| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2006 |
12-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
6,132.0 |
6,155.0 |
23.0 |
0.4% |
6,020.5 |
| High |
6,132.0 |
6,155.0 |
23.0 |
0.4% |
6,067.5 |
| Low |
6,132.0 |
6,151.5 |
19.5 |
0.3% |
5,996.5 |
| Close |
6,132.0 |
6,181.0 |
49.0 |
0.8% |
6,067.5 |
| Range |
0.0 |
3.5 |
3.5 |
|
71.0 |
| ATR |
23.9 |
23.8 |
-0.1 |
-0.3% |
0.0 |
| Volume |
0 |
2 |
2 |
|
0 |
|
| Daily Pivots for day following 12-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,173.0 |
6,180.5 |
6,183.0 |
|
| R3 |
6,169.5 |
6,177.0 |
6,182.0 |
|
| R2 |
6,166.0 |
6,166.0 |
6,181.5 |
|
| R1 |
6,173.5 |
6,173.5 |
6,181.5 |
6,170.0 |
| PP |
6,162.5 |
6,162.5 |
6,162.5 |
6,160.5 |
| S1 |
6,170.0 |
6,170.0 |
6,180.5 |
6,166.0 |
| S2 |
6,159.0 |
6,159.0 |
6,180.5 |
|
| S3 |
6,155.5 |
6,166.5 |
6,180.0 |
|
| S4 |
6,152.0 |
6,163.0 |
6,179.0 |
|
|
| Weekly Pivots for week ending 06-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,257.0 |
6,233.0 |
6,106.5 |
|
| R3 |
6,186.0 |
6,162.0 |
6,087.0 |
|
| R2 |
6,115.0 |
6,115.0 |
6,080.5 |
|
| R1 |
6,091.0 |
6,091.0 |
6,074.0 |
6,103.0 |
| PP |
6,044.0 |
6,044.0 |
6,044.0 |
6,050.0 |
| S1 |
6,020.0 |
6,020.0 |
6,061.0 |
6,032.0 |
| S2 |
5,973.0 |
5,973.0 |
6,054.5 |
|
| S3 |
5,902.0 |
5,949.0 |
6,048.0 |
|
| S4 |
5,831.0 |
5,878.0 |
6,028.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,155.0 |
6,067.5 |
87.5 |
1.4% |
0.5 |
0.0% |
130% |
True |
False |
|
| 10 |
6,155.0 |
5,996.5 |
158.5 |
2.6% |
0.5 |
0.0% |
116% |
True |
False |
|
| 20 |
6,155.0 |
5,868.0 |
287.0 |
4.6% |
0.0 |
0.0% |
109% |
True |
False |
|
| 40 |
6,155.0 |
5,868.0 |
287.0 |
4.6% |
0.0 |
0.0% |
109% |
True |
False |
|
| 60 |
6,155.0 |
5,774.0 |
381.0 |
6.2% |
0.0 |
0.0% |
107% |
True |
False |
|
| 80 |
6,155.0 |
5,724.5 |
430.5 |
7.0% |
0.0 |
0.0% |
106% |
True |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,170.0 |
|
2.618 |
6,164.0 |
|
1.618 |
6,160.5 |
|
1.000 |
6,158.5 |
|
0.618 |
6,157.0 |
|
HIGH |
6,155.0 |
|
0.618 |
6,153.5 |
|
0.500 |
6,153.0 |
|
0.382 |
6,153.0 |
|
LOW |
6,151.5 |
|
0.618 |
6,149.5 |
|
1.000 |
6,148.0 |
|
1.618 |
6,146.0 |
|
2.618 |
6,142.5 |
|
4.250 |
6,136.5 |
|
|