Day Change Summary |
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Previous |
Current |
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03-Oct-2006 |
04-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
1,629.26 |
1,637.36 |
8.10 |
0.5% |
1,631.34 |
High |
1,646.74 |
1,681.14 |
34.40 |
2.1% |
1,666.03 |
Low |
1,623.07 |
1,634.23 |
11.16 |
0.7% |
1,615.14 |
Close |
1,640.29 |
1,681.14 |
40.85 |
2.5% |
1,654.13 |
Range |
23.67 |
46.91 |
23.24 |
98.2% |
50.89 |
ATR |
21.96 |
23.74 |
1.78 |
8.1% |
0.00 |
Volume |
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Daily Pivots for day following 04-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,806.23 |
1,790.60 |
1,706.94 |
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R3 |
1,759.32 |
1,743.69 |
1,694.04 |
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R2 |
1,712.41 |
1,712.41 |
1,689.74 |
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R1 |
1,696.78 |
1,696.78 |
1,685.44 |
1,704.60 |
PP |
1,665.50 |
1,665.50 |
1,665.50 |
1,669.41 |
S1 |
1,649.87 |
1,649.87 |
1,676.84 |
1,657.69 |
S2 |
1,618.59 |
1,618.59 |
1,672.54 |
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S3 |
1,571.68 |
1,602.96 |
1,668.24 |
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S4 |
1,524.77 |
1,556.05 |
1,655.34 |
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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 |
1,681.14 |
1,623.07 |
58.07 |
3.5% |
25.05 |
1.5% |
100% |
True |
False |
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10 |
1,681.14 |
1,615.14 |
66.00 |
3.9% |
23.70 |
1.4% |
100% |
True |
False |
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20 |
1,681.14 |
1,558.17 |
122.97 |
7.3% |
22.08 |
1.3% |
100% |
True |
False |
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40 |
1,681.14 |
1,478.20 |
202.94 |
12.1% |
21.37 |
1.3% |
100% |
True |
False |
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60 |
1,681.14 |
1,446.77 |
234.37 |
13.9% |
22.62 |
1.3% |
100% |
True |
False |
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80 |
1,681.14 |
1,446.77 |
234.37 |
13.9% |
23.28 |
1.4% |
100% |
True |
False |
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100 |
1,681.14 |
1,446.77 |
234.37 |
13.9% |
23.96 |
1.4% |
100% |
True |
False |
|
120 |
1,741.35 |
1,446.77 |
294.58 |
17.5% |
23.35 |
1.4% |
80% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,880.51 |
2.618 |
1,803.95 |
1.618 |
1,757.04 |
1.000 |
1,728.05 |
0.618 |
1,710.13 |
HIGH |
1,681.14 |
0.618 |
1,663.22 |
0.500 |
1,657.69 |
0.382 |
1,652.15 |
LOW |
1,634.23 |
0.618 |
1,605.24 |
1.000 |
1,587.32 |
1.618 |
1,558.33 |
2.618 |
1,511.42 |
4.250 |
1,434.86 |
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