| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2006 |
24-Apr-2006 |
Change |
Change % |
Previous Week |
| Open |
11,343.45 |
11,346.81 |
3.36 |
0.0% |
11,137.33 |
| High |
11,405.88 |
11,359.70 |
-46.18 |
-0.4% |
11,405.88 |
| Low |
11,316.79 |
11,305.83 |
-10.96 |
-0.1% |
11,039.12 |
| Close |
11,347.45 |
11,336.32 |
-11.13 |
-0.1% |
11,347.45 |
| Range |
89.09 |
53.87 |
-35.22 |
-39.5% |
366.76 |
| ATR |
100.74 |
97.40 |
-3.35 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,495.56 |
11,469.81 |
11,365.95 |
|
| R3 |
11,441.69 |
11,415.94 |
11,351.13 |
|
| R2 |
11,387.82 |
11,387.82 |
11,346.20 |
|
| R1 |
11,362.07 |
11,362.07 |
11,341.26 |
11,348.01 |
| PP |
11,333.95 |
11,333.95 |
11,333.95 |
11,326.92 |
| S1 |
11,308.20 |
11,308.20 |
11,331.38 |
11,294.14 |
| S2 |
11,280.08 |
11,280.08 |
11,326.44 |
|
| S3 |
11,226.21 |
11,254.33 |
11,321.51 |
|
| S4 |
11,172.34 |
11,200.46 |
11,306.69 |
|
|
| Weekly Pivots for week ending 21-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,364.43 |
12,222.70 |
11,549.17 |
|
| R3 |
11,997.67 |
11,855.94 |
11,448.31 |
|
| R2 |
11,630.91 |
11,630.91 |
11,414.69 |
|
| R1 |
11,489.18 |
11,489.18 |
11,381.07 |
11,560.05 |
| PP |
11,264.15 |
11,264.15 |
11,264.15 |
11,299.58 |
| S1 |
11,122.42 |
11,122.42 |
11,313.83 |
11,193.29 |
| S2 |
10,897.39 |
10,897.39 |
11,280.21 |
|
| S3 |
10,530.63 |
10,755.66 |
11,246.59 |
|
| S4 |
10,163.87 |
10,388.90 |
11,145.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,405.88 |
11,074.58 |
331.30 |
2.9% |
104.93 |
0.9% |
79% |
False |
False |
|
| 10 |
11,405.88 |
11,039.12 |
366.76 |
3.2% |
97.67 |
0.9% |
81% |
False |
False |
|
| 20 |
11,405.88 |
11,039.12 |
366.76 |
3.2% |
102.09 |
0.9% |
81% |
False |
False |
|
| 40 |
11,405.88 |
10,922.73 |
483.15 |
4.3% |
94.22 |
0.8% |
86% |
False |
False |
|
| 60 |
11,405.88 |
10,737.67 |
668.21 |
5.9% |
93.33 |
0.8% |
90% |
False |
False |
|
| 80 |
11,405.88 |
10,661.15 |
744.73 |
6.6% |
91.27 |
0.8% |
91% |
False |
False |
|
| 100 |
11,405.88 |
10,661.15 |
744.73 |
6.6% |
90.93 |
0.8% |
91% |
False |
False |
|
| 120 |
11,405.88 |
10,388.80 |
1,017.08 |
9.0% |
88.33 |
0.8% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,588.65 |
|
2.618 |
11,500.73 |
|
1.618 |
11,446.86 |
|
1.000 |
11,413.57 |
|
0.618 |
11,392.99 |
|
HIGH |
11,359.70 |
|
0.618 |
11,339.12 |
|
0.500 |
11,332.77 |
|
0.382 |
11,326.41 |
|
LOW |
11,305.83 |
|
0.618 |
11,272.54 |
|
1.000 |
11,251.96 |
|
1.618 |
11,218.67 |
|
2.618 |
11,164.80 |
|
4.250 |
11,076.88 |
|
|