Day Change Summary |
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Previous |
Current |
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28-Sep-2006 |
29-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
1,336.56 |
1,338.86 |
2.30 |
0.2% |
1,316.70 |
High |
1,340.28 |
1,339.88 |
-0.40 |
0.0% |
1,340.28 |
Low |
1,333.75 |
1,335.64 |
1.89 |
0.1% |
1,311.58 |
Close |
1,339.15 |
1,335.85 |
-3.30 |
-0.2% |
1,335.85 |
Range |
6.53 |
4.24 |
-2.29 |
-35.1% |
28.70 |
ATR |
9.70 |
9.31 |
-0.39 |
-4.0% |
0.00 |
Volume |
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Daily Pivots for day following 29-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,349.84 |
1,347.09 |
1,338.18 |
|
R3 |
1,345.60 |
1,342.85 |
1,337.02 |
|
R2 |
1,341.36 |
1,341.36 |
1,336.63 |
|
R1 |
1,338.61 |
1,338.61 |
1,336.24 |
1,337.87 |
PP |
1,337.12 |
1,337.12 |
1,337.12 |
1,336.75 |
S1 |
1,334.37 |
1,334.37 |
1,335.46 |
1,333.63 |
S2 |
1,332.88 |
1,332.88 |
1,335.07 |
|
S3 |
1,328.64 |
1,330.13 |
1,334.68 |
|
S4 |
1,324.40 |
1,325.89 |
1,333.52 |
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Weekly Pivots for week ending 29-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,415.34 |
1,404.29 |
1,351.64 |
|
R3 |
1,386.64 |
1,375.59 |
1,343.74 |
|
R2 |
1,357.94 |
1,357.94 |
1,341.11 |
|
R1 |
1,346.89 |
1,346.89 |
1,338.48 |
1,352.42 |
PP |
1,329.24 |
1,329.24 |
1,329.24 |
1,332.00 |
S1 |
1,318.19 |
1,318.19 |
1,333.22 |
1,323.72 |
S2 |
1,300.54 |
1,300.54 |
1,330.59 |
|
S3 |
1,271.84 |
1,289.49 |
1,327.96 |
|
S4 |
1,243.14 |
1,260.79 |
1,320.07 |
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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 |
1,340.28 |
1,311.58 |
28.70 |
2.1% |
9.28 |
0.7% |
85% |
False |
False |
|
10 |
1,340.28 |
1,310.94 |
29.34 |
2.2% |
9.28 |
0.7% |
85% |
False |
False |
|
20 |
1,340.28 |
1,290.93 |
49.35 |
3.7% |
9.12 |
0.7% |
91% |
False |
False |
|
40 |
1,340.28 |
1,261.30 |
78.98 |
5.9% |
9.67 |
0.7% |
94% |
False |
False |
|
60 |
1,340.28 |
1,224.54 |
115.74 |
8.7% |
11.09 |
0.8% |
96% |
False |
False |
|
80 |
1,340.28 |
1,219.29 |
120.99 |
9.1% |
11.98 |
0.9% |
96% |
False |
False |
|
100 |
1,340.28 |
1,219.29 |
120.99 |
9.1% |
12.63 |
0.9% |
96% |
False |
False |
|
120 |
1,340.28 |
1,219.29 |
120.99 |
9.1% |
12.28 |
0.9% |
96% |
False |
False |
|
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Fibonacci Retracements and Extensions |
4.250 |
1,357.90 |
2.618 |
1,350.98 |
1.618 |
1,346.74 |
1.000 |
1,344.12 |
0.618 |
1,342.50 |
HIGH |
1,339.88 |
0.618 |
1,338.26 |
0.500 |
1,337.76 |
0.382 |
1,337.26 |
LOW |
1,335.64 |
0.618 |
1,333.02 |
1.000 |
1,331.40 |
1.618 |
1,328.78 |
2.618 |
1,324.54 |
4.250 |
1,317.62 |
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