| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2006 |
27-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
1,401.50 |
1,405.00 |
3.50 |
0.2% |
1,386.75 |
| High |
1,407.00 |
1,408.25 |
1.25 |
0.1% |
1,409.25 |
| Low |
1,397.25 |
1,393.25 |
-4.00 |
-0.3% |
1,381.50 |
| Close |
1,404.75 |
1,396.50 |
-8.25 |
-0.6% |
1,396.50 |
| Range |
9.75 |
15.00 |
5.25 |
53.8% |
27.75 |
| ATR |
10.30 |
10.63 |
0.34 |
3.3% |
0.00 |
| Volume |
2,289 |
623 |
-1,666 |
-72.8% |
4,807 |
|
| Daily Pivots for day following 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,444.25 |
1,435.50 |
1,404.75 |
|
| R3 |
1,429.25 |
1,420.50 |
1,400.50 |
|
| R2 |
1,414.25 |
1,414.25 |
1,399.25 |
|
| R1 |
1,405.50 |
1,405.50 |
1,398.00 |
1,402.50 |
| PP |
1,399.25 |
1,399.25 |
1,399.25 |
1,397.75 |
| S1 |
1,390.50 |
1,390.50 |
1,395.00 |
1,387.50 |
| S2 |
1,384.25 |
1,384.25 |
1,393.75 |
|
| S3 |
1,369.25 |
1,375.50 |
1,392.50 |
|
| S4 |
1,354.25 |
1,360.50 |
1,388.25 |
|
|
| Weekly Pivots for week ending 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,479.00 |
1,465.50 |
1,411.75 |
|
| R3 |
1,451.25 |
1,437.75 |
1,404.25 |
|
| R2 |
1,423.50 |
1,423.50 |
1,401.50 |
|
| R1 |
1,410.00 |
1,410.00 |
1,399.00 |
1,416.75 |
| PP |
1,395.75 |
1,395.75 |
1,395.75 |
1,399.00 |
| S1 |
1,382.25 |
1,382.25 |
1,394.00 |
1,389.00 |
| S2 |
1,368.00 |
1,368.00 |
1,391.50 |
|
| S3 |
1,340.25 |
1,354.50 |
1,388.75 |
|
| S4 |
1,312.50 |
1,326.75 |
1,381.25 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,472.00 |
|
2.618 |
1,447.50 |
|
1.618 |
1,432.50 |
|
1.000 |
1,423.25 |
|
0.618 |
1,417.50 |
|
HIGH |
1,408.25 |
|
0.618 |
1,402.50 |
|
0.500 |
1,400.75 |
|
0.382 |
1,399.00 |
|
LOW |
1,393.25 |
|
0.618 |
1,384.00 |
|
1.000 |
1,378.25 |
|
1.618 |
1,369.00 |
|
2.618 |
1,354.00 |
|
4.250 |
1,329.50 |
|
|