Day Change Summary |
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Previous |
Current |
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25-Oct-2006 |
26-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
1,717.27 |
1,730.73 |
13.46 |
0.8% |
1,728.23 |
High |
1,729.90 |
1,745.79 |
15.89 |
0.9% |
1,733.73 |
Low |
1,711.68 |
1,718.53 |
6.85 |
0.4% |
1,693.19 |
Close |
1,726.76 |
1,744.07 |
17.31 |
1.0% |
1,709.58 |
Range |
18.22 |
27.26 |
9.04 |
49.6% |
40.54 |
ATR |
21.51 |
21.92 |
0.41 |
1.9% |
0.00 |
Volume |
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Daily Pivots for day following 26-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,817.91 |
1,808.25 |
1,759.06 |
|
R3 |
1,790.65 |
1,780.99 |
1,751.57 |
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R2 |
1,763.39 |
1,763.39 |
1,749.07 |
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R1 |
1,753.73 |
1,753.73 |
1,746.57 |
1,758.56 |
PP |
1,736.13 |
1,736.13 |
1,736.13 |
1,738.55 |
S1 |
1,726.47 |
1,726.47 |
1,741.57 |
1,731.30 |
S2 |
1,708.87 |
1,708.87 |
1,739.07 |
|
S3 |
1,681.61 |
1,699.21 |
1,736.57 |
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S4 |
1,654.35 |
1,671.95 |
1,729.08 |
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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 |
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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 |
1,745.79 |
1,695.21 |
50.58 |
2.9% |
22.84 |
1.3% |
97% |
True |
False |
|
10 |
1,745.79 |
1,693.19 |
52.60 |
3.0% |
20.15 |
1.2% |
97% |
True |
False |
|
20 |
1,745.79 |
1,623.07 |
122.72 |
7.0% |
20.78 |
1.2% |
99% |
True |
False |
|
40 |
1,745.79 |
1,558.17 |
187.62 |
10.8% |
20.48 |
1.2% |
99% |
True |
False |
|
60 |
1,745.79 |
1,476.48 |
269.31 |
15.4% |
21.26 |
1.2% |
99% |
True |
False |
|
80 |
1,745.79 |
1,446.77 |
299.02 |
17.1% |
22.03 |
1.3% |
99% |
True |
False |
|
100 |
1,745.79 |
1,446.77 |
299.02 |
17.1% |
23.00 |
1.3% |
99% |
True |
False |
|
120 |
1,745.79 |
1,446.77 |
299.02 |
17.1% |
23.23 |
1.3% |
99% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,861.65 |
2.618 |
1,817.16 |
1.618 |
1,789.90 |
1.000 |
1,773.05 |
0.618 |
1,762.64 |
HIGH |
1,745.79 |
0.618 |
1,735.38 |
0.500 |
1,732.16 |
0.382 |
1,728.94 |
LOW |
1,718.53 |
0.618 |
1,701.68 |
1.000 |
1,691.27 |
1.618 |
1,674.42 |
2.618 |
1,647.16 |
4.250 |
1,602.68 |
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