Day Change Summary |
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Previous |
Current |
|
|
|
|
18-Sep-2006 |
19-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
1,345.5 |
1,341.3 |
-4.2 |
-0.3% |
1,322.6 |
High |
1,345.5 |
1,342.5 |
-3.0 |
-0.2% |
1,346.5 |
Low |
1,345.5 |
1,334.5 |
-11.0 |
-0.8% |
1,322.6 |
Close |
1,345.5 |
1,341.6 |
-3.9 |
-0.3% |
1,343.4 |
Range |
0.0 |
8.0 |
8.0 |
|
23.9 |
ATR |
5.2 |
5.6 |
0.4 |
7.9% |
0.0 |
Volume |
10 |
10 |
0 |
0.0% |
534 |
|
Daily Pivots for day following 19-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,363.5 |
1,360.6 |
1,346.0 |
|
R3 |
1,355.5 |
1,352.6 |
1,343.8 |
|
R2 |
1,347.5 |
1,347.5 |
1,343.1 |
|
R1 |
1,344.6 |
1,344.6 |
1,342.3 |
1,346.1 |
PP |
1,339.5 |
1,339.5 |
1,339.5 |
1,340.3 |
S1 |
1,336.6 |
1,336.6 |
1,340.9 |
1,338.1 |
S2 |
1,331.5 |
1,331.5 |
1,340.1 |
|
S3 |
1,323.5 |
1,328.6 |
1,339.4 |
|
S4 |
1,315.5 |
1,320.6 |
1,337.2 |
|
|
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 |
1,334.5 |
12.0 |
0.9% |
3.5 |
0.3% |
59% |
False |
True |
50 |
10 |
1,346.5 |
1,316.9 |
29.6 |
2.2% |
3.0 |
0.2% |
83% |
False |
False |
72 |
20 |
1,346.5 |
1,316.9 |
29.6 |
2.2% |
1.5 |
0.1% |
83% |
False |
False |
97 |
40 |
1,346.5 |
1,287.7 |
58.8 |
4.4% |
0.9 |
0.1% |
92% |
False |
False |
78 |
60 |
1,346.5 |
1,262.2 |
84.3 |
6.3% |
1.0 |
0.1% |
94% |
False |
False |
55 |
80 |
1,346.5 |
1,253.3 |
93.2 |
6.9% |
1.0 |
0.1% |
95% |
False |
False |
46 |
100 |
1,363.8 |
1,253.3 |
110.5 |
8.2% |
0.9 |
0.1% |
80% |
False |
False |
37 |
120 |
1,363.8 |
1,253.3 |
110.5 |
8.2% |
1.0 |
0.1% |
80% |
False |
False |
31 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,376.5 |
2.618 |
1,363.4 |
1.618 |
1,355.4 |
1.000 |
1,350.5 |
0.618 |
1,347.4 |
HIGH |
1,342.5 |
0.618 |
1,339.4 |
0.500 |
1,338.5 |
0.382 |
1,337.6 |
LOW |
1,334.5 |
0.618 |
1,329.6 |
1.000 |
1,326.5 |
1.618 |
1,321.6 |
2.618 |
1,313.6 |
4.250 |
1,300.5 |
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