Day Change Summary |
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Previous |
Current |
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08-Sep-2006 |
11-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
11,332.24 |
11,389.87 |
57.63 |
0.5% |
11,461.83 |
High |
11,402.84 |
11,421.25 |
18.41 |
0.2% |
11,488.17 |
Low |
11,331.04 |
11,342.17 |
11.13 |
0.1% |
11,323.84 |
Close |
11,392.11 |
11,396.84 |
4.73 |
0.0% |
11,392.11 |
Range |
71.80 |
79.08 |
7.28 |
10.1% |
164.33 |
ATR |
87.13 |
86.55 |
-0.57 |
-0.7% |
0.00 |
Volume |
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Daily Pivots for day following 11-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,623.99 |
11,589.50 |
11,440.33 |
|
R3 |
11,544.91 |
11,510.42 |
11,418.59 |
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R2 |
11,465.83 |
11,465.83 |
11,411.34 |
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R1 |
11,431.34 |
11,431.34 |
11,404.09 |
11,448.59 |
PP |
11,386.75 |
11,386.75 |
11,386.75 |
11,395.38 |
S1 |
11,352.26 |
11,352.26 |
11,389.59 |
11,369.51 |
S2 |
11,307.67 |
11,307.67 |
11,382.34 |
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S3 |
11,228.59 |
11,273.18 |
11,375.09 |
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S4 |
11,149.51 |
11,194.10 |
11,353.35 |
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Weekly Pivots for week ending 08-Sep-2006 |
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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 |
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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 |
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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% |
70.69 |
0.6% |
44% |
False |
False |
|
10 |
11,488.17 |
11,273.49 |
214.68 |
1.9% |
72.84 |
0.6% |
57% |
False |
False |
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20 |
11,488.17 |
11,079.78 |
408.39 |
3.6% |
80.27 |
0.7% |
78% |
False |
False |
|
40 |
11,488.17 |
10,683.32 |
804.85 |
7.1% |
101.27 |
0.9% |
89% |
False |
False |
|
60 |
11,488.17 |
10,683.32 |
804.85 |
7.1% |
107.50 |
0.9% |
89% |
False |
False |
|
80 |
11,488.17 |
10,683.32 |
804.85 |
7.1% |
114.93 |
1.0% |
89% |
False |
False |
|
100 |
11,670.19 |
10,683.32 |
986.87 |
8.7% |
111.77 |
1.0% |
72% |
False |
False |
|
120 |
11,670.19 |
10,683.32 |
986.87 |
8.7% |
110.26 |
1.0% |
72% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,757.34 |
2.618 |
11,628.28 |
1.618 |
11,549.20 |
1.000 |
11,500.33 |
0.618 |
11,470.12 |
HIGH |
11,421.25 |
0.618 |
11,391.04 |
0.500 |
11,381.71 |
0.382 |
11,372.38 |
LOW |
11,342.17 |
0.618 |
11,293.30 |
1.000 |
11,263.09 |
1.618 |
11,214.22 |
2.618 |
11,135.14 |
4.250 |
11,006.08 |
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