Day Change Summary |
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Previous |
Current |
|
|
|
|
13-Sep-2006 |
14-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
1,340.1 |
1,337.5 |
-2.6 |
-0.2% |
1,337.0 |
High |
1,340.1 |
1,340.1 |
0.0 |
0.0% |
1,337.0 |
Low |
1,340.1 |
1,335.6 |
-4.5 |
-0.3% |
1,316.9 |
Close |
1,340.1 |
1,340.5 |
0.4 |
0.0% |
1,321.5 |
Range |
0.0 |
4.5 |
4.5 |
|
20.1 |
ATR |
5.5 |
5.4 |
-0.1 |
-1.3% |
0.0 |
Volume |
41 |
171 |
130 |
317.1% |
171 |
|
Daily Pivots for day following 14-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.2 |
1,350.9 |
1,343.0 |
|
R3 |
1,347.7 |
1,346.4 |
1,341.7 |
|
R2 |
1,343.2 |
1,343.2 |
1,341.3 |
|
R1 |
1,341.9 |
1,341.9 |
1,340.9 |
1,342.6 |
PP |
1,338.7 |
1,338.7 |
1,338.7 |
1,339.1 |
S1 |
1,337.4 |
1,337.4 |
1,340.1 |
1,338.1 |
S2 |
1,334.2 |
1,334.2 |
1,339.7 |
|
S3 |
1,329.7 |
1,332.9 |
1,339.3 |
|
S4 |
1,325.2 |
1,328.4 |
1,338.0 |
|
|
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 |
1,340.1 |
1,321.5 |
18.6 |
1.4% |
3.1 |
0.2% |
102% |
True |
False |
137 |
10 |
1,340.1 |
1,316.9 |
23.2 |
1.7% |
1.7 |
0.1% |
102% |
True |
False |
98 |
20 |
1,340.1 |
1,316.9 |
23.2 |
1.7% |
0.8 |
0.1% |
102% |
True |
False |
97 |
40 |
1,340.1 |
1,266.7 |
73.4 |
5.5% |
0.6 |
0.0% |
101% |
True |
False |
79 |
60 |
1,340.1 |
1,262.2 |
77.9 |
5.8% |
0.7 |
0.1% |
101% |
True |
False |
54 |
80 |
1,340.1 |
1,253.3 |
86.8 |
6.5% |
0.8 |
0.1% |
100% |
True |
False |
45 |
100 |
1,363.8 |
1,253.3 |
110.5 |
8.2% |
0.8 |
0.1% |
79% |
False |
False |
36 |
120 |
1,363.8 |
1,253.3 |
110.5 |
8.2% |
0.9 |
0.1% |
79% |
False |
False |
31 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,359.2 |
2.618 |
1,351.9 |
1.618 |
1,347.4 |
1.000 |
1,344.6 |
0.618 |
1,342.9 |
HIGH |
1,340.1 |
0.618 |
1,338.4 |
0.500 |
1,337.9 |
0.382 |
1,337.3 |
LOW |
1,335.6 |
0.618 |
1,332.8 |
1.000 |
1,331.1 |
1.618 |
1,328.3 |
2.618 |
1,323.8 |
4.250 |
1,316.5 |
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