Day Change Summary |
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Previous |
Current |
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19-Sep-2006 |
20-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
11,554.60 |
11,542.28 |
-12.32 |
-0.1% |
11,389.87 |
High |
11,562.05 |
11,628.88 |
66.83 |
0.6% |
11,613.51 |
Low |
11,480.56 |
11,542.20 |
61.64 |
0.5% |
11,342.17 |
Close |
11,540.91 |
11,613.19 |
72.28 |
0.6% |
11,560.77 |
Range |
81.49 |
86.68 |
5.19 |
6.4% |
271.34 |
ATR |
84.30 |
84.56 |
0.26 |
0.3% |
0.00 |
Volume |
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Daily Pivots for day following 20-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,854.80 |
11,820.67 |
11,660.86 |
|
R3 |
11,768.12 |
11,733.99 |
11,637.03 |
|
R2 |
11,681.44 |
11,681.44 |
11,629.08 |
|
R1 |
11,647.31 |
11,647.31 |
11,621.14 |
11,664.38 |
PP |
11,594.76 |
11,594.76 |
11,594.76 |
11,603.29 |
S1 |
11,560.63 |
11,560.63 |
11,605.24 |
11,577.70 |
S2 |
11,508.08 |
11,508.08 |
11,597.30 |
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S3 |
11,421.40 |
11,473.95 |
11,589.35 |
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S4 |
11,334.72 |
11,387.27 |
11,565.52 |
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Weekly Pivots for week ending 15-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,319.50 |
12,211.48 |
11,710.01 |
|
R3 |
12,048.16 |
11,940.14 |
11,635.39 |
|
R2 |
11,776.82 |
11,776.82 |
11,610.52 |
|
R1 |
11,668.80 |
11,668.80 |
11,585.64 |
11,722.81 |
PP |
11,505.48 |
11,505.48 |
11,505.48 |
11,532.49 |
S1 |
11,397.46 |
11,397.46 |
11,535.90 |
11,451.47 |
S2 |
11,234.14 |
11,234.14 |
11,511.02 |
|
S3 |
10,962.80 |
11,126.12 |
11,486.15 |
|
S4 |
10,691.46 |
10,854.78 |
11,411.53 |
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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 |
11,628.88 |
11,480.56 |
148.32 |
1.3% |
73.38 |
0.6% |
89% |
True |
False |
|
10 |
11,628.88 |
11,323.84 |
305.04 |
2.6% |
80.76 |
0.7% |
95% |
True |
False |
|
20 |
11,628.88 |
11,260.28 |
368.60 |
3.2% |
76.42 |
0.7% |
96% |
True |
False |
|
40 |
11,628.88 |
11,042.64 |
586.24 |
5.0% |
90.25 |
0.8% |
97% |
True |
False |
|
60 |
11,628.88 |
10,683.32 |
945.56 |
8.1% |
104.92 |
0.9% |
98% |
True |
False |
|
80 |
11,628.88 |
10,683.32 |
945.56 |
8.1% |
112.42 |
1.0% |
98% |
True |
False |
|
100 |
11,670.19 |
10,683.32 |
986.87 |
8.5% |
110.97 |
1.0% |
94% |
False |
False |
|
120 |
11,670.19 |
10,683.32 |
986.87 |
8.5% |
109.37 |
0.9% |
94% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,997.27 |
2.618 |
11,855.81 |
1.618 |
11,769.13 |
1.000 |
11,715.56 |
0.618 |
11,682.45 |
HIGH |
11,628.88 |
0.618 |
11,595.77 |
0.500 |
11,585.54 |
0.382 |
11,575.31 |
LOW |
11,542.20 |
0.618 |
11,488.63 |
1.000 |
11,455.52 |
1.618 |
11,401.95 |
2.618 |
11,315.27 |
4.250 |
11,173.81 |
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