Day Change Summary |
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Previous |
Current |
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14-Sep-2006 |
15-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
11,543.40 |
11,528.75 |
-14.65 |
-0.1% |
11,389.87 |
High |
11,549.08 |
11,613.51 |
64.43 |
0.6% |
11,613.51 |
Low |
11,495.37 |
11,528.75 |
33.38 |
0.3% |
11,342.17 |
Close |
11,527.39 |
11,560.77 |
33.38 |
0.3% |
11,560.77 |
Range |
53.71 |
84.76 |
31.05 |
57.8% |
271.34 |
ATR |
86.40 |
86.38 |
-0.02 |
0.0% |
0.00 |
Volume |
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Daily Pivots for day following 15-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,821.96 |
11,776.12 |
11,607.39 |
|
R3 |
11,737.20 |
11,691.36 |
11,584.08 |
|
R2 |
11,652.44 |
11,652.44 |
11,576.31 |
|
R1 |
11,606.60 |
11,606.60 |
11,568.54 |
11,629.52 |
PP |
11,567.68 |
11,567.68 |
11,567.68 |
11,579.14 |
S1 |
11,521.84 |
11,521.84 |
11,553.00 |
11,544.76 |
S2 |
11,482.92 |
11,482.92 |
11,545.23 |
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S3 |
11,398.16 |
11,437.08 |
11,537.46 |
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S4 |
11,313.40 |
11,352.32 |
11,514.15 |
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Weekly Pivots for week ending 15-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,319.50 |
12,211.48 |
11,710.01 |
|
R3 |
12,048.16 |
11,940.14 |
11,635.39 |
|
R2 |
11,776.82 |
11,776.82 |
11,610.52 |
|
R1 |
11,668.80 |
11,668.80 |
11,585.64 |
11,722.81 |
PP |
11,505.48 |
11,505.48 |
11,505.48 |
11,532.49 |
S1 |
11,397.46 |
11,397.46 |
11,535.90 |
11,451.47 |
S2 |
11,234.14 |
11,234.14 |
11,511.02 |
|
S3 |
10,962.80 |
11,126.12 |
11,486.15 |
|
S4 |
10,691.46 |
10,854.78 |
11,411.53 |
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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 |
11,613.51 |
11,342.17 |
271.34 |
2.3% |
85.18 |
0.7% |
81% |
True |
False |
|
10 |
11,613.51 |
11,323.84 |
289.67 |
2.5% |
79.40 |
0.7% |
82% |
True |
False |
|
20 |
11,613.51 |
11,260.28 |
353.23 |
3.1% |
75.16 |
0.7% |
85% |
True |
False |
|
40 |
11,613.51 |
10,838.85 |
774.66 |
6.7% |
95.64 |
0.8% |
93% |
True |
False |
|
60 |
11,613.51 |
10,683.32 |
930.19 |
8.0% |
105.57 |
0.9% |
94% |
True |
False |
|
80 |
11,613.51 |
10,683.32 |
930.19 |
8.0% |
113.44 |
1.0% |
94% |
True |
False |
|
100 |
11,670.19 |
10,683.32 |
986.87 |
8.5% |
111.78 |
1.0% |
89% |
False |
False |
|
120 |
11,670.19 |
10,683.32 |
986.87 |
8.5% |
110.53 |
1.0% |
89% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,973.74 |
2.618 |
11,835.41 |
1.618 |
11,750.65 |
1.000 |
11,698.27 |
0.618 |
11,665.89 |
HIGH |
11,613.51 |
0.618 |
11,581.13 |
0.500 |
11,571.13 |
0.382 |
11,561.13 |
LOW |
11,528.75 |
0.618 |
11,476.37 |
1.000 |
11,443.99 |
1.618 |
11,391.61 |
2.618 |
11,306.85 |
4.250 |
11,168.52 |
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