Day Change Summary |
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Previous |
Current |
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05-Oct-2006 |
06-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
1,368.7 |
1,365.5 |
-3.2 |
-0.2% |
1,352.0 |
High |
1,372.5 |
1,371.0 |
-1.5 |
-0.1% |
1,372.5 |
Low |
1,368.5 |
1,365.0 |
-3.5 |
-0.3% |
1,348.0 |
Close |
1,372.0 |
1,370.0 |
-2.0 |
-0.1% |
1,370.0 |
Range |
4.0 |
6.0 |
2.0 |
50.0% |
24.5 |
ATR |
7.4 |
7.4 |
0.0 |
-0.4% |
0.0 |
Volume |
19 |
61 |
42 |
221.1% |
158 |
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Daily Pivots for day following 06-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,386.7 |
1,384.3 |
1,373.3 |
|
R3 |
1,380.7 |
1,378.3 |
1,371.7 |
|
R2 |
1,374.7 |
1,374.7 |
1,371.1 |
|
R1 |
1,372.3 |
1,372.3 |
1,370.6 |
1,373.5 |
PP |
1,368.7 |
1,368.7 |
1,368.7 |
1,369.3 |
S1 |
1,366.3 |
1,366.3 |
1,369.5 |
1,367.5 |
S2 |
1,362.7 |
1,362.7 |
1,368.9 |
|
S3 |
1,356.7 |
1,360.3 |
1,368.4 |
|
S4 |
1,350.7 |
1,354.3 |
1,366.7 |
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Weekly Pivots for week ending 06-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,437.0 |
1,428.0 |
1,383.5 |
|
R3 |
1,412.5 |
1,403.5 |
1,376.7 |
|
R2 |
1,388.0 |
1,388.0 |
1,374.5 |
|
R1 |
1,379.0 |
1,379.0 |
1,372.2 |
1,383.5 |
PP |
1,363.5 |
1,363.5 |
1,363.5 |
1,365.8 |
S1 |
1,354.5 |
1,354.5 |
1,367.8 |
1,359.0 |
S2 |
1,339.0 |
1,339.0 |
1,365.5 |
|
S3 |
1,314.5 |
1,330.0 |
1,363.3 |
|
S4 |
1,290.0 |
1,305.5 |
1,356.5 |
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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 |
1,372.5 |
1,348.0 |
24.5 |
1.8% |
8.8 |
0.6% |
90% |
False |
False |
31 |
10 |
1,372.5 |
1,332.0 |
40.5 |
3.0% |
8.2 |
0.6% |
94% |
False |
False |
38 |
20 |
1,372.5 |
1,322.6 |
49.9 |
3.6% |
6.4 |
0.5% |
95% |
False |
False |
56 |
40 |
1,372.5 |
1,287.7 |
84.8 |
6.2% |
3.4 |
0.2% |
97% |
False |
False |
64 |
60 |
1,372.5 |
1,262.2 |
110.3 |
8.1% |
2.2 |
0.2% |
98% |
False |
False |
64 |
80 |
1,372.5 |
1,262.2 |
110.3 |
8.1% |
1.9 |
0.1% |
98% |
False |
False |
48 |
100 |
1,372.5 |
1,253.3 |
119.2 |
8.7% |
1.8 |
0.1% |
98% |
False |
False |
42 |
120 |
1,372.5 |
1,253.3 |
119.2 |
8.7% |
1.6 |
0.1% |
98% |
False |
False |
35 |
|
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Fibonacci Retracements and Extensions |
4.250 |
1,396.5 |
2.618 |
1,386.7 |
1.618 |
1,380.7 |
1.000 |
1,377.0 |
0.618 |
1,374.7 |
HIGH |
1,371.0 |
0.618 |
1,368.7 |
0.500 |
1,368.0 |
0.382 |
1,367.3 |
LOW |
1,365.0 |
0.618 |
1,361.3 |
1.000 |
1,359.0 |
1.618 |
1,355.3 |
2.618 |
1,349.3 |
4.250 |
1,339.5 |
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