| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2006 |
20-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
6,214.0 |
6,209.5 |
-4.5 |
-0.1% |
6,240.5 |
| High |
6,214.0 |
6,209.5 |
-4.5 |
-0.1% |
6,240.5 |
| Low |
6,214.0 |
6,209.5 |
-4.5 |
-0.1% |
6,209.5 |
| Close |
6,214.0 |
6,209.5 |
-4.5 |
-0.1% |
6,209.5 |
| Range |
|
|
|
|
|
| ATR |
21.9 |
20.6 |
-1.2 |
-5.7% |
0.0 |
| Volume |
500 |
0 |
-500 |
-100.0% |
500 |
|
| Daily Pivots for day following 20-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,209.5 |
6,209.5 |
6,209.5 |
|
| R3 |
6,209.5 |
6,209.5 |
6,209.5 |
|
| R2 |
6,209.5 |
6,209.5 |
6,209.5 |
|
| R1 |
6,209.5 |
6,209.5 |
6,209.5 |
6,209.5 |
| PP |
6,209.5 |
6,209.5 |
6,209.5 |
6,209.5 |
| S1 |
6,209.5 |
6,209.5 |
6,209.5 |
6,209.5 |
| S2 |
6,209.5 |
6,209.5 |
6,209.5 |
|
| S3 |
6,209.5 |
6,209.5 |
6,209.5 |
|
| S4 |
6,209.5 |
6,209.5 |
6,209.5 |
|
|
| Weekly Pivots for week ending 20-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,313.0 |
6,292.0 |
6,226.5 |
|
| R3 |
6,282.0 |
6,261.0 |
6,218.0 |
|
| R2 |
6,251.0 |
6,251.0 |
6,215.0 |
|
| R1 |
6,230.0 |
6,230.0 |
6,212.5 |
6,225.0 |
| PP |
6,220.0 |
6,220.0 |
6,220.0 |
6,217.0 |
| S1 |
6,199.0 |
6,199.0 |
6,206.5 |
6,194.0 |
| S2 |
6,189.0 |
6,189.0 |
6,204.0 |
|
| S3 |
6,158.0 |
6,168.0 |
6,201.0 |
|
| S4 |
6,127.0 |
6,137.0 |
6,192.5 |
|
|
| 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 |
6,209.5 |
31.0 |
0.5% |
0.0 |
0.0% |
0% |
False |
True |
100 |
| 10 |
6,240.5 |
6,087.0 |
153.5 |
2.5% |
0.5 |
0.0% |
80% |
False |
False |
50 |
| 20 |
6,240.5 |
5,868.0 |
372.5 |
6.0% |
0.0 |
0.0% |
92% |
False |
False |
25 |
| 40 |
6,240.5 |
5,868.0 |
372.5 |
6.0% |
0.0 |
0.0% |
92% |
False |
False |
12 |
| 60 |
6,240.5 |
5,868.0 |
372.5 |
6.0% |
0.0 |
0.0% |
92% |
False |
False |
8 |
| 80 |
6,240.5 |
5,740.5 |
500.0 |
8.1% |
0.0 |
0.0% |
94% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,209.5 |
|
2.618 |
6,209.5 |
|
1.618 |
6,209.5 |
|
1.000 |
6,209.5 |
|
0.618 |
6,209.5 |
|
HIGH |
6,209.5 |
|
0.618 |
6,209.5 |
|
0.500 |
6,209.5 |
|
0.382 |
6,209.5 |
|
LOW |
6,209.5 |
|
0.618 |
6,209.5 |
|
1.000 |
6,209.5 |
|
1.618 |
6,209.5 |
|
2.618 |
6,209.5 |
|
4.250 |
6,209.5 |
|
|