Day Change Summary |
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Previous |
Current |
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14-Sep-2006 |
15-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
1,337.5 |
1,344.0 |
6.5 |
0.5% |
1,322.6 |
High |
1,340.1 |
1,346.5 |
6.4 |
0.5% |
1,346.5 |
Low |
1,335.6 |
1,341.5 |
5.9 |
0.4% |
1,322.6 |
Close |
1,340.5 |
1,343.4 |
2.9 |
0.2% |
1,343.4 |
Range |
4.5 |
5.0 |
0.5 |
11.1% |
23.9 |
ATR |
5.4 |
5.5 |
0.0 |
0.8% |
0.0 |
Volume |
171 |
19 |
-152 |
-88.9% |
534 |
|
Daily Pivots for day following 15-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,358.8 |
1,356.1 |
1,346.2 |
|
R3 |
1,353.8 |
1,351.1 |
1,344.8 |
|
R2 |
1,348.8 |
1,348.8 |
1,344.3 |
|
R1 |
1,346.1 |
1,346.1 |
1,343.9 |
1,345.0 |
PP |
1,343.8 |
1,343.8 |
1,343.8 |
1,343.2 |
S1 |
1,341.1 |
1,341.1 |
1,342.9 |
1,340.0 |
S2 |
1,338.8 |
1,338.8 |
1,342.5 |
|
S3 |
1,333.8 |
1,336.1 |
1,342.0 |
|
S4 |
1,328.8 |
1,331.1 |
1,340.7 |
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|
Weekly Pivots for week ending 15-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,409.2 |
1,400.2 |
1,356.5 |
|
R3 |
1,385.3 |
1,376.3 |
1,350.0 |
|
R2 |
1,361.4 |
1,361.4 |
1,347.8 |
|
R1 |
1,352.4 |
1,352.4 |
1,345.6 |
1,356.9 |
PP |
1,337.5 |
1,337.5 |
1,337.5 |
1,339.8 |
S1 |
1,328.5 |
1,328.5 |
1,341.2 |
1,333.0 |
S2 |
1,313.6 |
1,313.6 |
1,339.0 |
|
S3 |
1,289.7 |
1,304.6 |
1,336.8 |
|
S4 |
1,265.8 |
1,280.7 |
1,330.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,346.5 |
1,322.6 |
23.9 |
1.8% |
4.1 |
0.3% |
87% |
True |
False |
106 |
10 |
1,346.5 |
1,316.9 |
29.6 |
2.2% |
2.2 |
0.2% |
90% |
True |
False |
100 |
20 |
1,346.5 |
1,316.9 |
29.6 |
2.2% |
1.1 |
0.1% |
90% |
True |
False |
96 |
40 |
1,346.5 |
1,266.7 |
79.8 |
5.9% |
0.7 |
0.1% |
96% |
True |
False |
80 |
60 |
1,346.5 |
1,262.2 |
84.3 |
6.3% |
0.8 |
0.1% |
96% |
True |
False |
55 |
80 |
1,346.5 |
1,253.3 |
93.2 |
6.9% |
0.9 |
0.1% |
97% |
True |
False |
45 |
100 |
1,363.8 |
1,253.3 |
110.5 |
8.2% |
0.9 |
0.1% |
82% |
False |
False |
37 |
120 |
1,363.8 |
1,253.3 |
110.5 |
8.2% |
0.9 |
0.1% |
82% |
False |
False |
31 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,367.8 |
2.618 |
1,359.6 |
1.618 |
1,354.6 |
1.000 |
1,351.5 |
0.618 |
1,349.6 |
HIGH |
1,346.5 |
0.618 |
1,344.6 |
0.500 |
1,344.0 |
0.382 |
1,343.4 |
LOW |
1,341.5 |
0.618 |
1,338.4 |
1.000 |
1,336.5 |
1.618 |
1,333.4 |
2.618 |
1,328.4 |
4.250 |
1,320.3 |
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