| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2006 |
11-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
1,321.5 |
1,322.6 |
1.1 |
0.1% |
1,337.0 |
| High |
1,321.5 |
1,322.6 |
1.1 |
0.1% |
1,337.0 |
| Low |
1,321.5 |
1,322.6 |
1.1 |
0.1% |
1,316.9 |
| Close |
1,321.5 |
1,322.6 |
1.1 |
0.1% |
1,321.5 |
| Range |
|
|
|
|
|
| ATR |
5.2 |
4.9 |
-0.3 |
-5.6% |
0.0 |
| Volume |
171 |
217 |
46 |
26.9% |
171 |
|
| Daily Pivots for day following 11-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,322.6 |
1,322.6 |
1,322.6 |
|
| R3 |
1,322.6 |
1,322.6 |
1,322.6 |
|
| R2 |
1,322.6 |
1,322.6 |
1,322.6 |
|
| R1 |
1,322.6 |
1,322.6 |
1,322.6 |
1,322.6 |
| PP |
1,322.6 |
1,322.6 |
1,322.6 |
1,322.6 |
| S1 |
1,322.6 |
1,322.6 |
1,322.6 |
1,322.6 |
| S2 |
1,322.6 |
1,322.6 |
1,322.6 |
|
| S3 |
1,322.6 |
1,322.6 |
1,322.6 |
|
| S4 |
1,322.6 |
1,322.6 |
1,322.6 |
|
|
| Weekly Pivots for week ending 08-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,385.4 |
1,373.6 |
1,332.6 |
|
| R3 |
1,365.3 |
1,353.5 |
1,327.0 |
|
| R2 |
1,345.2 |
1,345.2 |
1,325.2 |
|
| R1 |
1,333.4 |
1,333.4 |
1,323.3 |
1,329.3 |
| PP |
1,325.1 |
1,325.1 |
1,325.1 |
1,323.1 |
| S1 |
1,313.3 |
1,313.3 |
1,319.7 |
1,309.2 |
| S2 |
1,305.0 |
1,305.0 |
1,317.8 |
|
| S3 |
1,284.9 |
1,293.2 |
1,316.0 |
|
| S4 |
1,264.8 |
1,273.1 |
1,310.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,337.0 |
1,316.9 |
20.1 |
1.5% |
0.2 |
0.0% |
28% |
False |
False |
77 |
| 10 |
1,337.0 |
1,316.9 |
20.1 |
1.5% |
0.1 |
0.0% |
28% |
False |
False |
69 |
| 20 |
1,337.0 |
1,295.4 |
41.6 |
3.1% |
0.1 |
0.0% |
65% |
False |
False |
83 |
| 40 |
1,337.0 |
1,262.2 |
74.8 |
5.7% |
0.2 |
0.0% |
81% |
False |
False |
73 |
| 60 |
1,337.0 |
1,262.2 |
74.8 |
5.7% |
0.5 |
0.0% |
81% |
False |
False |
49 |
| 80 |
1,337.0 |
1,253.3 |
83.7 |
6.3% |
0.6 |
0.0% |
83% |
False |
False |
41 |
| 100 |
1,363.8 |
1,253.3 |
110.5 |
8.4% |
0.6 |
0.0% |
63% |
False |
False |
33 |
| 120 |
1,363.8 |
1,253.3 |
110.5 |
8.4% |
0.8 |
0.1% |
63% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,322.6 |
|
2.618 |
1,322.6 |
|
1.618 |
1,322.6 |
|
1.000 |
1,322.6 |
|
0.618 |
1,322.6 |
|
HIGH |
1,322.6 |
|
0.618 |
1,322.6 |
|
0.500 |
1,322.6 |
|
0.382 |
1,322.6 |
|
LOW |
1,322.6 |
|
0.618 |
1,322.6 |
|
1.000 |
1,322.6 |
|
1.618 |
1,322.6 |
|
2.618 |
1,322.6 |
|
4.250 |
1,322.6 |
|
|