Day Change Summary |
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Previous |
Current |
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20-Oct-2006 |
23-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
1,706.37 |
1,706.18 |
-0.19 |
0.0% |
1,728.23 |
High |
1,713.45 |
1,732.52 |
19.07 |
1.1% |
1,733.73 |
Low |
1,695.21 |
1,702.58 |
7.37 |
0.4% |
1,693.19 |
Close |
1,709.58 |
1,725.93 |
16.35 |
1.0% |
1,709.58 |
Range |
18.24 |
29.94 |
11.70 |
64.1% |
40.54 |
ATR |
21.23 |
21.86 |
0.62 |
2.9% |
0.00 |
Volume |
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Daily Pivots for day following 23-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,810.16 |
1,797.99 |
1,742.40 |
|
R3 |
1,780.22 |
1,768.05 |
1,734.16 |
|
R2 |
1,750.28 |
1,750.28 |
1,731.42 |
|
R1 |
1,738.11 |
1,738.11 |
1,728.67 |
1,744.20 |
PP |
1,720.34 |
1,720.34 |
1,720.34 |
1,723.39 |
S1 |
1,708.17 |
1,708.17 |
1,723.19 |
1,714.26 |
S2 |
1,690.40 |
1,690.40 |
1,720.44 |
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S3 |
1,660.46 |
1,678.23 |
1,717.70 |
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S4 |
1,630.52 |
1,648.29 |
1,709.46 |
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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 |
1,732.52 |
1,693.19 |
39.33 |
2.3% |
22.54 |
1.3% |
83% |
True |
False |
|
10 |
1,733.73 |
1,675.98 |
57.75 |
3.3% |
19.91 |
1.2% |
86% |
False |
False |
|
20 |
1,733.73 |
1,623.07 |
110.66 |
6.4% |
20.02 |
1.2% |
93% |
False |
False |
|
40 |
1,733.73 |
1,552.40 |
181.33 |
10.5% |
20.20 |
1.2% |
96% |
False |
False |
|
60 |
1,733.73 |
1,476.06 |
257.67 |
14.9% |
21.13 |
1.2% |
97% |
False |
False |
|
80 |
1,733.73 |
1,446.77 |
286.96 |
16.6% |
22.00 |
1.3% |
97% |
False |
False |
|
100 |
1,733.73 |
1,446.77 |
286.96 |
16.6% |
23.16 |
1.3% |
97% |
False |
False |
|
120 |
1,733.73 |
1,446.77 |
286.96 |
16.6% |
22.99 |
1.3% |
97% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,859.77 |
2.618 |
1,810.90 |
1.618 |
1,780.96 |
1.000 |
1,762.46 |
0.618 |
1,751.02 |
HIGH |
1,732.52 |
0.618 |
1,721.08 |
0.500 |
1,717.55 |
0.382 |
1,714.02 |
LOW |
1,702.58 |
0.618 |
1,684.08 |
1.000 |
1,672.64 |
1.618 |
1,654.14 |
2.618 |
1,624.20 |
4.250 |
1,575.34 |
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