Day Change Summary |
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Previous |
Current |
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|
|
|
15-Sep-2006 |
18-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
1,344.0 |
1,345.5 |
1.5 |
0.1% |
1,322.6 |
High |
1,346.5 |
1,345.5 |
-1.0 |
-0.1% |
1,346.5 |
Low |
1,341.5 |
1,345.5 |
4.0 |
0.3% |
1,322.6 |
Close |
1,343.4 |
1,345.5 |
2.1 |
0.2% |
1,343.4 |
Range |
5.0 |
0.0 |
-5.0 |
-100.0% |
23.9 |
ATR |
5.5 |
5.2 |
-0.2 |
-4.4% |
0.0 |
Volume |
19 |
10 |
-9 |
-47.4% |
534 |
|
Daily Pivots for day following 18-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,345.5 |
1,345.5 |
1,345.5 |
|
R3 |
1,345.5 |
1,345.5 |
1,345.5 |
|
R2 |
1,345.5 |
1,345.5 |
1,345.5 |
|
R1 |
1,345.5 |
1,345.5 |
1,345.5 |
1,345.5 |
PP |
1,345.5 |
1,345.5 |
1,345.5 |
1,345.5 |
S1 |
1,345.5 |
1,345.5 |
1,345.5 |
1,345.5 |
S2 |
1,345.5 |
1,345.5 |
1,345.5 |
|
S3 |
1,345.5 |
1,345.5 |
1,345.5 |
|
S4 |
1,345.5 |
1,345.5 |
1,345.5 |
|
|
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 |
1,326.0 |
20.5 |
1.5% |
4.1 |
0.3% |
95% |
False |
False |
65 |
10 |
1,346.5 |
1,316.9 |
29.6 |
2.2% |
2.2 |
0.2% |
97% |
False |
False |
71 |
20 |
1,346.5 |
1,316.9 |
29.6 |
2.2% |
1.1 |
0.1% |
97% |
False |
False |
96 |
40 |
1,346.5 |
1,287.7 |
58.8 |
4.4% |
0.7 |
0.1% |
98% |
False |
False |
79 |
60 |
1,346.5 |
1,262.2 |
84.3 |
6.3% |
0.8 |
0.1% |
99% |
False |
False |
55 |
80 |
1,346.5 |
1,253.3 |
93.2 |
6.9% |
0.9 |
0.1% |
99% |
False |
False |
45 |
100 |
1,363.8 |
1,253.3 |
110.5 |
8.2% |
0.9 |
0.1% |
83% |
False |
False |
37 |
120 |
1,363.8 |
1,253.3 |
110.5 |
8.2% |
0.9 |
0.1% |
83% |
False |
False |
31 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,345.5 |
2.618 |
1,345.5 |
1.618 |
1,345.5 |
1.000 |
1,345.5 |
0.618 |
1,345.5 |
HIGH |
1,345.5 |
0.618 |
1,345.5 |
0.500 |
1,345.5 |
0.382 |
1,345.5 |
LOW |
1,345.5 |
0.618 |
1,345.5 |
1.000 |
1,345.5 |
1.618 |
1,345.5 |
2.618 |
1,345.5 |
4.250 |
1,345.5 |
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