| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2006 |
25-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
11,532.91 |
11,509.30 |
-23.61 |
-0.2% |
11,559.97 |
| High |
11,533.07 |
11,616.48 |
83.41 |
0.7% |
11,630.56 |
| Low |
11,474.56 |
11,486.00 |
11.44 |
0.1% |
11,474.56 |
| Close |
11,508.10 |
11,575.81 |
67.71 |
0.6% |
11,508.10 |
| Range |
58.51 |
130.48 |
71.97 |
123.0% |
156.00 |
| ATR |
85.64 |
88.85 |
3.20 |
3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,950.87 |
11,893.82 |
11,647.57 |
|
| R3 |
11,820.39 |
11,763.34 |
11,611.69 |
|
| R2 |
11,689.91 |
11,689.91 |
11,599.73 |
|
| R1 |
11,632.86 |
11,632.86 |
11,587.77 |
11,661.39 |
| PP |
11,559.43 |
11,559.43 |
11,559.43 |
11,573.69 |
| S1 |
11,502.38 |
11,502.38 |
11,563.85 |
11,530.91 |
| S2 |
11,428.95 |
11,428.95 |
11,551.89 |
|
| S3 |
11,298.47 |
11,371.90 |
11,539.93 |
|
| S4 |
11,167.99 |
11,241.42 |
11,504.05 |
|
|
| Weekly Pivots for week ending 22-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,005.74 |
11,912.92 |
11,593.90 |
|
| R3 |
11,849.74 |
11,756.92 |
11,551.00 |
|
| R2 |
11,693.74 |
11,693.74 |
11,536.70 |
|
| R1 |
11,600.92 |
11,600.92 |
11,522.40 |
11,569.33 |
| PP |
11,537.74 |
11,537.74 |
11,537.74 |
11,521.95 |
| S1 |
11,444.92 |
11,444.92 |
11,493.80 |
11,413.33 |
| S2 |
11,381.74 |
11,381.74 |
11,479.50 |
|
| S3 |
11,225.74 |
11,288.92 |
11,465.20 |
|
| S4 |
11,069.74 |
11,132.92 |
11,422.30 |
|
|
| 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 |
11,474.56 |
156.00 |
1.3% |
97.19 |
0.8% |
65% |
False |
False |
|
| 10 |
11,630.56 |
11,395.71 |
234.85 |
2.0% |
89.31 |
0.8% |
77% |
False |
False |
|
| 20 |
11,630.56 |
11,273.49 |
357.07 |
3.1% |
81.07 |
0.7% |
85% |
False |
False |
|
| 40 |
11,630.56 |
11,042.64 |
587.92 |
5.1% |
89.42 |
0.8% |
91% |
False |
False |
|
| 60 |
11,630.56 |
10,683.32 |
947.24 |
8.2% |
102.82 |
0.9% |
94% |
False |
False |
|
| 80 |
11,630.56 |
10,683.32 |
947.24 |
8.2% |
111.37 |
1.0% |
94% |
False |
False |
|
| 100 |
11,670.19 |
10,683.32 |
986.87 |
8.5% |
111.71 |
1.0% |
90% |
False |
False |
|
| 120 |
11,670.19 |
10,683.32 |
986.87 |
8.5% |
109.32 |
0.9% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,171.02 |
|
2.618 |
11,958.08 |
|
1.618 |
11,827.60 |
|
1.000 |
11,746.96 |
|
0.618 |
11,697.12 |
|
HIGH |
11,616.48 |
|
0.618 |
11,566.64 |
|
0.500 |
11,551.24 |
|
0.382 |
11,535.84 |
|
LOW |
11,486.00 |
|
0.618 |
11,405.36 |
|
1.000 |
11,355.52 |
|
1.618 |
11,274.88 |
|
2.618 |
11,144.40 |
|
4.250 |
10,931.46 |
|
|