Day Change Summary |
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Previous |
Current |
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07-Sep-2006 |
08-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
11,405.16 |
11,332.24 |
-72.92 |
-0.6% |
11,461.83 |
High |
11,405.24 |
11,402.84 |
-2.40 |
0.0% |
11,488.17 |
Low |
11,323.84 |
11,331.04 |
7.20 |
0.1% |
11,323.84 |
Close |
11,331.44 |
11,392.11 |
60.67 |
0.5% |
11,392.11 |
Range |
81.40 |
71.80 |
-9.60 |
-11.8% |
164.33 |
ATR |
88.31 |
87.13 |
-1.18 |
-1.3% |
0.00 |
Volume |
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Daily Pivots for day following 08-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,590.73 |
11,563.22 |
11,431.60 |
|
R3 |
11,518.93 |
11,491.42 |
11,411.86 |
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R2 |
11,447.13 |
11,447.13 |
11,405.27 |
|
R1 |
11,419.62 |
11,419.62 |
11,398.69 |
11,433.38 |
PP |
11,375.33 |
11,375.33 |
11,375.33 |
11,382.21 |
S1 |
11,347.82 |
11,347.82 |
11,385.53 |
11,361.58 |
S2 |
11,303.53 |
11,303.53 |
11,378.95 |
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S3 |
11,231.73 |
11,276.02 |
11,372.37 |
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S4 |
11,159.93 |
11,204.22 |
11,352.62 |
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Weekly Pivots for week ending 08-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,894.36 |
11,807.57 |
11,482.49 |
|
R3 |
11,730.03 |
11,643.24 |
11,437.30 |
|
R2 |
11,565.70 |
11,565.70 |
11,422.24 |
|
R1 |
11,478.91 |
11,478.91 |
11,407.17 |
11,440.14 |
PP |
11,401.37 |
11,401.37 |
11,401.37 |
11,381.99 |
S1 |
11,314.58 |
11,314.58 |
11,377.05 |
11,275.81 |
S2 |
11,237.04 |
11,237.04 |
11,361.98 |
|
S3 |
11,072.71 |
11,150.25 |
11,346.92 |
|
S4 |
10,908.38 |
10,985.92 |
11,301.73 |
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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 |
1.4% |
73.62 |
0.6% |
42% |
False |
False |
|
10 |
11,488.17 |
11,260.28 |
227.89 |
2.0% |
70.65 |
0.6% |
58% |
False |
False |
|
20 |
11,488.17 |
11,042.64 |
445.53 |
3.9% |
80.24 |
0.7% |
78% |
False |
False |
|
40 |
11,488.17 |
10,683.32 |
804.85 |
7.1% |
102.97 |
0.9% |
88% |
False |
False |
|
60 |
11,488.17 |
10,683.32 |
804.85 |
7.1% |
109.83 |
1.0% |
88% |
False |
False |
|
80 |
11,488.17 |
10,683.32 |
804.85 |
7.1% |
116.89 |
1.0% |
88% |
False |
False |
|
100 |
11,670.19 |
10,683.32 |
986.87 |
8.7% |
111.65 |
1.0% |
72% |
False |
False |
|
120 |
11,670.19 |
10,683.32 |
986.87 |
8.7% |
110.55 |
1.0% |
72% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,707.99 |
2.618 |
11,590.81 |
1.618 |
11,519.01 |
1.000 |
11,474.64 |
0.618 |
11,447.21 |
HIGH |
11,402.84 |
0.618 |
11,375.41 |
0.500 |
11,366.94 |
0.382 |
11,358.47 |
LOW |
11,331.04 |
0.618 |
11,286.67 |
1.000 |
11,259.24 |
1.618 |
11,214.87 |
2.618 |
11,143.07 |
4.250 |
11,025.89 |
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