Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2006 |
11-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
1,372.0 |
1,365.0 |
-7.0 |
-0.5% |
1,352.0 |
High |
1,372.0 |
1,372.5 |
0.5 |
0.0% |
1,372.5 |
Low |
1,372.0 |
1,363.0 |
-9.0 |
-0.7% |
1,348.0 |
Close |
1,372.0 |
1,370.4 |
-1.6 |
-0.1% |
1,370.0 |
Range |
0.0 |
9.5 |
9.5 |
|
24.5 |
ATR |
6.8 |
7.0 |
0.2 |
2.9% |
0.0 |
Volume |
3 |
10 |
7 |
233.3% |
158 |
|
Daily Pivots for day following 11-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,397.1 |
1,393.3 |
1,375.6 |
|
R3 |
1,387.6 |
1,383.8 |
1,373.0 |
|
R2 |
1,378.1 |
1,378.1 |
1,372.1 |
|
R1 |
1,374.3 |
1,374.3 |
1,371.3 |
1,376.2 |
PP |
1,368.6 |
1,368.6 |
1,368.6 |
1,369.6 |
S1 |
1,364.8 |
1,364.8 |
1,369.5 |
1,366.7 |
S2 |
1,359.1 |
1,359.1 |
1,368.7 |
|
S3 |
1,349.6 |
1,355.3 |
1,367.8 |
|
S4 |
1,340.1 |
1,345.8 |
1,365.2 |
|
|
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 |
|
|
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 |
1,363.0 |
9.5 |
0.7% |
4.9 |
0.4% |
78% |
True |
True |
22 |
10 |
1,372.5 |
1,348.0 |
24.5 |
1.8% |
6.8 |
0.5% |
91% |
True |
False |
35 |
20 |
1,372.5 |
1,332.0 |
40.5 |
3.0% |
6.5 |
0.5% |
95% |
True |
False |
40 |
40 |
1,372.5 |
1,316.9 |
55.6 |
4.1% |
3.6 |
0.3% |
96% |
True |
False |
64 |
60 |
1,372.5 |
1,266.7 |
105.8 |
7.7% |
2.5 |
0.2% |
98% |
True |
False |
63 |
80 |
1,372.5 |
1,262.2 |
110.3 |
8.0% |
2.1 |
0.2% |
98% |
True |
False |
49 |
100 |
1,372.5 |
1,253.3 |
119.2 |
8.7% |
1.9 |
0.1% |
98% |
True |
False |
42 |
120 |
1,372.5 |
1,253.3 |
119.2 |
8.7% |
1.7 |
0.1% |
98% |
True |
False |
36 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,412.9 |
2.618 |
1,397.4 |
1.618 |
1,387.9 |
1.000 |
1,382.0 |
0.618 |
1,378.4 |
HIGH |
1,372.5 |
0.618 |
1,368.9 |
0.500 |
1,367.8 |
0.382 |
1,366.6 |
LOW |
1,363.0 |
0.618 |
1,357.1 |
1.000 |
1,353.5 |
1.618 |
1,347.6 |
2.618 |
1,338.1 |
4.250 |
1,322.6 |
|
|