Day Change Summary |
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Previous |
Current |
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25-Sep-2006 |
26-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
11,509.30 |
11,575.73 |
66.43 |
0.6% |
11,559.97 |
High |
11,616.48 |
11,670.27 |
53.79 |
0.5% |
11,630.56 |
Low |
11,486.00 |
11,567.65 |
81.65 |
0.7% |
11,474.56 |
Close |
11,575.81 |
11,669.39 |
93.58 |
0.8% |
11,508.10 |
Range |
130.48 |
102.62 |
-27.86 |
-21.4% |
156.00 |
ATR |
88.85 |
89.83 |
0.98 |
1.1% |
0.00 |
Volume |
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Daily Pivots for day following 26-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,943.63 |
11,909.13 |
11,725.83 |
|
R3 |
11,841.01 |
11,806.51 |
11,697.61 |
|
R2 |
11,738.39 |
11,738.39 |
11,688.20 |
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R1 |
11,703.89 |
11,703.89 |
11,678.80 |
11,721.14 |
PP |
11,635.77 |
11,635.77 |
11,635.77 |
11,644.40 |
S1 |
11,601.27 |
11,601.27 |
11,659.98 |
11,618.52 |
S2 |
11,533.15 |
11,533.15 |
11,650.58 |
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S3 |
11,430.53 |
11,498.65 |
11,641.17 |
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S4 |
11,327.91 |
11,396.03 |
11,612.95 |
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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 |
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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 |
11,670.27 |
11,474.56 |
195.71 |
1.7% |
101.42 |
0.9% |
100% |
True |
False |
|
10 |
11,670.27 |
11,474.56 |
195.71 |
1.7% |
87.84 |
0.8% |
100% |
True |
False |
|
20 |
11,670.27 |
11,299.58 |
370.69 |
3.2% |
80.49 |
0.7% |
100% |
True |
False |
|
40 |
11,670.27 |
11,042.64 |
627.63 |
5.4% |
90.96 |
0.8% |
100% |
True |
False |
|
60 |
11,670.27 |
10,683.32 |
986.95 |
8.5% |
103.11 |
0.9% |
100% |
True |
False |
|
80 |
11,670.27 |
10,683.32 |
986.95 |
8.5% |
111.48 |
1.0% |
100% |
True |
False |
|
100 |
11,670.27 |
10,683.32 |
986.95 |
8.5% |
112.12 |
1.0% |
100% |
True |
False |
|
120 |
11,670.27 |
10,683.32 |
986.95 |
8.5% |
109.49 |
0.9% |
100% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
12,106.41 |
2.618 |
11,938.93 |
1.618 |
11,836.31 |
1.000 |
11,772.89 |
0.618 |
11,733.69 |
HIGH |
11,670.27 |
0.618 |
11,631.07 |
0.500 |
11,618.96 |
0.382 |
11,606.85 |
LOW |
11,567.65 |
0.618 |
11,504.23 |
1.000 |
11,465.03 |
1.618 |
11,401.61 |
2.618 |
11,298.99 |
4.250 |
11,131.52 |
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