Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2006 |
20-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
1,415.00 |
1,417.25 |
2.25 |
0.2% |
1,397.00 |
High |
1,417.00 |
1,419.75 |
2.75 |
0.2% |
1,419.75 |
Low |
1,410.00 |
1,411.25 |
1.25 |
0.1% |
1,394.50 |
Close |
1,416.75 |
1,417.25 |
0.50 |
0.0% |
1,416.75 |
Range |
7.00 |
8.50 |
1.50 |
21.4% |
25.25 |
ATR |
10.59 |
10.44 |
-0.15 |
-1.4% |
0.00 |
Volume |
7,813 |
5,554 |
-2,259 |
-28.9% |
22,661 |
|
Daily Pivots for day following 20-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,441.50 |
1,438.00 |
1,422.00 |
|
R3 |
1,433.00 |
1,429.50 |
1,419.50 |
|
R2 |
1,424.50 |
1,424.50 |
1,418.75 |
|
R1 |
1,421.00 |
1,421.00 |
1,418.00 |
1,421.50 |
PP |
1,416.00 |
1,416.00 |
1,416.00 |
1,416.50 |
S1 |
1,412.50 |
1,412.50 |
1,416.50 |
1,413.00 |
S2 |
1,407.50 |
1,407.50 |
1,415.75 |
|
S3 |
1,399.00 |
1,404.00 |
1,415.00 |
|
S4 |
1,390.50 |
1,395.50 |
1,412.50 |
|
|
Weekly Pivots for week ending 17-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,486.00 |
1,476.75 |
1,430.75 |
|
R3 |
1,460.75 |
1,451.50 |
1,423.75 |
|
R2 |
1,435.50 |
1,435.50 |
1,421.50 |
|
R1 |
1,426.25 |
1,426.25 |
1,419.00 |
1,431.00 |
PP |
1,410.25 |
1,410.25 |
1,410.25 |
1,412.75 |
S1 |
1,401.00 |
1,401.00 |
1,414.50 |
1,405.50 |
S2 |
1,385.00 |
1,385.00 |
1,412.00 |
|
S3 |
1,359.75 |
1,375.75 |
1,409.75 |
|
S4 |
1,334.50 |
1,350.50 |
1,402.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,419.75 |
1,395.00 |
24.75 |
1.7% |
9.75 |
0.7% |
90% |
True |
False |
5,401 |
10 |
1,419.75 |
1,391.50 |
28.25 |
2.0% |
10.00 |
0.7% |
91% |
True |
False |
3,386 |
20 |
1,419.75 |
1,377.50 |
42.25 |
3.0% |
10.50 |
0.7% |
94% |
True |
False |
2,411 |
40 |
1,419.75 |
1,344.75 |
75.00 |
5.3% |
10.25 |
0.7% |
97% |
True |
False |
1,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,456.00 |
2.618 |
1,442.00 |
1.618 |
1,433.50 |
1.000 |
1,428.25 |
0.618 |
1,425.00 |
HIGH |
1,419.75 |
0.618 |
1,416.50 |
0.500 |
1,415.50 |
0.382 |
1,414.50 |
LOW |
1,411.25 |
0.618 |
1,406.00 |
1.000 |
1,402.75 |
1.618 |
1,397.50 |
2.618 |
1,389.00 |
4.250 |
1,375.00 |
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