Day Change Summary |
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Previous |
Current |
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02-Oct-2006 |
03-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
1,352.0 |
1,349.0 |
-3.0 |
-0.2% |
1,338.7 |
High |
1,358.5 |
1,358.5 |
0.0 |
0.0% |
1,361.0 |
Low |
1,352.0 |
1,348.0 |
-4.0 |
-0.3% |
1,332.0 |
Close |
1,351.5 |
1,354.3 |
2.8 |
0.2% |
1,356.5 |
Range |
6.5 |
10.5 |
4.0 |
61.5% |
29.0 |
ATR |
6.6 |
6.9 |
0.3 |
4.2% |
0.0 |
Volume |
46 |
10 |
-36 |
-78.3% |
230 |
|
Daily Pivots for day following 03-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,385.1 |
1,380.2 |
1,360.1 |
|
R3 |
1,374.6 |
1,369.7 |
1,357.2 |
|
R2 |
1,364.1 |
1,364.1 |
1,356.2 |
|
R1 |
1,359.2 |
1,359.2 |
1,355.3 |
1,361.7 |
PP |
1,353.6 |
1,353.6 |
1,353.6 |
1,354.8 |
S1 |
1,348.7 |
1,348.7 |
1,353.3 |
1,351.2 |
S2 |
1,343.1 |
1,343.1 |
1,352.4 |
|
S3 |
1,332.6 |
1,338.2 |
1,351.4 |
|
S4 |
1,322.1 |
1,327.7 |
1,348.5 |
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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 |
1,348.0 |
13.0 |
1.0% |
6.1 |
0.4% |
48% |
False |
True |
51 |
10 |
1,361.0 |
1,332.0 |
29.0 |
2.1% |
7.2 |
0.5% |
77% |
False |
False |
47 |
20 |
1,361.0 |
1,316.9 |
44.1 |
3.3% |
5.1 |
0.4% |
85% |
False |
False |
59 |
40 |
1,361.0 |
1,287.7 |
73.3 |
5.4% |
2.7 |
0.2% |
91% |
False |
False |
63 |
60 |
1,361.0 |
1,262.2 |
98.8 |
7.3% |
2.0 |
0.1% |
93% |
False |
False |
62 |
80 |
1,361.0 |
1,253.3 |
107.7 |
8.0% |
1.6 |
0.1% |
94% |
False |
False |
49 |
100 |
1,361.0 |
1,253.3 |
107.7 |
8.0% |
1.6 |
0.1% |
94% |
False |
False |
41 |
120 |
1,363.8 |
1,253.3 |
110.5 |
8.2% |
1.4 |
0.1% |
91% |
False |
False |
35 |
|
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Fibonacci Retracements and Extensions |
4.250 |
1,403.1 |
2.618 |
1,386.0 |
1.618 |
1,375.5 |
1.000 |
1,369.0 |
0.618 |
1,365.0 |
HIGH |
1,358.5 |
0.618 |
1,354.5 |
0.500 |
1,353.3 |
0.382 |
1,352.0 |
LOW |
1,348.0 |
0.618 |
1,341.5 |
1.000 |
1,337.5 |
1.618 |
1,331.0 |
2.618 |
1,320.5 |
4.250 |
1,303.4 |
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