| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2006 |
09-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1,399.50 |
1,403.75 |
4.25 |
0.3% |
1,394.25 |
| High |
1,404.75 |
1,405.25 |
0.50 |
0.0% |
1,399.00 |
| Low |
1,392.50 |
1,393.25 |
0.75 |
0.1% |
1,377.50 |
| Close |
1,403.50 |
1,395.75 |
-7.75 |
-0.6% |
1,380.00 |
| Range |
12.25 |
12.00 |
-0.25 |
-2.0% |
21.50 |
| ATR |
11.23 |
11.28 |
0.06 |
0.5% |
0.00 |
| Volume |
840 |
1,739 |
899 |
107.0% |
7,740 |
|
| Daily Pivots for day following 09-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,434.00 |
1,427.00 |
1,402.25 |
|
| R3 |
1,422.00 |
1,415.00 |
1,399.00 |
|
| R2 |
1,410.00 |
1,410.00 |
1,398.00 |
|
| R1 |
1,403.00 |
1,403.00 |
1,396.75 |
1,400.50 |
| PP |
1,398.00 |
1,398.00 |
1,398.00 |
1,397.00 |
| S1 |
1,391.00 |
1,391.00 |
1,394.75 |
1,388.50 |
| S2 |
1,386.00 |
1,386.00 |
1,393.50 |
|
| S3 |
1,374.00 |
1,379.00 |
1,392.50 |
|
| S4 |
1,362.00 |
1,367.00 |
1,389.25 |
|
|
| Weekly Pivots for week ending 03-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,450.00 |
1,436.50 |
1,391.75 |
|
| R3 |
1,428.50 |
1,415.00 |
1,386.00 |
|
| R2 |
1,407.00 |
1,407.00 |
1,384.00 |
|
| R1 |
1,393.50 |
1,393.50 |
1,382.00 |
1,389.50 |
| PP |
1,385.50 |
1,385.50 |
1,385.50 |
1,383.50 |
| S1 |
1,372.00 |
1,372.00 |
1,378.00 |
1,368.00 |
| S2 |
1,364.00 |
1,364.00 |
1,376.00 |
|
| S3 |
1,342.50 |
1,350.50 |
1,374.00 |
|
| S4 |
1,321.00 |
1,329.00 |
1,368.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,405.25 |
1,377.50 |
27.75 |
2.0% |
12.75 |
0.9% |
66% |
True |
False |
1,600 |
| 10 |
1,408.25 |
1,377.50 |
30.75 |
2.2% |
12.00 |
0.9% |
59% |
False |
False |
1,384 |
| 20 |
1,409.25 |
1,375.75 |
33.50 |
2.4% |
11.00 |
0.8% |
60% |
False |
False |
1,391 |
| 40 |
1,409.25 |
1,332.00 |
77.25 |
5.5% |
10.50 |
0.8% |
83% |
False |
False |
870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,456.25 |
|
2.618 |
1,436.75 |
|
1.618 |
1,424.75 |
|
1.000 |
1,417.25 |
|
0.618 |
1,412.75 |
|
HIGH |
1,405.25 |
|
0.618 |
1,400.75 |
|
0.500 |
1,399.25 |
|
0.382 |
1,397.75 |
|
LOW |
1,393.25 |
|
0.618 |
1,385.75 |
|
1.000 |
1,381.25 |
|
1.618 |
1,373.75 |
|
2.618 |
1,361.75 |
|
4.250 |
1,342.25 |
|
|