Day Change Summary |
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Previous |
Current |
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05-Sep-2006 |
06-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
11,461.83 |
11,466.23 |
4.40 |
0.0% |
11,285.33 |
High |
11,488.17 |
11,466.23 |
-21.94 |
-0.2% |
11,476.48 |
Low |
11,438.06 |
11,395.15 |
-42.91 |
-0.4% |
11,273.49 |
Close |
11,469.28 |
11,406.20 |
-63.08 |
-0.5% |
11,464.15 |
Range |
50.11 |
71.08 |
20.97 |
41.8% |
202.99 |
ATR |
89.89 |
88.76 |
-1.13 |
-1.3% |
0.00 |
Volume |
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Daily Pivots for day following 06-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,635.77 |
11,592.06 |
11,445.29 |
|
R3 |
11,564.69 |
11,520.98 |
11,425.75 |
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R2 |
11,493.61 |
11,493.61 |
11,419.23 |
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R1 |
11,449.90 |
11,449.90 |
11,412.72 |
11,436.22 |
PP |
11,422.53 |
11,422.53 |
11,422.53 |
11,415.68 |
S1 |
11,378.82 |
11,378.82 |
11,399.68 |
11,365.14 |
S2 |
11,351.45 |
11,351.45 |
11,393.17 |
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S3 |
11,280.37 |
11,307.74 |
11,386.65 |
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S4 |
11,209.29 |
11,236.66 |
11,367.11 |
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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 |
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R2 |
11,607.70 |
11,607.70 |
11,501.36 |
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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 |
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S3 |
10,998.73 |
11,129.94 |
11,408.33 |
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S4 |
10,795.74 |
10,926.95 |
11,352.51 |
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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 |
11,488.17 |
11,355.69 |
132.48 |
1.2% |
60.37 |
0.5% |
38% |
False |
False |
|
10 |
11,488.17 |
11,260.28 |
227.89 |
2.0% |
72.09 |
0.6% |
64% |
False |
False |
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20 |
11,488.17 |
11,042.64 |
445.53 |
3.9% |
86.66 |
0.8% |
82% |
False |
False |
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40 |
11,488.17 |
10,683.32 |
804.85 |
7.1% |
107.48 |
0.9% |
90% |
False |
False |
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60 |
11,488.17 |
10,683.32 |
804.85 |
7.1% |
111.94 |
1.0% |
90% |
False |
False |
|
80 |
11,488.17 |
10,683.32 |
804.85 |
7.1% |
117.10 |
1.0% |
90% |
False |
False |
|
100 |
11,670.19 |
10,683.32 |
986.87 |
8.7% |
113.39 |
1.0% |
73% |
False |
False |
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120 |
11,670.19 |
10,683.32 |
986.87 |
8.7% |
109.98 |
1.0% |
73% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,768.32 |
2.618 |
11,652.32 |
1.618 |
11,581.24 |
1.000 |
11,537.31 |
0.618 |
11,510.16 |
HIGH |
11,466.23 |
0.618 |
11,439.08 |
0.500 |
11,430.69 |
0.382 |
11,422.30 |
LOW |
11,395.15 |
0.618 |
11,351.22 |
1.000 |
11,324.07 |
1.618 |
11,280.14 |
2.618 |
11,209.06 |
4.250 |
11,093.06 |
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