| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2006 |
14-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
11,487.69 |
11,543.40 |
55.71 |
0.5% |
11,461.83 |
| High |
11,567.25 |
11,549.08 |
-18.17 |
-0.2% |
11,488.17 |
| Low |
11,476.16 |
11,495.37 |
19.21 |
0.2% |
11,323.84 |
| Close |
11,543.32 |
11,527.39 |
-15.93 |
-0.1% |
11,392.11 |
| Range |
91.09 |
53.71 |
-37.38 |
-41.0% |
164.33 |
| ATR |
88.91 |
86.40 |
-2.51 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,685.08 |
11,659.94 |
11,556.93 |
|
| R3 |
11,631.37 |
11,606.23 |
11,542.16 |
|
| R2 |
11,577.66 |
11,577.66 |
11,537.24 |
|
| R1 |
11,552.52 |
11,552.52 |
11,532.31 |
11,538.24 |
| PP |
11,523.95 |
11,523.95 |
11,523.95 |
11,516.80 |
| S1 |
11,498.81 |
11,498.81 |
11,522.47 |
11,484.53 |
| S2 |
11,470.24 |
11,470.24 |
11,517.54 |
|
| S3 |
11,416.53 |
11,445.10 |
11,512.62 |
|
| S4 |
11,362.82 |
11,391.39 |
11,497.85 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,567.25 |
11,331.04 |
236.21 |
2.0% |
82.59 |
0.7% |
83% |
False |
False |
|
| 10 |
11,567.25 |
11,323.84 |
243.41 |
2.1% |
74.48 |
0.6% |
84% |
False |
False |
|
| 20 |
11,567.25 |
11,260.28 |
306.97 |
2.7% |
74.62 |
0.6% |
87% |
False |
False |
|
| 40 |
11,567.25 |
10,838.85 |
728.40 |
6.3% |
96.33 |
0.8% |
95% |
False |
False |
|
| 60 |
11,567.25 |
10,683.32 |
883.93 |
7.7% |
106.82 |
0.9% |
95% |
False |
False |
|
| 80 |
11,567.25 |
10,683.32 |
883.93 |
7.7% |
113.70 |
1.0% |
95% |
False |
False |
|
| 100 |
11,670.19 |
10,683.32 |
986.87 |
8.6% |
111.88 |
1.0% |
86% |
False |
False |
|
| 120 |
11,670.19 |
10,683.32 |
986.87 |
8.6% |
110.24 |
1.0% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,777.35 |
|
2.618 |
11,689.69 |
|
1.618 |
11,635.98 |
|
1.000 |
11,602.79 |
|
0.618 |
11,582.27 |
|
HIGH |
11,549.08 |
|
0.618 |
11,528.56 |
|
0.500 |
11,522.23 |
|
0.382 |
11,515.89 |
|
LOW |
11,495.37 |
|
0.618 |
11,462.18 |
|
1.000 |
11,441.66 |
|
1.618 |
11,408.47 |
|
2.618 |
11,354.76 |
|
4.250 |
11,267.10 |
|
|