| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2006 |
26-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
1,631.34 |
1,649.82 |
18.48 |
1.1% |
1,631.48 |
| High |
1,653.86 |
1,659.60 |
5.74 |
0.3% |
1,654.40 |
| Low |
1,615.14 |
1,644.29 |
29.15 |
1.8% |
1,608.51 |
| Close |
1,650.37 |
1,659.20 |
8.83 |
0.5% |
1,622.37 |
| Range |
38.72 |
15.31 |
-23.41 |
-60.5% |
45.89 |
| ATR |
23.68 |
23.08 |
-0.60 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,700.29 |
1,695.06 |
1,667.62 |
|
| R3 |
1,684.98 |
1,679.75 |
1,663.41 |
|
| R2 |
1,669.67 |
1,669.67 |
1,662.01 |
|
| R1 |
1,664.44 |
1,664.44 |
1,660.60 |
1,667.06 |
| PP |
1,654.36 |
1,654.36 |
1,654.36 |
1,655.67 |
| S1 |
1,649.13 |
1,649.13 |
1,657.80 |
1,651.75 |
| S2 |
1,639.05 |
1,639.05 |
1,656.39 |
|
| S3 |
1,623.74 |
1,633.82 |
1,654.99 |
|
| S4 |
1,608.43 |
1,618.51 |
1,650.78 |
|
|
| Weekly Pivots for week ending 22-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,766.10 |
1,740.12 |
1,647.61 |
|
| R3 |
1,720.21 |
1,694.23 |
1,634.99 |
|
| R2 |
1,674.32 |
1,674.32 |
1,630.78 |
|
| R1 |
1,648.34 |
1,648.34 |
1,626.58 |
1,638.39 |
| PP |
1,628.43 |
1,628.43 |
1,628.43 |
1,623.45 |
| S1 |
1,602.45 |
1,602.45 |
1,618.16 |
1,592.50 |
| S2 |
1,582.54 |
1,582.54 |
1,613.96 |
|
| S3 |
1,536.65 |
1,556.56 |
1,609.75 |
|
| S4 |
1,490.76 |
1,510.67 |
1,597.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,659.60 |
1,615.14 |
44.46 |
2.7% |
21.59 |
1.3% |
99% |
True |
False |
|
| 10 |
1,659.60 |
1,608.51 |
51.09 |
3.1% |
19.82 |
1.2% |
99% |
True |
False |
|
| 20 |
1,659.60 |
1,552.40 |
107.20 |
6.5% |
20.24 |
1.2% |
100% |
True |
False |
|
| 40 |
1,659.60 |
1,476.06 |
183.54 |
11.1% |
21.66 |
1.3% |
100% |
True |
False |
|
| 60 |
1,659.60 |
1,446.77 |
212.83 |
12.8% |
22.64 |
1.4% |
100% |
True |
False |
|
| 80 |
1,659.60 |
1,446.77 |
212.83 |
12.8% |
23.79 |
1.4% |
100% |
True |
False |
|
| 100 |
1,721.13 |
1,446.77 |
274.36 |
16.5% |
23.55 |
1.4% |
77% |
False |
False |
|
| 120 |
1,750.23 |
1,446.77 |
303.46 |
18.3% |
23.18 |
1.4% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,724.67 |
|
2.618 |
1,699.68 |
|
1.618 |
1,684.37 |
|
1.000 |
1,674.91 |
|
0.618 |
1,669.06 |
|
HIGH |
1,659.60 |
|
0.618 |
1,653.75 |
|
0.500 |
1,651.95 |
|
0.382 |
1,650.14 |
|
LOW |
1,644.29 |
|
0.618 |
1,634.83 |
|
1.000 |
1,628.98 |
|
1.618 |
1,619.52 |
|
2.618 |
1,604.21 |
|
4.250 |
1,579.22 |
|
|