Day Change Summary |
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Previous |
Current |
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19-Oct-2006 |
20-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
1,699.06 |
1,706.37 |
7.31 |
0.4% |
1,728.23 |
High |
1,713.43 |
1,713.45 |
0.02 |
0.0% |
1,733.73 |
Low |
1,693.19 |
1,695.21 |
2.02 |
0.1% |
1,693.19 |
Close |
1,706.37 |
1,709.58 |
3.21 |
0.2% |
1,709.58 |
Range |
20.24 |
18.24 |
-2.00 |
-9.9% |
40.54 |
ATR |
21.47 |
21.23 |
-0.23 |
-1.1% |
0.00 |
Volume |
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Daily Pivots for day following 20-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,760.80 |
1,753.43 |
1,719.61 |
|
R3 |
1,742.56 |
1,735.19 |
1,714.60 |
|
R2 |
1,724.32 |
1,724.32 |
1,712.92 |
|
R1 |
1,716.95 |
1,716.95 |
1,711.25 |
1,720.64 |
PP |
1,706.08 |
1,706.08 |
1,706.08 |
1,707.92 |
S1 |
1,698.71 |
1,698.71 |
1,707.91 |
1,702.40 |
S2 |
1,687.84 |
1,687.84 |
1,706.24 |
|
S3 |
1,669.60 |
1,680.47 |
1,704.56 |
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S4 |
1,651.36 |
1,662.23 |
1,699.55 |
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Weekly Pivots for week ending 20-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,833.79 |
1,812.22 |
1,731.88 |
|
R3 |
1,793.25 |
1,771.68 |
1,720.73 |
|
R2 |
1,752.71 |
1,752.71 |
1,717.01 |
|
R1 |
1,731.14 |
1,731.14 |
1,713.30 |
1,721.66 |
PP |
1,712.17 |
1,712.17 |
1,712.17 |
1,707.42 |
S1 |
1,690.60 |
1,690.60 |
1,705.86 |
1,681.12 |
S2 |
1,671.63 |
1,671.63 |
1,702.15 |
|
S3 |
1,631.09 |
1,650.06 |
1,698.43 |
|
S4 |
1,590.55 |
1,609.52 |
1,687.28 |
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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 |
1,733.73 |
1,693.19 |
40.54 |
2.4% |
18.16 |
1.1% |
40% |
False |
False |
|
10 |
1,733.73 |
1,675.98 |
57.75 |
3.4% |
18.59 |
1.1% |
58% |
False |
False |
|
20 |
1,733.73 |
1,615.14 |
118.59 |
6.9% |
20.46 |
1.2% |
80% |
False |
False |
|
40 |
1,733.73 |
1,548.01 |
185.72 |
10.9% |
20.00 |
1.2% |
87% |
False |
False |
|
60 |
1,733.73 |
1,476.06 |
257.67 |
15.1% |
21.05 |
1.2% |
91% |
False |
False |
|
80 |
1,733.73 |
1,446.77 |
286.96 |
16.8% |
22.22 |
1.3% |
92% |
False |
False |
|
100 |
1,733.73 |
1,446.77 |
286.96 |
16.8% |
23.23 |
1.4% |
92% |
False |
False |
|
120 |
1,733.73 |
1,446.77 |
286.96 |
16.8% |
22.86 |
1.3% |
92% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,790.97 |
2.618 |
1,761.20 |
1.618 |
1,742.96 |
1.000 |
1,731.69 |
0.618 |
1,724.72 |
HIGH |
1,713.45 |
0.618 |
1,706.48 |
0.500 |
1,704.33 |
0.382 |
1,702.18 |
LOW |
1,695.21 |
0.618 |
1,683.94 |
1.000 |
1,676.97 |
1.618 |
1,665.70 |
2.618 |
1,647.46 |
4.250 |
1,617.69 |
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