| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2006 |
05-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
11,382.75 |
11,461.83 |
79.08 |
0.7% |
11,285.33 |
| High |
11,476.48 |
11,488.17 |
11.69 |
0.1% |
11,476.48 |
| Low |
11,382.75 |
11,438.06 |
55.31 |
0.5% |
11,273.49 |
| Close |
11,464.15 |
11,469.28 |
5.13 |
0.0% |
11,464.15 |
| Range |
93.73 |
50.11 |
-43.62 |
-46.5% |
202.99 |
| ATR |
92.95 |
89.89 |
-3.06 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,615.50 |
11,592.50 |
11,496.84 |
|
| R3 |
11,565.39 |
11,542.39 |
11,483.06 |
|
| R2 |
11,515.28 |
11,515.28 |
11,478.47 |
|
| R1 |
11,492.28 |
11,492.28 |
11,473.87 |
11,503.78 |
| PP |
11,465.17 |
11,465.17 |
11,465.17 |
11,470.92 |
| S1 |
11,442.17 |
11,442.17 |
11,464.69 |
11,453.67 |
| S2 |
11,415.06 |
11,415.06 |
11,460.09 |
|
| S3 |
11,364.95 |
11,392.06 |
11,455.50 |
|
| S4 |
11,314.84 |
11,341.95 |
11,441.72 |
|
|
| Weekly Pivots for week ending 01-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,013.68 |
11,941.90 |
11,575.79 |
|
| R3 |
11,810.69 |
11,738.91 |
11,519.97 |
|
| R2 |
11,607.70 |
11,607.70 |
11,501.36 |
|
| R1 |
11,535.92 |
11,535.92 |
11,482.76 |
11,571.81 |
| PP |
11,404.71 |
11,404.71 |
11,404.71 |
11,422.65 |
| S1 |
11,332.93 |
11,332.93 |
11,445.54 |
11,368.82 |
| S2 |
11,201.72 |
11,201.72 |
11,426.94 |
|
| S3 |
10,998.73 |
11,129.94 |
11,408.33 |
|
| S4 |
10,795.74 |
10,926.95 |
11,352.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,488.17 |
11,299.58 |
188.59 |
1.6% |
62.15 |
0.5% |
90% |
True |
False |
|
| 10 |
11,488.17 |
11,260.28 |
227.89 |
2.0% |
73.02 |
0.6% |
92% |
True |
False |
|
| 20 |
11,488.17 |
11,042.64 |
445.53 |
3.9% |
89.83 |
0.8% |
96% |
True |
False |
|
| 40 |
11,488.17 |
10,683.32 |
804.85 |
7.0% |
108.78 |
0.9% |
98% |
True |
False |
|
| 60 |
11,488.17 |
10,683.32 |
804.85 |
7.0% |
113.03 |
1.0% |
98% |
True |
False |
|
| 80 |
11,500.01 |
10,683.32 |
816.69 |
7.1% |
117.78 |
1.0% |
96% |
False |
False |
|
| 100 |
11,670.19 |
10,683.32 |
986.87 |
8.6% |
113.40 |
1.0% |
80% |
False |
False |
|
| 120 |
11,670.19 |
10,683.32 |
986.87 |
8.6% |
109.99 |
1.0% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,701.14 |
|
2.618 |
11,619.36 |
|
1.618 |
11,569.25 |
|
1.000 |
11,538.28 |
|
0.618 |
11,519.14 |
|
HIGH |
11,488.17 |
|
0.618 |
11,469.03 |
|
0.500 |
11,463.12 |
|
0.382 |
11,457.20 |
|
LOW |
11,438.06 |
|
0.618 |
11,407.09 |
|
1.000 |
11,387.95 |
|
1.618 |
11,356.98 |
|
2.618 |
11,306.87 |
|
4.250 |
11,225.09 |
|
|