Day Change Summary |
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Previous |
Current |
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10-Oct-2006 |
11-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
1,693.22 |
1,686.41 |
-6.81 |
-0.4% |
1,650.32 |
High |
1,698.26 |
1,701.58 |
3.32 |
0.2% |
1,690.80 |
Low |
1,681.44 |
1,675.98 |
-5.46 |
-0.3% |
1,623.07 |
Close |
1,693.29 |
1,691.28 |
-2.01 |
-0.1% |
1,684.88 |
Range |
16.82 |
25.60 |
8.78 |
52.2% |
67.73 |
ATR |
21.54 |
21.83 |
0.29 |
1.3% |
0.00 |
Volume |
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Daily Pivots for day following 11-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,766.41 |
1,754.45 |
1,705.36 |
|
R3 |
1,740.81 |
1,728.85 |
1,698.32 |
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R2 |
1,715.21 |
1,715.21 |
1,695.97 |
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R1 |
1,703.25 |
1,703.25 |
1,693.63 |
1,709.23 |
PP |
1,689.61 |
1,689.61 |
1,689.61 |
1,692.61 |
S1 |
1,677.65 |
1,677.65 |
1,688.93 |
1,683.63 |
S2 |
1,664.01 |
1,664.01 |
1,686.59 |
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S3 |
1,638.41 |
1,652.05 |
1,684.24 |
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S4 |
1,612.81 |
1,626.45 |
1,677.20 |
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Weekly Pivots for week ending 06-Oct-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,869.44 |
1,844.89 |
1,722.13 |
|
R3 |
1,801.71 |
1,777.16 |
1,703.51 |
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R2 |
1,733.98 |
1,733.98 |
1,697.30 |
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R1 |
1,709.43 |
1,709.43 |
1,691.09 |
1,721.71 |
PP |
1,666.25 |
1,666.25 |
1,666.25 |
1,672.39 |
S1 |
1,641.70 |
1,641.70 |
1,678.67 |
1,653.98 |
S2 |
1,598.52 |
1,598.52 |
1,672.46 |
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S3 |
1,530.79 |
1,573.97 |
1,666.25 |
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S4 |
1,463.06 |
1,506.24 |
1,647.63 |
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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 |
1,701.58 |
1,675.98 |
25.60 |
1.5% |
17.15 |
1.0% |
60% |
True |
True |
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10 |
1,701.58 |
1,623.07 |
78.51 |
4.6% |
21.10 |
1.2% |
87% |
True |
False |
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20 |
1,701.58 |
1,608.51 |
93.07 |
5.5% |
20.65 |
1.2% |
89% |
True |
False |
|
40 |
1,701.58 |
1,539.59 |
161.99 |
9.6% |
20.58 |
1.2% |
94% |
True |
False |
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60 |
1,701.58 |
1,450.24 |
251.34 |
14.9% |
21.85 |
1.3% |
96% |
True |
False |
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80 |
1,701.58 |
1,446.77 |
254.81 |
15.1% |
22.78 |
1.3% |
96% |
True |
False |
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100 |
1,701.58 |
1,446.77 |
254.81 |
15.1% |
23.64 |
1.4% |
96% |
True |
False |
|
120 |
1,727.79 |
1,446.77 |
281.02 |
16.6% |
22.98 |
1.4% |
87% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,810.38 |
2.618 |
1,768.60 |
1.618 |
1,743.00 |
1.000 |
1,727.18 |
0.618 |
1,717.40 |
HIGH |
1,701.58 |
0.618 |
1,691.80 |
0.500 |
1,688.78 |
0.382 |
1,685.76 |
LOW |
1,675.98 |
0.618 |
1,660.16 |
1.000 |
1,650.38 |
1.618 |
1,634.56 |
2.618 |
1,608.96 |
4.250 |
1,567.18 |
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