Day Change Summary |
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Previous |
Current |
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29-Sep-2006 |
02-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
1,358.5 |
1,352.0 |
-6.5 |
-0.5% |
1,338.7 |
High |
1,359.4 |
1,358.5 |
-0.9 |
-0.1% |
1,361.0 |
Low |
1,356.4 |
1,352.0 |
-4.4 |
-0.3% |
1,332.0 |
Close |
1,356.5 |
1,351.5 |
-5.0 |
-0.4% |
1,356.5 |
Range |
3.0 |
6.5 |
3.5 |
116.7% |
29.0 |
ATR |
6.6 |
6.6 |
0.0 |
-0.2% |
0.0 |
Volume |
86 |
46 |
-40 |
-46.5% |
230 |
|
Daily Pivots for day following 02-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,373.5 |
1,369.0 |
1,355.1 |
|
R3 |
1,367.0 |
1,362.5 |
1,353.3 |
|
R2 |
1,360.5 |
1,360.5 |
1,352.7 |
|
R1 |
1,356.0 |
1,356.0 |
1,352.1 |
1,355.0 |
PP |
1,354.0 |
1,354.0 |
1,354.0 |
1,353.5 |
S1 |
1,349.5 |
1,349.5 |
1,350.9 |
1,348.5 |
S2 |
1,347.5 |
1,347.5 |
1,350.3 |
|
S3 |
1,341.0 |
1,343.0 |
1,349.7 |
|
S4 |
1,334.5 |
1,336.5 |
1,347.9 |
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|
Weekly Pivots for week ending 29-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,436.8 |
1,425.7 |
1,372.5 |
|
R3 |
1,407.8 |
1,396.7 |
1,364.5 |
|
R2 |
1,378.8 |
1,378.8 |
1,361.8 |
|
R1 |
1,367.7 |
1,367.7 |
1,359.2 |
1,373.3 |
PP |
1,349.8 |
1,349.8 |
1,349.8 |
1,352.6 |
S1 |
1,338.7 |
1,338.7 |
1,353.8 |
1,344.3 |
S2 |
1,320.8 |
1,320.8 |
1,351.2 |
|
S3 |
1,291.8 |
1,309.7 |
1,348.5 |
|
S4 |
1,262.8 |
1,280.7 |
1,340.6 |
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|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,361.0 |
1,350.0 |
11.0 |
0.8% |
5.3 |
0.4% |
14% |
False |
False |
53 |
10 |
1,361.0 |
1,332.0 |
29.0 |
2.1% |
6.9 |
0.5% |
67% |
False |
False |
47 |
20 |
1,361.0 |
1,316.9 |
44.1 |
3.3% |
4.5 |
0.3% |
78% |
False |
False |
59 |
40 |
1,361.0 |
1,287.7 |
73.3 |
5.4% |
2.4 |
0.2% |
87% |
False |
False |
63 |
60 |
1,361.0 |
1,262.2 |
98.8 |
7.3% |
2.0 |
0.1% |
90% |
False |
False |
62 |
80 |
1,361.0 |
1,253.3 |
107.7 |
8.0% |
1.5 |
0.1% |
91% |
False |
False |
48 |
100 |
1,361.0 |
1,253.3 |
107.7 |
8.0% |
1.5 |
0.1% |
91% |
False |
False |
41 |
120 |
1,363.8 |
1,253.3 |
110.5 |
8.2% |
1.3 |
0.1% |
89% |
False |
False |
35 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,386.1 |
2.618 |
1,375.5 |
1.618 |
1,369.0 |
1.000 |
1,365.0 |
0.618 |
1,362.5 |
HIGH |
1,358.5 |
0.618 |
1,356.0 |
0.500 |
1,355.3 |
0.382 |
1,354.5 |
LOW |
1,352.0 |
0.618 |
1,348.0 |
1.000 |
1,345.5 |
1.618 |
1,341.5 |
2.618 |
1,335.0 |
4.250 |
1,324.4 |
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