Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2006 |
25-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
1,336.7 |
1,338.7 |
2.0 |
0.1% |
1,345.5 |
High |
1,336.7 |
1,349.7 |
13.0 |
1.0% |
1,350.0 |
Low |
1,336.7 |
1,332.0 |
-4.7 |
-0.4% |
1,334.5 |
Close |
1,336.7 |
1,346.6 |
9.9 |
0.7% |
1,336.7 |
Range |
0.0 |
17.7 |
17.7 |
|
15.5 |
ATR |
6.2 |
7.0 |
0.8 |
13.4% |
0.0 |
Volume |
41 |
9 |
-32 |
-78.0% |
206 |
|
Daily Pivots for day following 25-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,395.9 |
1,388.9 |
1,356.3 |
|
R3 |
1,378.2 |
1,371.2 |
1,351.5 |
|
R2 |
1,360.5 |
1,360.5 |
1,349.8 |
|
R1 |
1,353.5 |
1,353.5 |
1,348.2 |
1,357.0 |
PP |
1,342.8 |
1,342.8 |
1,342.8 |
1,344.5 |
S1 |
1,335.8 |
1,335.8 |
1,345.0 |
1,339.3 |
S2 |
1,325.1 |
1,325.1 |
1,343.4 |
|
S3 |
1,307.4 |
1,318.1 |
1,341.7 |
|
S4 |
1,289.7 |
1,300.4 |
1,336.9 |
|
|
Weekly Pivots for week ending 22-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,386.9 |
1,377.3 |
1,345.2 |
|
R3 |
1,371.4 |
1,361.8 |
1,341.0 |
|
R2 |
1,355.9 |
1,355.9 |
1,339.5 |
|
R1 |
1,346.3 |
1,346.3 |
1,338.1 |
1,343.4 |
PP |
1,340.4 |
1,340.4 |
1,340.4 |
1,338.9 |
S1 |
1,330.8 |
1,330.8 |
1,335.3 |
1,327.9 |
S2 |
1,324.9 |
1,324.9 |
1,333.9 |
|
S3 |
1,309.4 |
1,315.3 |
1,332.4 |
|
S4 |
1,293.9 |
1,299.8 |
1,328.2 |
|
|
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 |
1,332.0 |
18.0 |
1.3% |
8.5 |
0.6% |
81% |
False |
True |
41 |
10 |
1,350.0 |
1,326.0 |
24.0 |
1.8% |
6.3 |
0.5% |
86% |
False |
False |
53 |
20 |
1,350.0 |
1,316.9 |
33.1 |
2.5% |
3.2 |
0.2% |
90% |
False |
False |
61 |
40 |
1,350.0 |
1,287.7 |
62.3 |
4.6% |
1.8 |
0.1% |
95% |
False |
False |
81 |
60 |
1,350.0 |
1,262.2 |
87.8 |
6.5% |
1.5 |
0.1% |
96% |
False |
False |
58 |
80 |
1,350.0 |
1,253.3 |
96.7 |
7.2% |
1.4 |
0.1% |
96% |
False |
False |
47 |
100 |
1,363.8 |
1,253.3 |
110.5 |
8.2% |
1.3 |
0.1% |
84% |
False |
False |
39 |
120 |
1,363.8 |
1,253.3 |
110.5 |
8.2% |
1.1 |
0.1% |
84% |
False |
False |
32 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,424.9 |
2.618 |
1,396.0 |
1.618 |
1,378.3 |
1.000 |
1,367.4 |
0.618 |
1,360.6 |
HIGH |
1,349.7 |
0.618 |
1,342.9 |
0.500 |
1,340.9 |
0.382 |
1,338.8 |
LOW |
1,332.0 |
0.618 |
1,321.1 |
1.000 |
1,314.3 |
1.618 |
1,303.4 |
2.618 |
1,285.7 |
4.250 |
1,256.8 |
|
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