Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2006 |
31-Aug-2006 |
Change |
Change % |
Previous Week |
Open |
11,365.98 |
11,383.47 |
17.49 |
0.2% |
11,380.67 |
High |
11,407.08 |
11,405.32 |
-1.76 |
0.0% |
11,383.71 |
Low |
11,355.69 |
11,369.78 |
14.09 |
0.1% |
11,260.28 |
Close |
11,382.91 |
11,381.15 |
-1.76 |
0.0% |
11,284.05 |
Range |
51.39 |
35.54 |
-15.85 |
-30.8% |
123.43 |
ATR |
97.17 |
92.77 |
-4.40 |
-4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,492.04 |
11,472.13 |
11,400.70 |
|
R3 |
11,456.50 |
11,436.59 |
11,390.92 |
|
R2 |
11,420.96 |
11,420.96 |
11,387.67 |
|
R1 |
11,401.05 |
11,401.05 |
11,384.41 |
11,393.24 |
PP |
11,385.42 |
11,385.42 |
11,385.42 |
11,381.51 |
S1 |
11,365.51 |
11,365.51 |
11,377.89 |
11,357.70 |
S2 |
11,349.88 |
11,349.88 |
11,374.63 |
|
S3 |
11,314.34 |
11,329.97 |
11,371.38 |
|
S4 |
11,278.80 |
11,294.43 |
11,361.60 |
|
|
Weekly Pivots for week ending 25-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,679.64 |
11,605.27 |
11,351.94 |
|
R3 |
11,556.21 |
11,481.84 |
11,317.99 |
|
R2 |
11,432.78 |
11,432.78 |
11,306.68 |
|
R1 |
11,358.41 |
11,358.41 |
11,295.36 |
11,333.88 |
PP |
11,309.35 |
11,309.35 |
11,309.35 |
11,297.08 |
S1 |
11,234.98 |
11,234.98 |
11,272.74 |
11,210.45 |
S2 |
11,185.92 |
11,185.92 |
11,261.42 |
|
S3 |
11,062.49 |
11,111.55 |
11,250.11 |
|
S4 |
10,939.06 |
10,988.12 |
11,216.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,407.08 |
11,260.28 |
146.80 |
1.3% |
67.67 |
0.6% |
82% |
False |
False |
|
10 |
11,407.08 |
11,260.28 |
146.80 |
1.3% |
70.91 |
0.6% |
82% |
False |
False |
|
20 |
11,407.08 |
11,042.64 |
364.44 |
3.2% |
93.25 |
0.8% |
93% |
False |
False |
|
40 |
11,407.08 |
10,683.32 |
723.76 |
6.4% |
111.25 |
1.0% |
96% |
False |
False |
|
60 |
11,407.08 |
10,683.32 |
723.76 |
6.4% |
115.83 |
1.0% |
96% |
False |
False |
|
80 |
11,670.19 |
10,683.32 |
986.87 |
8.7% |
118.92 |
1.0% |
71% |
False |
False |
|
100 |
11,670.19 |
10,683.32 |
986.87 |
8.7% |
113.87 |
1.0% |
71% |
False |
False |
|
120 |
11,670.19 |
10,683.32 |
986.87 |
8.7% |
110.37 |
1.0% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,556.37 |
2.618 |
11,498.36 |
1.618 |
11,462.82 |
1.000 |
11,440.86 |
0.618 |
11,427.28 |
HIGH |
11,405.32 |
0.618 |
11,391.74 |
0.500 |
11,387.55 |
0.382 |
11,383.36 |
LOW |
11,369.78 |
0.618 |
11,347.82 |
1.000 |
11,334.24 |
1.618 |
11,312.28 |
2.618 |
11,276.74 |
4.250 |
11,218.74 |
|
|