Day Change Summary |
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Previous |
Current |
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21-Sep-2006 |
22-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
11,611.67 |
11,532.91 |
-78.76 |
-0.7% |
11,559.97 |
High |
11,630.56 |
11,533.07 |
-97.49 |
-0.8% |
11,630.56 |
Low |
11,501.77 |
11,474.56 |
-27.21 |
-0.2% |
11,474.56 |
Close |
11,533.23 |
11,508.10 |
-25.13 |
-0.2% |
11,508.10 |
Range |
128.79 |
58.51 |
-70.28 |
-54.6% |
156.00 |
ATR |
87.72 |
85.64 |
-2.07 |
-2.4% |
0.00 |
Volume |
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Daily Pivots for day following 22-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,680.77 |
11,652.95 |
11,540.28 |
|
R3 |
11,622.26 |
11,594.44 |
11,524.19 |
|
R2 |
11,563.75 |
11,563.75 |
11,518.83 |
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R1 |
11,535.93 |
11,535.93 |
11,513.46 |
11,520.59 |
PP |
11,505.24 |
11,505.24 |
11,505.24 |
11,497.57 |
S1 |
11,477.42 |
11,477.42 |
11,502.74 |
11,462.08 |
S2 |
11,446.73 |
11,446.73 |
11,497.37 |
|
S3 |
11,388.22 |
11,418.91 |
11,492.01 |
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S4 |
11,329.71 |
11,360.40 |
11,475.92 |
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Weekly Pivots for week ending 22-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,005.74 |
11,912.92 |
11,593.90 |
|
R3 |
11,849.74 |
11,756.92 |
11,551.00 |
|
R2 |
11,693.74 |
11,693.74 |
11,536.70 |
|
R1 |
11,600.92 |
11,600.92 |
11,522.40 |
11,569.33 |
PP |
11,537.74 |
11,537.74 |
11,537.74 |
11,521.95 |
S1 |
11,444.92 |
11,444.92 |
11,493.80 |
11,413.33 |
S2 |
11,381.74 |
11,381.74 |
11,479.50 |
|
S3 |
11,225.74 |
11,288.92 |
11,465.20 |
|
S4 |
11,069.74 |
11,132.92 |
11,422.30 |
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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 |
11,630.56 |
11,474.56 |
156.00 |
1.4% |
83.15 |
0.7% |
22% |
False |
True |
|
10 |
11,630.56 |
11,342.17 |
288.39 |
2.5% |
84.17 |
0.7% |
58% |
False |
False |
|
20 |
11,630.56 |
11,260.28 |
370.28 |
3.2% |
77.41 |
0.7% |
67% |
False |
False |
|
40 |
11,630.56 |
11,042.64 |
587.92 |
5.1% |
89.69 |
0.8% |
79% |
False |
False |
|
60 |
11,630.56 |
10,683.32 |
947.24 |
8.2% |
104.34 |
0.9% |
87% |
False |
False |
|
80 |
11,630.56 |
10,683.32 |
947.24 |
8.2% |
111.25 |
1.0% |
87% |
False |
False |
|
100 |
11,670.19 |
10,683.32 |
986.87 |
8.6% |
111.03 |
1.0% |
84% |
False |
False |
|
120 |
11,670.19 |
10,683.32 |
986.87 |
8.6% |
109.09 |
0.9% |
84% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,781.74 |
2.618 |
11,686.25 |
1.618 |
11,627.74 |
1.000 |
11,591.58 |
0.618 |
11,569.23 |
HIGH |
11,533.07 |
0.618 |
11,510.72 |
0.500 |
11,503.82 |
0.382 |
11,496.91 |
LOW |
11,474.56 |
0.618 |
11,438.40 |
1.000 |
11,416.05 |
1.618 |
11,379.89 |
2.618 |
11,321.38 |
4.250 |
11,225.89 |
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