Day Change Summary |
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Previous |
Current |
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|
|
|
20-Sep-2006 |
21-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
1,347.5 |
1,345.0 |
-2.5 |
-0.2% |
1,322.6 |
High |
1,349.0 |
1,350.0 |
1.0 |
0.1% |
1,346.5 |
Low |
1,345.0 |
1,337.0 |
-8.0 |
-0.6% |
1,322.6 |
Close |
1,347.6 |
1,341.3 |
-6.3 |
-0.5% |
1,343.4 |
Range |
4.0 |
13.0 |
9.0 |
225.0% |
23.9 |
ATR |
5.8 |
6.3 |
0.5 |
9.0% |
0.0 |
Volume |
125 |
20 |
-105 |
-84.0% |
534 |
|
Daily Pivots for day following 21-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,381.8 |
1,374.5 |
1,348.5 |
|
R3 |
1,368.8 |
1,361.5 |
1,344.9 |
|
R2 |
1,355.8 |
1,355.8 |
1,343.7 |
|
R1 |
1,348.5 |
1,348.5 |
1,342.5 |
1,345.7 |
PP |
1,342.8 |
1,342.8 |
1,342.8 |
1,341.3 |
S1 |
1,335.5 |
1,335.5 |
1,340.1 |
1,332.7 |
S2 |
1,329.8 |
1,329.8 |
1,338.9 |
|
S3 |
1,316.8 |
1,322.5 |
1,337.7 |
|
S4 |
1,303.8 |
1,309.5 |
1,334.2 |
|
|
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 |
1,350.0 |
1,334.5 |
15.5 |
1.2% |
6.0 |
0.4% |
44% |
True |
False |
36 |
10 |
1,350.0 |
1,321.5 |
28.5 |
2.1% |
4.6 |
0.3% |
69% |
True |
False |
87 |
20 |
1,350.0 |
1,316.9 |
33.1 |
2.5% |
2.3 |
0.2% |
74% |
True |
False |
104 |
40 |
1,350.0 |
1,287.7 |
62.3 |
4.6% |
1.3 |
0.1% |
86% |
True |
False |
80 |
60 |
1,350.0 |
1,262.2 |
87.8 |
6.5% |
1.2 |
0.1% |
90% |
True |
False |
57 |
80 |
1,350.0 |
1,253.3 |
96.7 |
7.2% |
1.2 |
0.1% |
91% |
True |
False |
47 |
100 |
1,363.8 |
1,253.3 |
110.5 |
8.2% |
1.1 |
0.1% |
80% |
False |
False |
38 |
120 |
1,363.8 |
1,253.3 |
110.5 |
8.2% |
1.0 |
0.1% |
80% |
False |
False |
32 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,405.3 |
2.618 |
1,384.0 |
1.618 |
1,371.0 |
1.000 |
1,363.0 |
0.618 |
1,358.0 |
HIGH |
1,350.0 |
0.618 |
1,345.0 |
0.500 |
1,343.5 |
0.382 |
1,342.0 |
LOW |
1,337.0 |
0.618 |
1,329.0 |
1.000 |
1,324.0 |
1.618 |
1,316.0 |
2.618 |
1,303.0 |
4.250 |
1,281.8 |
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