| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2006 |
05-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
1,637.36 |
1,680.06 |
42.70 |
2.6% |
1,631.34 |
| High |
1,681.14 |
1,690.41 |
9.27 |
0.6% |
1,666.03 |
| Low |
1,634.23 |
1,676.08 |
41.85 |
2.6% |
1,615.14 |
| Close |
1,681.14 |
1,689.43 |
8.29 |
0.5% |
1,654.13 |
| Range |
46.91 |
14.33 |
-32.58 |
-69.5% |
50.89 |
| ATR |
23.74 |
23.07 |
-0.67 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,728.30 |
1,723.19 |
1,697.31 |
|
| R3 |
1,713.97 |
1,708.86 |
1,693.37 |
|
| R2 |
1,699.64 |
1,699.64 |
1,692.06 |
|
| R1 |
1,694.53 |
1,694.53 |
1,690.74 |
1,697.09 |
| PP |
1,685.31 |
1,685.31 |
1,685.31 |
1,686.58 |
| S1 |
1,680.20 |
1,680.20 |
1,688.12 |
1,682.76 |
| S2 |
1,670.98 |
1,670.98 |
1,686.80 |
|
| S3 |
1,656.65 |
1,665.87 |
1,685.49 |
|
| S4 |
1,642.32 |
1,651.54 |
1,681.55 |
|
|
| Weekly Pivots for week ending 29-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,797.77 |
1,776.84 |
1,682.12 |
|
| R3 |
1,746.88 |
1,725.95 |
1,668.12 |
|
| R2 |
1,695.99 |
1,695.99 |
1,663.46 |
|
| R1 |
1,675.06 |
1,675.06 |
1,658.79 |
1,685.53 |
| PP |
1,645.10 |
1,645.10 |
1,645.10 |
1,650.33 |
| S1 |
1,624.17 |
1,624.17 |
1,649.47 |
1,634.64 |
| S2 |
1,594.21 |
1,594.21 |
1,644.80 |
|
| S3 |
1,543.32 |
1,573.28 |
1,640.14 |
|
| S4 |
1,492.43 |
1,522.39 |
1,626.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,690.41 |
1,623.07 |
67.34 |
4.0% |
24.30 |
1.4% |
99% |
True |
False |
|
| 10 |
1,690.41 |
1,615.14 |
75.27 |
4.5% |
22.83 |
1.4% |
99% |
True |
False |
|
| 20 |
1,690.41 |
1,558.17 |
132.24 |
7.8% |
21.72 |
1.3% |
99% |
True |
False |
|
| 40 |
1,690.41 |
1,478.20 |
212.21 |
12.6% |
20.84 |
1.2% |
100% |
True |
False |
|
| 60 |
1,690.41 |
1,446.77 |
243.64 |
14.4% |
22.30 |
1.3% |
100% |
True |
False |
|
| 80 |
1,690.41 |
1,446.77 |
243.64 |
14.4% |
23.15 |
1.4% |
100% |
True |
False |
|
| 100 |
1,690.41 |
1,446.77 |
243.64 |
14.4% |
23.90 |
1.4% |
100% |
True |
False |
|
| 120 |
1,741.35 |
1,446.77 |
294.58 |
17.4% |
23.20 |
1.4% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,751.31 |
|
2.618 |
1,727.93 |
|
1.618 |
1,713.60 |
|
1.000 |
1,704.74 |
|
0.618 |
1,699.27 |
|
HIGH |
1,690.41 |
|
0.618 |
1,684.94 |
|
0.500 |
1,683.25 |
|
0.382 |
1,681.55 |
|
LOW |
1,676.08 |
|
0.618 |
1,667.22 |
|
1.000 |
1,661.75 |
|
1.618 |
1,652.89 |
|
2.618 |
1,638.56 |
|
4.250 |
1,615.18 |
|
|