Day Change Summary |
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Previous |
Current |
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11-Sep-2006 |
12-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
11,389.87 |
11,396.12 |
6.25 |
0.1% |
11,461.83 |
High |
11,421.25 |
11,512.98 |
91.73 |
0.8% |
11,488.17 |
Low |
11,342.17 |
11,395.71 |
53.54 |
0.5% |
11,323.84 |
Close |
11,396.84 |
11,498.09 |
101.25 |
0.9% |
11,392.11 |
Range |
79.08 |
117.27 |
38.19 |
48.3% |
164.33 |
ATR |
86.55 |
88.75 |
2.19 |
2.5% |
0.00 |
Volume |
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Daily Pivots for day following 12-Sep-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,820.74 |
11,776.68 |
11,562.59 |
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R3 |
11,703.47 |
11,659.41 |
11,530.34 |
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R2 |
11,586.20 |
11,586.20 |
11,519.59 |
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R1 |
11,542.14 |
11,542.14 |
11,508.84 |
11,564.17 |
PP |
11,468.93 |
11,468.93 |
11,468.93 |
11,479.94 |
S1 |
11,424.87 |
11,424.87 |
11,487.34 |
11,446.90 |
S2 |
11,351.66 |
11,351.66 |
11,476.59 |
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S3 |
11,234.39 |
11,307.60 |
11,465.84 |
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S4 |
11,117.12 |
11,190.33 |
11,433.59 |
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Weekly Pivots for week ending 08-Sep-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,894.36 |
11,807.57 |
11,482.49 |
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R3 |
11,730.03 |
11,643.24 |
11,437.30 |
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R2 |
11,565.70 |
11,565.70 |
11,422.24 |
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R1 |
11,478.91 |
11,478.91 |
11,407.17 |
11,440.14 |
PP |
11,401.37 |
11,401.37 |
11,401.37 |
11,381.99 |
S1 |
11,314.58 |
11,314.58 |
11,377.05 |
11,275.81 |
S2 |
11,237.04 |
11,237.04 |
11,361.98 |
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S3 |
11,072.71 |
11,150.25 |
11,346.92 |
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S4 |
10,908.38 |
10,985.92 |
11,301.73 |
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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 |
11,512.98 |
11,323.84 |
189.14 |
1.6% |
84.13 |
0.7% |
92% |
True |
False |
|
10 |
11,512.98 |
11,299.58 |
213.40 |
1.9% |
73.14 |
0.6% |
93% |
True |
False |
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20 |
11,512.98 |
11,098.03 |
414.95 |
3.6% |
79.99 |
0.7% |
96% |
True |
False |
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40 |
11,512.98 |
10,683.32 |
829.66 |
7.2% |
102.00 |
0.9% |
98% |
True |
False |
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60 |
11,512.98 |
10,683.32 |
829.66 |
7.2% |
108.44 |
0.9% |
98% |
True |
False |
|
80 |
11,512.98 |
10,683.32 |
829.66 |
7.2% |
114.89 |
1.0% |
98% |
True |
False |
|
100 |
11,670.19 |
10,683.32 |
986.87 |
8.6% |
111.86 |
1.0% |
83% |
False |
False |
|
120 |
11,670.19 |
10,683.32 |
986.87 |
8.6% |
110.39 |
1.0% |
83% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
12,011.38 |
2.618 |
11,819.99 |
1.618 |
11,702.72 |
1.000 |
11,630.25 |
0.618 |
11,585.45 |
HIGH |
11,512.98 |
0.618 |
11,468.18 |
0.500 |
11,454.35 |
0.382 |
11,440.51 |
LOW |
11,395.71 |
0.618 |
11,323.24 |
1.000 |
11,278.44 |
1.618 |
11,205.97 |
2.618 |
11,088.70 |
4.250 |
10,897.31 |
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