Day Change Summary |
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Previous |
Current |
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06-Sep-2006 |
07-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
11,466.23 |
11,405.16 |
-61.07 |
-0.5% |
11,285.33 |
High |
11,466.23 |
11,405.24 |
-60.99 |
-0.5% |
11,476.48 |
Low |
11,395.15 |
11,323.84 |
-71.31 |
-0.6% |
11,273.49 |
Close |
11,406.20 |
11,331.44 |
-74.76 |
-0.7% |
11,464.15 |
Range |
71.08 |
81.40 |
10.32 |
14.5% |
202.99 |
ATR |
88.76 |
88.31 |
-0.46 |
-0.5% |
0.00 |
Volume |
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Daily Pivots for day following 07-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,597.71 |
11,545.97 |
11,376.21 |
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R3 |
11,516.31 |
11,464.57 |
11,353.83 |
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R2 |
11,434.91 |
11,434.91 |
11,346.36 |
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R1 |
11,383.17 |
11,383.17 |
11,338.90 |
11,368.34 |
PP |
11,353.51 |
11,353.51 |
11,353.51 |
11,346.09 |
S1 |
11,301.77 |
11,301.77 |
11,323.98 |
11,286.94 |
S2 |
11,272.11 |
11,272.11 |
11,316.52 |
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S3 |
11,190.71 |
11,220.37 |
11,309.06 |
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S4 |
11,109.31 |
11,138.97 |
11,286.67 |
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Weekly Pivots for week ending 01-Sep-2006 |
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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 |
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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 |
11,323.84 |
164.33 |
1.5% |
66.37 |
0.6% |
5% |
False |
True |
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10 |
11,488.17 |
11,260.28 |
227.89 |
2.0% |
69.55 |
0.6% |
31% |
False |
False |
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20 |
11,488.17 |
11,042.64 |
445.53 |
3.9% |
81.62 |
0.7% |
65% |
False |
False |
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40 |
11,488.17 |
10,683.32 |
804.85 |
7.1% |
105.66 |
0.9% |
81% |
False |
False |
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60 |
11,488.17 |
10,683.32 |
804.85 |
7.1% |
110.61 |
1.0% |
81% |
False |
False |
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80 |
11,488.17 |
10,683.32 |
804.85 |
7.1% |
116.84 |
1.0% |
81% |
False |
False |
|
100 |
11,670.19 |
10,683.32 |
986.87 |
8.7% |
112.99 |
1.0% |
66% |
False |
False |
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120 |
11,670.19 |
10,683.32 |
986.87 |
8.7% |
110.36 |
1.0% |
66% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,751.19 |
2.618 |
11,618.35 |
1.618 |
11,536.95 |
1.000 |
11,486.64 |
0.618 |
11,455.55 |
HIGH |
11,405.24 |
0.618 |
11,374.15 |
0.500 |
11,364.54 |
0.382 |
11,354.93 |
LOW |
11,323.84 |
0.618 |
11,273.53 |
1.000 |
11,242.44 |
1.618 |
11,192.13 |
2.618 |
11,110.73 |
4.250 |
10,977.89 |
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