| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2006 |
11-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
1,693.22 |
1,686.41 |
-6.81 |
-0.4% |
1,650.32 |
| High |
1,698.26 |
1,701.58 |
3.32 |
0.2% |
1,690.80 |
| Low |
1,681.44 |
1,675.98 |
-5.46 |
-0.3% |
1,623.07 |
| Close |
1,693.29 |
1,691.28 |
-2.01 |
-0.1% |
1,684.88 |
| Range |
16.82 |
25.60 |
8.78 |
52.2% |
67.73 |
| ATR |
21.54 |
21.83 |
0.29 |
1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,766.41 |
1,754.45 |
1,705.36 |
|
| R3 |
1,740.81 |
1,728.85 |
1,698.32 |
|
| R2 |
1,715.21 |
1,715.21 |
1,695.97 |
|
| R1 |
1,703.25 |
1,703.25 |
1,693.63 |
1,709.23 |
| PP |
1,689.61 |
1,689.61 |
1,689.61 |
1,692.61 |
| S1 |
1,677.65 |
1,677.65 |
1,688.93 |
1,683.63 |
| S2 |
1,664.01 |
1,664.01 |
1,686.59 |
|
| S3 |
1,638.41 |
1,652.05 |
1,684.24 |
|
| S4 |
1,612.81 |
1,626.45 |
1,677.20 |
|
|
| Weekly Pivots for week ending 06-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,869.44 |
1,844.89 |
1,722.13 |
|
| R3 |
1,801.71 |
1,777.16 |
1,703.51 |
|
| R2 |
1,733.98 |
1,733.98 |
1,697.30 |
|
| R1 |
1,709.43 |
1,709.43 |
1,691.09 |
1,721.71 |
| PP |
1,666.25 |
1,666.25 |
1,666.25 |
1,672.39 |
| S1 |
1,641.70 |
1,641.70 |
1,678.67 |
1,653.98 |
| S2 |
1,598.52 |
1,598.52 |
1,672.46 |
|
| S3 |
1,530.79 |
1,573.97 |
1,666.25 |
|
| S4 |
1,463.06 |
1,506.24 |
1,647.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,701.58 |
1,675.98 |
25.60 |
1.5% |
17.15 |
1.0% |
60% |
True |
True |
|
| 10 |
1,701.58 |
1,623.07 |
78.51 |
4.6% |
21.10 |
1.2% |
87% |
True |
False |
|
| 20 |
1,701.58 |
1,608.51 |
93.07 |
5.5% |
20.65 |
1.2% |
89% |
True |
False |
|
| 40 |
1,701.58 |
1,539.59 |
161.99 |
9.6% |
20.58 |
1.2% |
94% |
True |
False |
|
| 60 |
1,701.58 |
1,450.24 |
251.34 |
14.9% |
21.85 |
1.3% |
96% |
True |
False |
|
| 80 |
1,701.58 |
1,446.77 |
254.81 |
15.1% |
22.78 |
1.3% |
96% |
True |
False |
|
| 100 |
1,701.58 |
1,446.77 |
254.81 |
15.1% |
23.64 |
1.4% |
96% |
True |
False |
|
| 120 |
1,727.79 |
1,446.77 |
281.02 |
16.6% |
22.98 |
1.4% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,810.38 |
|
2.618 |
1,768.60 |
|
1.618 |
1,743.00 |
|
1.000 |
1,727.18 |
|
0.618 |
1,717.40 |
|
HIGH |
1,701.58 |
|
0.618 |
1,691.80 |
|
0.500 |
1,688.78 |
|
0.382 |
1,685.76 |
|
LOW |
1,675.98 |
|
0.618 |
1,660.16 |
|
1.000 |
1,650.38 |
|
1.618 |
1,634.56 |
|
2.618 |
1,608.96 |
|
4.250 |
1,567.18 |
|
|