| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2006 |
16-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
6,216.0 |
6,240.5 |
24.5 |
0.4% |
6,087.0 |
| High |
6,216.0 |
6,240.5 |
24.5 |
0.4% |
6,216.0 |
| Low |
6,216.0 |
6,240.5 |
24.5 |
0.4% |
6,087.0 |
| Close |
6,216.0 |
6,240.5 |
24.5 |
0.4% |
6,216.0 |
| Range |
|
|
|
|
|
| ATR |
24.6 |
24.6 |
0.0 |
0.0% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,240.5 |
6,240.5 |
6,240.5 |
|
| R3 |
6,240.5 |
6,240.5 |
6,240.5 |
|
| R2 |
6,240.5 |
6,240.5 |
6,240.5 |
|
| R1 |
6,240.5 |
6,240.5 |
6,240.5 |
6,240.5 |
| PP |
6,240.5 |
6,240.5 |
6,240.5 |
6,240.5 |
| S1 |
6,240.5 |
6,240.5 |
6,240.5 |
6,240.5 |
| S2 |
6,240.5 |
6,240.5 |
6,240.5 |
|
| S3 |
6,240.5 |
6,240.5 |
6,240.5 |
|
| S4 |
6,240.5 |
6,240.5 |
6,240.5 |
|
|
| Weekly Pivots for week ending 13-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,560.0 |
6,517.0 |
6,287.0 |
|
| R3 |
6,431.0 |
6,388.0 |
6,251.5 |
|
| R2 |
6,302.0 |
6,302.0 |
6,239.5 |
|
| R1 |
6,259.0 |
6,259.0 |
6,228.0 |
6,280.5 |
| PP |
6,173.0 |
6,173.0 |
6,173.0 |
6,184.0 |
| S1 |
6,130.0 |
6,130.0 |
6,204.0 |
6,151.5 |
| S2 |
6,044.0 |
6,044.0 |
6,192.5 |
|
| S3 |
5,915.0 |
6,001.0 |
6,180.5 |
|
| S4 |
5,786.0 |
5,872.0 |
6,145.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,240.5 |
6,132.0 |
108.5 |
1.7% |
0.5 |
0.0% |
100% |
True |
False |
|
| 10 |
6,240.5 |
5,996.5 |
244.0 |
3.9% |
0.5 |
0.0% |
100% |
True |
False |
|
| 20 |
6,240.5 |
5,868.0 |
372.5 |
6.0% |
0.0 |
0.0% |
100% |
True |
False |
|
| 40 |
6,240.5 |
5,868.0 |
372.5 |
6.0% |
0.0 |
0.0% |
100% |
True |
False |
|
| 60 |
6,240.5 |
5,868.0 |
372.5 |
6.0% |
0.0 |
0.0% |
100% |
True |
False |
|
| 80 |
6,240.5 |
5,724.5 |
516.0 |
8.3% |
0.0 |
0.0% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,240.5 |
|
2.618 |
6,240.5 |
|
1.618 |
6,240.5 |
|
1.000 |
6,240.5 |
|
0.618 |
6,240.5 |
|
HIGH |
6,240.5 |
|
0.618 |
6,240.5 |
|
0.500 |
6,240.5 |
|
0.382 |
6,240.5 |
|
LOW |
6,240.5 |
|
0.618 |
6,240.5 |
|
1.000 |
6,240.5 |
|
1.618 |
6,240.5 |
|
2.618 |
6,240.5 |
|
4.250 |
6,240.5 |
|
|