Day Change Summary |
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Previous |
Current |
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31-Aug-2006 |
01-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
11,383.47 |
11,382.75 |
-0.72 |
0.0% |
11,285.33 |
High |
11,405.32 |
11,476.48 |
71.16 |
0.6% |
11,476.48 |
Low |
11,369.78 |
11,382.75 |
12.97 |
0.1% |
11,273.49 |
Close |
11,381.15 |
11,464.15 |
83.00 |
0.7% |
11,464.15 |
Range |
35.54 |
93.73 |
58.19 |
163.7% |
202.99 |
ATR |
92.77 |
92.95 |
0.18 |
0.2% |
0.00 |
Volume |
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Daily Pivots for day following 01-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,722.32 |
11,686.96 |
11,515.70 |
|
R3 |
11,628.59 |
11,593.23 |
11,489.93 |
|
R2 |
11,534.86 |
11,534.86 |
11,481.33 |
|
R1 |
11,499.50 |
11,499.50 |
11,472.74 |
11,517.18 |
PP |
11,441.13 |
11,441.13 |
11,441.13 |
11,449.97 |
S1 |
11,405.77 |
11,405.77 |
11,455.56 |
11,423.45 |
S2 |
11,347.40 |
11,347.40 |
11,446.97 |
|
S3 |
11,253.67 |
11,312.04 |
11,438.37 |
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S4 |
11,159.94 |
11,218.31 |
11,412.60 |
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Weekly Pivots for week ending 01-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,013.68 |
11,941.90 |
11,575.79 |
|
R3 |
11,810.69 |
11,738.91 |
11,519.97 |
|
R2 |
11,607.70 |
11,607.70 |
11,501.36 |
|
R1 |
11,535.92 |
11,535.92 |
11,482.76 |
11,571.81 |
PP |
11,404.71 |
11,404.71 |
11,404.71 |
11,422.65 |
S1 |
11,332.93 |
11,332.93 |
11,445.54 |
11,368.82 |
S2 |
11,201.72 |
11,201.72 |
11,426.94 |
|
S3 |
10,998.73 |
11,129.94 |
11,408.33 |
|
S4 |
10,795.74 |
10,926.95 |
11,352.51 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,476.48 |
11,273.49 |
202.99 |
1.8% |
74.99 |
0.7% |
94% |
True |
False |
|
10 |
11,476.48 |
11,260.28 |
216.20 |
1.9% |
73.91 |
0.6% |
94% |
True |
False |
|
20 |
11,476.48 |
11,042.64 |
433.84 |
3.8% |
90.09 |
0.8% |
97% |
True |
False |
|
40 |
11,476.48 |
10,683.32 |
793.16 |
6.9% |
109.64 |
1.0% |
98% |
True |
False |
|
60 |
11,476.48 |
10,683.32 |
793.16 |
6.9% |
113.94 |
1.0% |
98% |
True |
False |
|
80 |
11,639.45 |
10,683.32 |
956.13 |
8.3% |
119.15 |
1.0% |
82% |
False |
False |
|
100 |
11,670.19 |
10,683.32 |
986.87 |
8.6% |
113.47 |
1.0% |
79% |
False |
False |
|
120 |
11,670.19 |
10,683.32 |
986.87 |
8.6% |
110.30 |
1.0% |
79% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,874.83 |
2.618 |
11,721.87 |
1.618 |
11,628.14 |
1.000 |
11,570.21 |
0.618 |
11,534.41 |
HIGH |
11,476.48 |
0.618 |
11,440.68 |
0.500 |
11,429.62 |
0.382 |
11,418.55 |
LOW |
11,382.75 |
0.618 |
11,324.82 |
1.000 |
11,289.02 |
1.618 |
11,231.09 |
2.618 |
11,137.36 |
4.250 |
10,984.40 |
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