Day Change Summary |
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Previous |
Current |
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15-Sep-2006 |
18-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
11,528.75 |
11,559.97 |
31.22 |
0.3% |
11,389.87 |
High |
11,613.51 |
11,588.38 |
-25.13 |
-0.2% |
11,613.51 |
Low |
11,528.75 |
11,528.11 |
-0.64 |
0.0% |
11,342.17 |
Close |
11,560.77 |
11,555.00 |
-5.77 |
0.0% |
11,560.77 |
Range |
84.76 |
60.27 |
-24.49 |
-28.9% |
271.34 |
ATR |
86.38 |
84.51 |
-1.86 |
-2.2% |
0.00 |
Volume |
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Daily Pivots for day following 18-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,737.97 |
11,706.76 |
11,588.15 |
|
R3 |
11,677.70 |
11,646.49 |
11,571.57 |
|
R2 |
11,617.43 |
11,617.43 |
11,566.05 |
|
R1 |
11,586.22 |
11,586.22 |
11,560.52 |
11,571.69 |
PP |
11,557.16 |
11,557.16 |
11,557.16 |
11,549.90 |
S1 |
11,525.95 |
11,525.95 |
11,549.48 |
11,511.42 |
S2 |
11,496.89 |
11,496.89 |
11,543.95 |
|
S3 |
11,436.62 |
11,465.68 |
11,538.43 |
|
S4 |
11,376.35 |
11,405.41 |
11,521.85 |
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Weekly Pivots for week ending 15-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,319.50 |
12,211.48 |
11,710.01 |
|
R3 |
12,048.16 |
11,940.14 |
11,635.39 |
|
R2 |
11,776.82 |
11,776.82 |
11,610.52 |
|
R1 |
11,668.80 |
11,668.80 |
11,585.64 |
11,722.81 |
PP |
11,505.48 |
11,505.48 |
11,505.48 |
11,532.49 |
S1 |
11,397.46 |
11,397.46 |
11,535.90 |
11,451.47 |
S2 |
11,234.14 |
11,234.14 |
11,511.02 |
|
S3 |
10,962.80 |
11,126.12 |
11,486.15 |
|
S4 |
10,691.46 |
10,854.78 |
11,411.53 |
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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 |
11,613.51 |
11,395.71 |
217.80 |
1.9% |
81.42 |
0.7% |
73% |
False |
False |
|
10 |
11,613.51 |
11,323.84 |
289.67 |
2.5% |
76.06 |
0.7% |
80% |
False |
False |
|
20 |
11,613.51 |
11,260.28 |
353.23 |
3.1% |
74.98 |
0.6% |
83% |
False |
False |
|
40 |
11,613.51 |
10,868.62 |
744.89 |
6.4% |
94.33 |
0.8% |
92% |
False |
False |
|
60 |
11,613.51 |
10,683.32 |
930.19 |
8.1% |
105.05 |
0.9% |
94% |
False |
False |
|
80 |
11,613.51 |
10,683.32 |
930.19 |
8.1% |
112.47 |
1.0% |
94% |
False |
False |
|
100 |
11,670.19 |
10,683.32 |
986.87 |
8.5% |
111.41 |
1.0% |
88% |
False |
False |
|
120 |
11,670.19 |
10,683.32 |
986.87 |
8.5% |
109.89 |
1.0% |
88% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,844.53 |
2.618 |
11,746.17 |
1.618 |
11,685.90 |
1.000 |
11,648.65 |
0.618 |
11,625.63 |
HIGH |
11,588.38 |
0.618 |
11,565.36 |
0.500 |
11,558.25 |
0.382 |
11,551.13 |
LOW |
11,528.11 |
0.618 |
11,490.86 |
1.000 |
11,467.84 |
1.618 |
11,430.59 |
2.618 |
11,370.32 |
4.250 |
11,271.96 |
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