Day Change Summary |
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Previous |
Current |
|
|
|
|
11-Sep-2006 |
12-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
1,322.6 |
1,326.0 |
3.4 |
0.3% |
1,337.0 |
High |
1,322.6 |
1,337.1 |
14.5 |
1.1% |
1,337.0 |
Low |
1,322.6 |
1,326.0 |
3.4 |
0.3% |
1,316.9 |
Close |
1,322.6 |
1,336.1 |
13.5 |
1.0% |
1,321.5 |
Range |
0.0 |
11.1 |
11.1 |
|
20.1 |
ATR |
4.9 |
5.6 |
0.7 |
13.9% |
0.0 |
Volume |
217 |
86 |
-131 |
-60.4% |
171 |
|
Daily Pivots for day following 12-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,366.4 |
1,362.3 |
1,342.2 |
|
R3 |
1,355.3 |
1,351.2 |
1,339.2 |
|
R2 |
1,344.2 |
1,344.2 |
1,338.1 |
|
R1 |
1,340.1 |
1,340.1 |
1,337.1 |
1,342.2 |
PP |
1,333.1 |
1,333.1 |
1,333.1 |
1,334.1 |
S1 |
1,329.0 |
1,329.0 |
1,335.1 |
1,331.1 |
S2 |
1,322.0 |
1,322.0 |
1,334.1 |
|
S3 |
1,310.9 |
1,317.9 |
1,333.0 |
|
S4 |
1,299.8 |
1,306.8 |
1,330.0 |
|
|
Weekly Pivots for week ending 08-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,385.4 |
1,373.6 |
1,332.6 |
|
R3 |
1,365.3 |
1,353.5 |
1,327.0 |
|
R2 |
1,345.2 |
1,345.2 |
1,325.2 |
|
R1 |
1,333.4 |
1,333.4 |
1,323.3 |
1,329.3 |
PP |
1,325.1 |
1,325.1 |
1,325.1 |
1,323.1 |
S1 |
1,313.3 |
1,313.3 |
1,319.7 |
1,309.2 |
S2 |
1,305.0 |
1,305.0 |
1,317.8 |
|
S3 |
1,284.9 |
1,293.2 |
1,316.0 |
|
S4 |
1,264.8 |
1,273.1 |
1,310.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,337.1 |
1,316.9 |
20.2 |
1.5% |
2.4 |
0.2% |
95% |
True |
False |
94 |
10 |
1,337.1 |
1,316.9 |
20.2 |
1.5% |
1.2 |
0.1% |
95% |
True |
False |
77 |
20 |
1,337.1 |
1,310.1 |
27.0 |
2.0% |
0.6 |
0.0% |
96% |
True |
False |
88 |
40 |
1,337.1 |
1,266.7 |
70.4 |
5.3% |
0.5 |
0.0% |
99% |
True |
False |
74 |
60 |
1,337.1 |
1,262.2 |
74.9 |
5.6% |
0.7 |
0.0% |
99% |
True |
False |
51 |
80 |
1,337.1 |
1,253.3 |
83.8 |
6.3% |
0.8 |
0.1% |
99% |
True |
False |
42 |
100 |
1,363.8 |
1,253.3 |
110.5 |
8.3% |
0.8 |
0.1% |
75% |
False |
False |
34 |
120 |
1,363.8 |
1,253.3 |
110.5 |
8.3% |
0.8 |
0.1% |
75% |
False |
False |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,384.3 |
2.618 |
1,366.2 |
1.618 |
1,355.1 |
1.000 |
1,348.2 |
0.618 |
1,344.0 |
HIGH |
1,337.1 |
0.618 |
1,332.9 |
0.500 |
1,331.6 |
0.382 |
1,330.2 |
LOW |
1,326.0 |
0.618 |
1,319.1 |
1.000 |
1,314.9 |
1.618 |
1,308.0 |
2.618 |
1,296.9 |
4.250 |
1,278.8 |
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