| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2006 |
21-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
11,542.28 |
11,611.67 |
69.39 |
0.6% |
11,389.87 |
| High |
11,628.88 |
11,630.56 |
1.68 |
0.0% |
11,613.51 |
| Low |
11,542.20 |
11,501.77 |
-40.43 |
-0.4% |
11,342.17 |
| Close |
11,613.19 |
11,533.23 |
-79.96 |
-0.7% |
11,560.77 |
| Range |
86.68 |
128.79 |
42.11 |
48.6% |
271.34 |
| ATR |
84.56 |
87.72 |
3.16 |
3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,941.56 |
11,866.18 |
11,604.06 |
|
| R3 |
11,812.77 |
11,737.39 |
11,568.65 |
|
| R2 |
11,683.98 |
11,683.98 |
11,556.84 |
|
| R1 |
11,608.60 |
11,608.60 |
11,545.04 |
11,581.90 |
| PP |
11,555.19 |
11,555.19 |
11,555.19 |
11,541.83 |
| S1 |
11,479.81 |
11,479.81 |
11,521.42 |
11,453.11 |
| S2 |
11,426.40 |
11,426.40 |
11,509.62 |
|
| S3 |
11,297.61 |
11,351.02 |
11,497.81 |
|
| S4 |
11,168.82 |
11,222.23 |
11,462.40 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,630.56 |
11,480.56 |
150.00 |
1.3% |
88.40 |
0.8% |
35% |
True |
False |
|
| 10 |
11,630.56 |
11,331.04 |
299.52 |
2.6% |
85.49 |
0.7% |
68% |
True |
False |
|
| 20 |
11,630.56 |
11,260.28 |
370.28 |
3.2% |
77.52 |
0.7% |
74% |
True |
False |
|
| 40 |
11,630.56 |
11,042.64 |
587.92 |
5.1% |
90.73 |
0.8% |
83% |
True |
False |
|
| 60 |
11,630.56 |
10,683.32 |
947.24 |
8.2% |
104.67 |
0.9% |
90% |
True |
False |
|
| 80 |
11,630.56 |
10,683.32 |
947.24 |
8.2% |
111.73 |
1.0% |
90% |
True |
False |
|
| 100 |
11,670.19 |
10,683.32 |
986.87 |
8.6% |
111.27 |
1.0% |
86% |
False |
False |
|
| 120 |
11,670.19 |
10,683.32 |
986.87 |
8.6% |
109.73 |
1.0% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,177.92 |
|
2.618 |
11,967.73 |
|
1.618 |
11,838.94 |
|
1.000 |
11,759.35 |
|
0.618 |
11,710.15 |
|
HIGH |
11,630.56 |
|
0.618 |
11,581.36 |
|
0.500 |
11,566.17 |
|
0.382 |
11,550.97 |
|
LOW |
11,501.77 |
|
0.618 |
11,422.18 |
|
1.000 |
11,372.98 |
|
1.618 |
11,293.39 |
|
2.618 |
11,164.60 |
|
4.250 |
10,954.41 |
|
|