| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2006 |
06-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
12,096 |
12,088 |
-8 |
-0.1% |
11,905 |
| High |
12,096 |
12,088 |
-8 |
-0.1% |
12,096 |
| Low |
12,096 |
12,088 |
-8 |
-0.1% |
11,905 |
| Close |
12,096 |
12,088 |
-8 |
-0.1% |
12,088 |
| Range |
|
|
|
|
|
| ATR |
45 |
42 |
-3 |
-5.9% |
0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,088 |
12,088 |
12,088 |
|
| R3 |
12,088 |
12,088 |
12,088 |
|
| R2 |
12,088 |
12,088 |
12,088 |
|
| R1 |
12,088 |
12,088 |
12,088 |
12,088 |
| PP |
12,088 |
12,088 |
12,088 |
12,088 |
| S1 |
12,088 |
12,088 |
12,088 |
12,088 |
| S2 |
12,088 |
12,088 |
12,088 |
|
| S3 |
12,088 |
12,088 |
12,088 |
|
| S4 |
12,088 |
12,088 |
12,088 |
|
|
| Weekly Pivots for week ending 06-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,603 |
12,536 |
12,193 |
|
| R3 |
12,412 |
12,345 |
12,141 |
|
| R2 |
12,221 |
12,221 |
12,123 |
|
| R1 |
12,154 |
12,154 |
12,106 |
12,188 |
| PP |
12,030 |
12,030 |
12,030 |
12,046 |
| S1 |
11,963 |
11,963 |
12,071 |
11,997 |
| S2 |
11,839 |
11,839 |
12,053 |
|
| S3 |
11,648 |
11,772 |
12,036 |
|
| S4 |
11,457 |
11,581 |
11,983 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,096 |
11,905 |
191 |
1.6% |
0 |
0.0% |
96% |
False |
False |
|
| 10 |
12,096 |
11,818 |
278 |
2.3% |
0 |
0.0% |
97% |
False |
False |
|
| 20 |
12,096 |
11,617 |
479 |
4.0% |
0 |
0.0% |
98% |
False |
False |
|
| 40 |
12,096 |
11,342 |
754 |
6.2% |
0 |
0.0% |
99% |
False |
False |
|
| 60 |
12,096 |
11,005 |
1,091 |
9.0% |
0 |
0.0% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,088 |
|
2.618 |
12,088 |
|
1.618 |
12,088 |
|
1.000 |
12,088 |
|
0.618 |
12,088 |
|
HIGH |
12,088 |
|
0.618 |
12,088 |
|
0.500 |
12,088 |
|
0.382 |
12,088 |
|
LOW |
12,088 |
|
0.618 |
12,088 |
|
1.000 |
12,088 |
|
1.618 |
12,088 |
|
2.618 |
12,088 |
|
4.250 |
12,088 |
|
|