| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2006 |
22-Feb-2006 |
Change |
Change % |
Previous Week |
| Open |
11,115.48 |
11,065.29 |
-50.19 |
-0.5% |
10,915.21 |
| High |
11,140.77 |
11,159.18 |
18.41 |
0.2% |
11,131.95 |
| Low |
11,050.81 |
11,060.33 |
9.52 |
0.1% |
10,849.89 |
| Close |
11,069.06 |
11,137.17 |
68.11 |
0.6% |
11,115.32 |
| Range |
89.96 |
98.85 |
8.89 |
9.9% |
282.06 |
| ATR |
91.45 |
91.98 |
0.53 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Feb-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,415.44 |
11,375.16 |
11,191.54 |
|
| R3 |
11,316.59 |
11,276.31 |
11,164.35 |
|
| R2 |
11,217.74 |
11,217.74 |
11,155.29 |
|
| R1 |
11,177.46 |
11,177.46 |
11,146.23 |
11,197.60 |
| PP |
11,118.89 |
11,118.89 |
11,118.89 |
11,128.97 |
| S1 |
11,078.61 |
11,078.61 |
11,128.11 |
11,098.75 |
| S2 |
11,020.04 |
11,020.04 |
11,119.05 |
|
| S3 |
10,921.19 |
10,979.76 |
11,109.99 |
|
| S4 |
10,822.34 |
10,880.91 |
11,082.80 |
|
|
| Weekly Pivots for week ending 17-Feb-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,878.57 |
11,779.00 |
11,270.45 |
|
| R3 |
11,596.51 |
11,496.94 |
11,192.89 |
|
| R2 |
11,314.45 |
11,314.45 |
11,167.03 |
|
| R1 |
11,214.88 |
11,214.88 |
11,141.18 |
11,264.67 |
| PP |
11,032.39 |
11,032.39 |
11,032.39 |
11,057.28 |
| S1 |
10,932.82 |
10,932.82 |
11,089.46 |
10,982.61 |
| S2 |
10,750.33 |
10,750.33 |
11,063.61 |
|
| S3 |
10,468.27 |
10,650.76 |
11,037.75 |
|
| S4 |
10,186.21 |
10,368.70 |
10,960.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,159.18 |
10,989.72 |
169.46 |
1.5% |
79.29 |
0.7% |
87% |
True |
False |
|
| 10 |
11,159.18 |
10,740.63 |
418.55 |
3.8% |
98.95 |
0.9% |
95% |
True |
False |
|
| 20 |
11,159.18 |
10,672.60 |
486.58 |
4.4% |
93.86 |
0.8% |
95% |
True |
False |
|
| 40 |
11,159.18 |
10,661.15 |
498.03 |
4.5% |
89.14 |
0.8% |
96% |
True |
False |
|
| 60 |
11,159.18 |
10,661.15 |
498.03 |
4.5% |
87.95 |
0.8% |
96% |
True |
False |
|
| 80 |
11,159.18 |
10,230.00 |
929.18 |
8.3% |
87.07 |
0.8% |
98% |
True |
False |
|
| 100 |
11,159.18 |
10,156.50 |
1,002.68 |
9.0% |
92.16 |
0.8% |
98% |
True |
False |
|
| 120 |
11,159.18 |
10,156.50 |
1,002.68 |
9.0% |
92.11 |
0.8% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,579.29 |
|
2.618 |
11,417.97 |
|
1.618 |
11,319.12 |
|
1.000 |
11,258.03 |
|
0.618 |
11,220.27 |
|
HIGH |
11,159.18 |
|
0.618 |
11,121.42 |
|
0.500 |
11,109.76 |
|
0.382 |
11,098.09 |
|
LOW |
11,060.33 |
|
0.618 |
10,999.24 |
|
1.000 |
10,961.48 |
|
1.618 |
10,900.39 |
|
2.618 |
10,801.54 |
|
4.250 |
10,640.22 |
|
|