| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2006 |
27-Apr-2006 |
Change |
Change % |
Previous Week |
| Open |
11,283.25 |
11,349.53 |
66.28 |
0.6% |
11,137.33 |
| High |
11,379.87 |
11,416.93 |
37.06 |
0.3% |
11,405.88 |
| Low |
11,282.77 |
11,275.30 |
-7.47 |
-0.1% |
11,039.12 |
| Close |
11,354.49 |
11,382.51 |
28.02 |
0.2% |
11,347.45 |
| Range |
97.10 |
141.63 |
44.53 |
45.9% |
366.76 |
| ATR |
97.18 |
100.36 |
3.17 |
3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,783.14 |
11,724.45 |
11,460.41 |
|
| R3 |
11,641.51 |
11,582.82 |
11,421.46 |
|
| R2 |
11,499.88 |
11,499.88 |
11,408.48 |
|
| R1 |
11,441.19 |
11,441.19 |
11,395.49 |
11,470.54 |
| PP |
11,358.25 |
11,358.25 |
11,358.25 |
11,372.92 |
| S1 |
11,299.56 |
11,299.56 |
11,369.53 |
11,328.91 |
| S2 |
11,216.62 |
11,216.62 |
11,356.54 |
|
| S3 |
11,074.99 |
11,157.93 |
11,343.56 |
|
| S4 |
10,933.36 |
11,016.30 |
11,304.61 |
|
|
| 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 |
11,416.93 |
11,260.84 |
156.09 |
1.4% |
95.24 |
0.8% |
78% |
True |
False |
|
| 10 |
11,416.93 |
11,039.12 |
377.81 |
3.3% |
105.14 |
0.9% |
91% |
True |
False |
|
| 20 |
11,416.93 |
11,039.12 |
377.81 |
3.3% |
104.91 |
0.9% |
91% |
True |
False |
|
| 40 |
11,416.93 |
10,922.73 |
494.20 |
4.3% |
95.81 |
0.8% |
93% |
True |
False |
|
| 60 |
11,416.93 |
10,737.67 |
679.26 |
6.0% |
95.02 |
0.8% |
95% |
True |
False |
|
| 80 |
11,416.93 |
10,661.15 |
755.78 |
6.6% |
93.35 |
0.8% |
95% |
True |
False |
|
| 100 |
11,416.93 |
10,661.15 |
755.78 |
6.6% |
91.05 |
0.8% |
95% |
True |
False |
|
| 120 |
11,416.93 |
10,470.50 |
946.43 |
8.3% |
89.13 |
0.8% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,018.86 |
|
2.618 |
11,787.72 |
|
1.618 |
11,646.09 |
|
1.000 |
11,558.56 |
|
0.618 |
11,504.46 |
|
HIGH |
11,416.93 |
|
0.618 |
11,362.83 |
|
0.500 |
11,346.12 |
|
0.382 |
11,329.40 |
|
LOW |
11,275.30 |
|
0.618 |
11,187.77 |
|
1.000 |
11,133.67 |
|
1.618 |
11,046.14 |
|
2.618 |
10,904.51 |
|
4.250 |
10,673.37 |
|
|