Day Change Summary |
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Previous |
Current |
|
|
|
|
14-Nov-2006 |
15-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
1,400.00 |
1,408.75 |
8.75 |
0.6% |
1,380.50 |
High |
1,411.25 |
1,417.75 |
6.50 |
0.5% |
1,405.25 |
Low |
1,395.00 |
1,408.50 |
13.50 |
1.0% |
1,379.50 |
Close |
1,409.50 |
1,413.50 |
4.00 |
0.3% |
1,396.50 |
Range |
16.25 |
9.25 |
-7.00 |
-43.1% |
25.75 |
ATR |
11.21 |
11.07 |
-0.14 |
-1.2% |
0.00 |
Volume |
8,458 |
3,955 |
-4,503 |
-53.2% |
7,725 |
|
Daily Pivots for day following 15-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,441.00 |
1,436.50 |
1,418.50 |
|
R3 |
1,431.75 |
1,427.25 |
1,416.00 |
|
R2 |
1,422.50 |
1,422.50 |
1,415.25 |
|
R1 |
1,418.00 |
1,418.00 |
1,414.25 |
1,420.25 |
PP |
1,413.25 |
1,413.25 |
1,413.25 |
1,414.50 |
S1 |
1,408.75 |
1,408.75 |
1,412.75 |
1,411.00 |
S2 |
1,404.00 |
1,404.00 |
1,411.75 |
|
S3 |
1,394.75 |
1,399.50 |
1,411.00 |
|
S4 |
1,385.50 |
1,390.25 |
1,408.50 |
|
|
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 |
1,417.75 |
1,391.50 |
26.25 |
1.9% |
10.75 |
0.8% |
84% |
True |
False |
3,519 |
10 |
1,417.75 |
1,377.50 |
40.25 |
2.8% |
11.50 |
0.8% |
89% |
True |
False |
2,544 |
20 |
1,417.75 |
1,377.50 |
40.25 |
2.8% |
11.50 |
0.8% |
89% |
True |
False |
1,770 |
40 |
1,417.75 |
1,332.00 |
85.75 |
6.1% |
10.75 |
0.8% |
95% |
True |
False |
1,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,457.00 |
2.618 |
1,442.00 |
1.618 |
1,432.75 |
1.000 |
1,427.00 |
0.618 |
1,423.50 |
HIGH |
1,417.75 |
0.618 |
1,414.25 |
0.500 |
1,413.00 |
0.382 |
1,412.00 |
LOW |
1,408.50 |
0.618 |
1,402.75 |
1.000 |
1,399.25 |
1.618 |
1,393.50 |
2.618 |
1,384.25 |
4.250 |
1,369.25 |
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