Day Change Summary |
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Previous |
Current |
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18-Sep-2006 |
19-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
11,559.97 |
11,554.60 |
-5.37 |
0.0% |
11,389.87 |
High |
11,588.38 |
11,562.05 |
-26.33 |
-0.2% |
11,613.51 |
Low |
11,528.11 |
11,480.56 |
-47.55 |
-0.4% |
11,342.17 |
Close |
11,555.00 |
11,540.91 |
-14.09 |
-0.1% |
11,560.77 |
Range |
60.27 |
81.49 |
21.22 |
35.2% |
271.34 |
ATR |
84.51 |
84.30 |
-0.22 |
-0.3% |
0.00 |
Volume |
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Daily Pivots for day following 19-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,772.31 |
11,738.10 |
11,585.73 |
|
R3 |
11,690.82 |
11,656.61 |
11,563.32 |
|
R2 |
11,609.33 |
11,609.33 |
11,555.85 |
|
R1 |
11,575.12 |
11,575.12 |
11,548.38 |
11,551.48 |
PP |
11,527.84 |
11,527.84 |
11,527.84 |
11,516.02 |
S1 |
11,493.63 |
11,493.63 |
11,533.44 |
11,469.99 |
S2 |
11,446.35 |
11,446.35 |
11,525.97 |
|
S3 |
11,364.86 |
11,412.14 |
11,518.50 |
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S4 |
11,283.37 |
11,330.65 |
11,496.09 |
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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 |
11,476.16 |
137.35 |
1.2% |
74.26 |
0.6% |
47% |
False |
False |
|
10 |
11,613.51 |
11,323.84 |
289.67 |
2.5% |
79.20 |
0.7% |
75% |
False |
False |
|
20 |
11,613.51 |
11,260.28 |
353.23 |
3.1% |
76.11 |
0.7% |
79% |
False |
False |
|
40 |
11,613.51 |
10,999.90 |
613.61 |
5.3% |
91.43 |
0.8% |
88% |
False |
False |
|
60 |
11,613.51 |
10,683.32 |
930.19 |
8.1% |
104.72 |
0.9% |
92% |
False |
False |
|
80 |
11,613.51 |
10,683.32 |
930.19 |
8.1% |
112.24 |
1.0% |
92% |
False |
False |
|
100 |
11,670.19 |
10,683.32 |
986.87 |
8.6% |
110.81 |
1.0% |
87% |
False |
False |
|
120 |
11,670.19 |
10,683.32 |
986.87 |
8.6% |
109.83 |
1.0% |
87% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,908.38 |
2.618 |
11,775.39 |
1.618 |
11,693.90 |
1.000 |
11,643.54 |
0.618 |
11,612.41 |
HIGH |
11,562.05 |
0.618 |
11,530.92 |
0.500 |
11,521.31 |
0.382 |
11,511.69 |
LOW |
11,480.56 |
0.618 |
11,430.20 |
1.000 |
11,399.07 |
1.618 |
11,348.71 |
2.618 |
11,267.22 |
4.250 |
11,134.23 |
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