| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2006 |
18-Apr-2006 |
Change |
Change % |
Previous Week |
| Open |
11,137.33 |
11,074.58 |
-62.75 |
-0.6% |
11,119.88 |
| High |
11,159.99 |
11,280.45 |
120.46 |
1.1% |
11,186.64 |
| Low |
11,039.12 |
11,074.58 |
35.46 |
0.3% |
11,053.17 |
| Close |
11,073.78 |
11,268.77 |
194.99 |
1.8% |
11,137.65 |
| Range |
120.87 |
205.87 |
85.00 |
70.3% |
133.47 |
| ATR |
95.79 |
103.71 |
7.92 |
8.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,825.54 |
11,753.03 |
11,382.00 |
|
| R3 |
11,619.67 |
11,547.16 |
11,325.38 |
|
| R2 |
11,413.80 |
11,413.80 |
11,306.51 |
|
| R1 |
11,341.29 |
11,341.29 |
11,287.64 |
11,377.55 |
| PP |
11,207.93 |
11,207.93 |
11,207.93 |
11,226.06 |
| S1 |
11,135.42 |
11,135.42 |
11,249.90 |
11,171.68 |
| S2 |
11,002.06 |
11,002.06 |
11,231.03 |
|
| S3 |
10,796.19 |
10,929.55 |
11,212.16 |
|
| S4 |
10,590.32 |
10,723.68 |
11,155.54 |
|
|
| Weekly Pivots for week ending 14-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,526.23 |
11,465.41 |
11,211.06 |
|
| R3 |
11,392.76 |
11,331.94 |
11,174.35 |
|
| R2 |
11,259.29 |
11,259.29 |
11,162.12 |
|
| R1 |
11,198.47 |
11,198.47 |
11,149.88 |
11,228.88 |
| PP |
11,125.82 |
11,125.82 |
11,125.82 |
11,141.03 |
| S1 |
11,065.00 |
11,065.00 |
11,125.42 |
11,095.41 |
| S2 |
10,992.35 |
10,992.35 |
11,113.18 |
|
| S3 |
10,858.88 |
10,931.53 |
11,100.95 |
|
| S4 |
10,725.41 |
10,798.06 |
11,064.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,280.45 |
11,039.12 |
241.33 |
2.1% |
117.90 |
1.0% |
95% |
True |
False |
|
| 10 |
11,280.45 |
11,039.12 |
241.33 |
2.1% |
108.42 |
1.0% |
95% |
True |
False |
|
| 20 |
11,334.96 |
11,039.12 |
295.84 |
2.6% |
105.05 |
0.9% |
78% |
False |
False |
|
| 40 |
11,334.96 |
10,922.73 |
412.23 |
3.7% |
94.94 |
0.8% |
84% |
False |
False |
|
| 60 |
11,334.96 |
10,666.35 |
668.61 |
5.9% |
93.68 |
0.8% |
90% |
False |
False |
|
| 80 |
11,334.96 |
10,661.15 |
673.81 |
6.0% |
91.64 |
0.8% |
90% |
False |
False |
|
| 100 |
11,334.96 |
10,661.15 |
673.81 |
6.0% |
90.71 |
0.8% |
90% |
False |
False |
|
| 120 |
11,334.96 |
10,230.00 |
1,104.96 |
9.8% |
89.72 |
0.8% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,155.40 |
|
2.618 |
11,819.42 |
|
1.618 |
11,613.55 |
|
1.000 |
11,486.32 |
|
0.618 |
11,407.68 |
|
HIGH |
11,280.45 |
|
0.618 |
11,201.81 |
|
0.500 |
11,177.52 |
|
0.382 |
11,153.22 |
|
LOW |
11,074.58 |
|
0.618 |
10,947.35 |
|
1.000 |
10,868.71 |
|
1.618 |
10,741.48 |
|
2.618 |
10,535.61 |
|
4.250 |
10,199.63 |
|
|