Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2006 |
17-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
1,728.23 |
1,718.10 |
-10.13 |
-0.6% |
1,683.20 |
High |
1,733.73 |
1,718.10 |
-15.63 |
-0.9% |
1,729.26 |
Low |
1,725.70 |
1,699.88 |
-25.82 |
-1.5% |
1,675.98 |
Close |
1,727.61 |
1,709.61 |
-18.00 |
-1.0% |
1,727.21 |
Range |
8.03 |
18.22 |
10.19 |
126.9% |
53.28 |
ATR |
20.71 |
21.21 |
0.50 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,763.86 |
1,754.95 |
1,719.63 |
|
R3 |
1,745.64 |
1,736.73 |
1,714.62 |
|
R2 |
1,727.42 |
1,727.42 |
1,712.95 |
|
R1 |
1,718.51 |
1,718.51 |
1,711.28 |
1,713.86 |
PP |
1,709.20 |
1,709.20 |
1,709.20 |
1,706.87 |
S1 |
1,700.29 |
1,700.29 |
1,707.94 |
1,695.64 |
S2 |
1,690.98 |
1,690.98 |
1,706.27 |
|
S3 |
1,672.76 |
1,682.07 |
1,704.60 |
|
S4 |
1,654.54 |
1,663.85 |
1,699.59 |
|
|
Weekly Pivots for week ending 13-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,870.66 |
1,852.21 |
1,756.51 |
|
R3 |
1,817.38 |
1,798.93 |
1,741.86 |
|
R2 |
1,764.10 |
1,764.10 |
1,736.98 |
|
R1 |
1,745.65 |
1,745.65 |
1,732.09 |
1,754.88 |
PP |
1,710.82 |
1,710.82 |
1,710.82 |
1,715.43 |
S1 |
1,692.37 |
1,692.37 |
1,722.33 |
1,701.60 |
S2 |
1,657.54 |
1,657.54 |
1,717.44 |
|
S3 |
1,604.26 |
1,639.09 |
1,712.56 |
|
S4 |
1,550.98 |
1,585.81 |
1,697.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,733.73 |
1,675.98 |
57.75 |
3.4% |
17.56 |
1.0% |
58% |
False |
False |
|
10 |
1,733.73 |
1,634.23 |
99.50 |
5.8% |
19.48 |
1.1% |
76% |
False |
False |
|
20 |
1,733.73 |
1,615.14 |
118.59 |
6.9% |
19.93 |
1.2% |
80% |
False |
False |
|
40 |
1,733.73 |
1,542.57 |
191.16 |
11.2% |
20.03 |
1.2% |
87% |
False |
False |
|
60 |
1,733.73 |
1,474.67 |
259.06 |
15.2% |
21.21 |
1.2% |
91% |
False |
False |
|
80 |
1,733.73 |
1,446.77 |
286.96 |
16.8% |
22.20 |
1.3% |
92% |
False |
False |
|
100 |
1,733.73 |
1,446.77 |
286.96 |
16.8% |
23.17 |
1.4% |
92% |
False |
False |
|
120 |
1,733.73 |
1,446.77 |
286.96 |
16.8% |
22.80 |
1.3% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,795.54 |
2.618 |
1,765.80 |
1.618 |
1,747.58 |
1.000 |
1,736.32 |
0.618 |
1,729.36 |
HIGH |
1,718.10 |
0.618 |
1,711.14 |
0.500 |
1,708.99 |
0.382 |
1,706.84 |
LOW |
1,699.88 |
0.618 |
1,688.62 |
1.000 |
1,681.66 |
1.618 |
1,670.40 |
2.618 |
1,652.18 |
4.250 |
1,622.45 |
|
|