03 |
1,635.95 |
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S3 |
1,589.36 |
1,602.99 |
1,633.78 |
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S4 |
1,565.69 |
1,579.32 |
1,627.27 |
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Weekly Pivots for week ending 29-Sep-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,797.77 |
1,776.84 |
1,682.12 |
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R3 |
1,746.88 |
1,725.95 |
1,668.12 |
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R2 |
1,695.99 |
1,695.99 |
1,663.46 |
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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 |
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S3 |
1,543.32 |
1,573.28 |
1,640.14 |
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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 |
1,623.07 |
42.96 |
2.6% |
19.16 |
1.2% |
40% |
False |
True |
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10 |
1,666.03 |
1,615.14 |
50.89 |
3.1% |
20.38 |
1.2% |
49% |
False |
False |
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20 |
1,666.03 |
1,558.17 |
107.86 |
6.6% |
20.85 |
1.3% |
76% |
False |
False |
|
40 |
1,666.03 |
1,476.48 |
189.55 |
11.6% |
20.80 |
1.3% |
86% |
False |
False |
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60 |
1,666.03 |
1,446.77 |
219.26 |
13.4% |
22.27 |
1.4% |
88% |
False |
False |
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80 |
1,666.03 |
1,446.77 |
219.26 |
13.4% |
23.13 |
1.4% |
88% |
False |
False |
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100 |
1,666.03 |
1,446.77 |
219.26 |
13.4% |
23.67 |
1.4% |
88% |
False |
False |
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120 |
1,741.35 |
1,446.77 |
294.58 |
18.0% |
23.13 |
1.4% |
66% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,747.34 |
2.618 |
1,708.71 |
1.618 |
1,685.04 |
1.000 |
1,670.41 |
0.618 |
1,661.37 |
HIGH |
1,646.74 |
0.618 |
1,637.70 |
0.500 |
1,634.91 |
0.382 |
1,632.11 |
LOW |
1,623.07 |
0.618 |
1,608.44 |
1.000 |
1,599.40 |
1.618 |
1,584.77 |
2.618 |
1,561.10 |
4.250 |
1,522.47 |
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