Day Change Summary |
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Previous |
Current |
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13-Nov-2006 |
14-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
1,397.00 |
1,400.00 |
3.00 |
0.2% |
1,380.50 |
High |
1,404.00 |
1,411.25 |
7.25 |
0.5% |
1,405.25 |
Low |
1,394.50 |
1,395.00 |
0.50 |
0.0% |
1,379.50 |
Close |
1,399.75 |
1,409.50 |
9.75 |
0.7% |
1,396.50 |
Range |
9.50 |
16.25 |
6.75 |
71.1% |
25.75 |
ATR |
10.82 |
11.21 |
0.39 |
3.6% |
0.00 |
Volume |
1,206 |
8,458 |
7,252 |
601.3% |
7,725 |
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Daily Pivots for day following 14-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,454.00 |
1,448.00 |
1,418.50 |
|
R3 |
1,437.75 |
1,431.75 |
1,414.00 |
|
R2 |
1,421.50 |
1,421.50 |
1,412.50 |
|
R1 |
1,415.50 |
1,415.50 |
1,411.00 |
1,418.50 |
PP |
1,405.25 |
1,405.25 |
1,405.25 |
1,406.75 |
S1 |
1,399.25 |
1,399.25 |
1,408.00 |
1,402.25 |
S2 |
1,389.00 |
1,389.00 |
1,406.50 |
|
S3 |
1,372.75 |
1,383.00 |
1,405.00 |
|
S4 |
1,356.50 |
1,366.75 |
1,400.50 |
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|
Weekly Pivots for week ending 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,471.00 |
1,459.50 |
1,410.75 |
|
R3 |
1,445.25 |
1,433.75 |
1,403.50 |
|
R2 |
1,419.50 |
1,419.50 |
1,401.25 |
|
R1 |
1,408.00 |
1,408.00 |
1,398.75 |
1,413.75 |
PP |
1,393.75 |
1,393.75 |
1,393.75 |
1,396.50 |
S1 |
1,382.25 |
1,382.25 |
1,394.25 |
1,388.00 |
S2 |
1,368.00 |
1,368.00 |
1,391.75 |
|
S3 |
1,342.25 |
1,356.50 |
1,389.50 |
|
S4 |
1,316.50 |
1,330.75 |
1,382.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,411.25 |
1,391.50 |
19.75 |
1.4% |
11.25 |
0.8% |
91% |
True |
False |
2,896 |
10 |
1,411.25 |
1,377.50 |
33.75 |
2.4% |
12.00 |
0.9% |
95% |
True |
False |
2,350 |
20 |
1,411.25 |
1,377.50 |
33.75 |
2.4% |
11.50 |
0.8% |
95% |
True |
False |
1,700 |
40 |
1,411.25 |
1,332.00 |
79.25 |
5.6% |
10.75 |
0.8% |
98% |
True |
False |
1,164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,480.25 |
2.618 |
1,453.75 |
1.618 |
1,437.50 |
1.000 |
1,427.50 |
0.618 |
1,421.25 |
HIGH |
1,411.25 |
0.618 |
1,405.00 |
0.500 |
1,403.00 |
0.382 |
1,401.25 |
LOW |
1,395.00 |
0.618 |
1,385.00 |
1.000 |
1,378.75 |
1.618 |
1,368.75 |
2.618 |
1,352.50 |
4.250 |
1,326.00 |
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