| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2006 |
28-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
1,655.52 |
1,658.43 |
2.91 |
0.2% |
1,631.48 |
| High |
1,665.61 |
1,663.28 |
-2.33 |
-0.1% |
1,654.40 |
| Low |
1,648.14 |
1,645.20 |
-2.94 |
-0.2% |
1,608.51 |
| Close |
1,655.67 |
1,661.59 |
5.92 |
0.4% |
1,622.37 |
| Range |
17.47 |
18.08 |
0.61 |
3.5% |
45.89 |
| ATR |
22.68 |
22.35 |
-0.33 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,710.93 |
1,704.34 |
1,671.53 |
|
| R3 |
1,692.85 |
1,686.26 |
1,666.56 |
|
| R2 |
1,674.77 |
1,674.77 |
1,664.90 |
|
| R1 |
1,668.18 |
1,668.18 |
1,663.25 |
1,671.48 |
| PP |
1,656.69 |
1,656.69 |
1,656.69 |
1,658.34 |
| S1 |
1,650.10 |
1,650.10 |
1,659.93 |
1,653.40 |
| S2 |
1,638.61 |
1,638.61 |
1,658.28 |
|
| S3 |
1,620.53 |
1,632.02 |
1,656.62 |
|
| S4 |
1,602.45 |
1,613.94 |
1,651.65 |
|
|
| 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 |
1,665.61 |
1,615.14 |
50.47 |
3.0% |
21.35 |
1.3% |
92% |
False |
False |
|
| 10 |
1,665.61 |
1,608.51 |
57.10 |
3.4% |
20.88 |
1.3% |
93% |
False |
False |
|
| 20 |
1,665.61 |
1,558.17 |
107.44 |
6.5% |
20.18 |
1.2% |
96% |
False |
False |
|
| 40 |
1,665.61 |
1,476.48 |
189.13 |
11.4% |
21.49 |
1.3% |
98% |
False |
False |
|
| 60 |
1,665.61 |
1,446.77 |
218.84 |
13.2% |
22.45 |
1.4% |
98% |
False |
False |
|
| 80 |
1,665.61 |
1,446.77 |
218.84 |
13.2% |
23.55 |
1.4% |
98% |
False |
False |
|
| 100 |
1,715.73 |
1,446.77 |
268.96 |
16.2% |
23.72 |
1.4% |
80% |
False |
False |
|
| 120 |
1,741.35 |
1,446.77 |
294.58 |
17.7% |
23.07 |
1.4% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,740.12 |
|
2.618 |
1,710.61 |
|
1.618 |
1,692.53 |
|
1.000 |
1,681.36 |
|
0.618 |
1,674.45 |
|
HIGH |
1,663.28 |
|
0.618 |
1,656.37 |
|
0.500 |
1,654.24 |
|
0.382 |
1,652.11 |
|
LOW |
1,645.20 |
|
0.618 |
1,634.03 |
|
1.000 |
1,627.12 |
|
1.618 |
1,615.95 |
|
2.618 |
1,597.87 |
|
4.250 |
1,568.36 |
|
|