Day Change Summary |
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Previous |
Current |
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23-Oct-2006 |
24-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
1,706.18 |
1,723.79 |
17.61 |
1.0% |
1,728.23 |
High |
1,732.52 |
1,726.78 |
-5.74 |
-0.3% |
1,733.73 |
Low |
1,702.58 |
1,706.22 |
3.64 |
0.2% |
1,693.19 |
Close |
1,725.93 |
1,713.88 |
-12.05 |
-0.7% |
1,709.58 |
Range |
29.94 |
20.56 |
-9.38 |
-31.3% |
40.54 |
ATR |
21.86 |
21.76 |
-0.09 |
-0.4% |
0.00 |
Volume |
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Daily Pivots for day following 24-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,777.31 |
1,766.15 |
1,725.19 |
|
R3 |
1,756.75 |
1,745.59 |
1,719.53 |
|
R2 |
1,736.19 |
1,736.19 |
1,717.65 |
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R1 |
1,725.03 |
1,725.03 |
1,715.76 |
1,720.33 |
PP |
1,715.63 |
1,715.63 |
1,715.63 |
1,713.28 |
S1 |
1,704.47 |
1,704.47 |
1,712.00 |
1,699.77 |
S2 |
1,695.07 |
1,695.07 |
1,710.11 |
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S3 |
1,674.51 |
1,683.91 |
1,708.23 |
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S4 |
1,653.95 |
1,663.35 |
1,702.57 |
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Weekly Pivots for week ending 20-Oct-2006 |
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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 |
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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% |
23.01 |
1.3% |
53% |
False |
False |
|
10 |
1,733.73 |
1,675.98 |
57.75 |
3.4% |
20.28 |
1.2% |
66% |
False |
False |
|
20 |
1,733.73 |
1,623.07 |
110.66 |
6.5% |
20.28 |
1.2% |
82% |
False |
False |
|
40 |
1,733.73 |
1,552.40 |
181.33 |
10.6% |
20.26 |
1.2% |
89% |
False |
False |
|
60 |
1,733.73 |
1,476.06 |
257.67 |
15.0% |
21.20 |
1.2% |
92% |
False |
False |
|
80 |
1,733.73 |
1,446.77 |
286.96 |
16.7% |
22.05 |
1.3% |
93% |
False |
False |
|
100 |
1,733.73 |
1,446.77 |
286.96 |
16.7% |
23.09 |
1.3% |
93% |
False |
False |
|
120 |
1,733.73 |
1,446.77 |
286.96 |
16.7% |
23.00 |
1.3% |
93% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,814.16 |
2.618 |
1,780.61 |
1.618 |
1,760.05 |
1.000 |
1,747.34 |
0.618 |
1,739.49 |
HIGH |
1,726.78 |
0.618 |
1,718.93 |
0.500 |
1,716.50 |
0.382 |
1,714.07 |
LOW |
1,706.22 |
0.618 |
1,693.51 |
1.000 |
1,685.66 |
1.618 |
1,672.95 |
2.618 |
1,652.39 |
4.250 |
1,618.84 |
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