| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2006 |
13-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
11,396.12 |
11,487.69 |
91.57 |
0.8% |
11,461.83 |
| High |
11,512.98 |
11,567.25 |
54.27 |
0.5% |
11,488.17 |
| Low |
11,395.71 |
11,476.16 |
80.45 |
0.7% |
11,323.84 |
| Close |
11,498.09 |
11,543.32 |
45.23 |
0.4% |
11,392.11 |
| Range |
117.27 |
91.09 |
-26.18 |
-22.3% |
164.33 |
| ATR |
88.75 |
88.91 |
0.17 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,802.18 |
11,763.84 |
11,593.42 |
|
| R3 |
11,711.09 |
11,672.75 |
11,568.37 |
|
| R2 |
11,620.00 |
11,620.00 |
11,560.02 |
|
| R1 |
11,581.66 |
11,581.66 |
11,551.67 |
11,600.83 |
| PP |
11,528.91 |
11,528.91 |
11,528.91 |
11,538.50 |
| S1 |
11,490.57 |
11,490.57 |
11,534.97 |
11,509.74 |
| S2 |
11,437.82 |
11,437.82 |
11,526.62 |
|
| S3 |
11,346.73 |
11,399.48 |
11,518.27 |
|
| S4 |
11,255.64 |
11,308.39 |
11,493.22 |
|
|
| Weekly Pivots for week ending 08-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,894.36 |
11,807.57 |
11,482.49 |
|
| R3 |
11,730.03 |
11,643.24 |
11,437.30 |
|
| R2 |
11,565.70 |
11,565.70 |
11,422.24 |
|
| 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 |
|
| S3 |
11,072.71 |
11,150.25 |
11,346.92 |
|
| S4 |
10,908.38 |
10,985.92 |
11,301.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,567.25 |
11,323.84 |
243.41 |
2.1% |
88.13 |
0.8% |
90% |
True |
False |
|
| 10 |
11,567.25 |
11,323.84 |
243.41 |
2.1% |
74.25 |
0.6% |
90% |
True |
False |
|
| 20 |
11,567.25 |
11,224.91 |
342.34 |
3.0% |
77.73 |
0.7% |
93% |
True |
False |
|
| 40 |
11,567.25 |
10,797.39 |
769.86 |
6.7% |
101.02 |
0.9% |
97% |
True |
False |
|
| 60 |
11,567.25 |
10,683.32 |
883.93 |
7.7% |
107.45 |
0.9% |
97% |
True |
False |
|
| 80 |
11,567.25 |
10,683.32 |
883.93 |
7.7% |
114.71 |
1.0% |
97% |
True |
False |
|
| 100 |
11,670.19 |
10,683.32 |
986.87 |
8.5% |
111.88 |
1.0% |
87% |
False |
False |
|
| 120 |
11,670.19 |
10,683.32 |
986.87 |
8.5% |
110.40 |
1.0% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,954.38 |
|
2.618 |
11,805.72 |
|
1.618 |
11,714.63 |
|
1.000 |
11,658.34 |
|
0.618 |
11,623.54 |
|
HIGH |
11,567.25 |
|
0.618 |
11,532.45 |
|
0.500 |
11,521.71 |
|
0.382 |
11,510.96 |
|
LOW |
11,476.16 |
|
0.618 |
11,419.87 |
|
1.000 |
11,385.07 |
|
1.618 |
11,328.78 |
|
2.618 |
11,237.69 |
|
4.250 |
11,089.03 |
|
|