Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2006 |
28-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
1,414.00 |
1,395.00 |
-19.00 |
-1.3% |
1,417.25 |
High |
1,417.75 |
1,402.00 |
-15.75 |
-1.1% |
1,422.75 |
Low |
1,395.00 |
1,390.25 |
-4.75 |
-0.3% |
1,411.25 |
Close |
1,395.25 |
1,400.50 |
5.25 |
0.4% |
1,415.00 |
Range |
22.75 |
11.75 |
-11.00 |
-48.4% |
11.50 |
ATR |
9.93 |
10.06 |
0.13 |
1.3% |
0.00 |
Volume |
1,911 |
20,728 |
18,817 |
984.7% |
27,123 |
|
Daily Pivots for day following 28-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,432.75 |
1,428.50 |
1,407.00 |
|
R3 |
1,421.00 |
1,416.75 |
1,403.75 |
|
R2 |
1,409.25 |
1,409.25 |
1,402.75 |
|
R1 |
1,405.00 |
1,405.00 |
1,401.50 |
1,407.00 |
PP |
1,397.50 |
1,397.50 |
1,397.50 |
1,398.75 |
S1 |
1,393.25 |
1,393.25 |
1,399.50 |
1,395.50 |
S2 |
1,385.75 |
1,385.75 |
1,398.25 |
|
S3 |
1,374.00 |
1,381.50 |
1,397.25 |
|
S4 |
1,362.25 |
1,369.75 |
1,394.00 |
|
|
Weekly Pivots for week ending 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,450.75 |
1,444.50 |
1,421.25 |
|
R3 |
1,439.25 |
1,433.00 |
1,418.25 |
|
R2 |
1,427.75 |
1,427.75 |
1,417.00 |
|
R1 |
1,421.50 |
1,421.50 |
1,416.00 |
1,419.00 |
PP |
1,416.25 |
1,416.25 |
1,416.25 |
1,415.00 |
S1 |
1,410.00 |
1,410.00 |
1,414.00 |
1,407.50 |
S2 |
1,404.75 |
1,404.75 |
1,413.00 |
|
S3 |
1,393.25 |
1,398.50 |
1,411.75 |
|
S4 |
1,381.75 |
1,387.00 |
1,408.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,422.75 |
1,390.25 |
32.50 |
2.3% |
9.75 |
0.7% |
32% |
False |
True |
7,608 |
10 |
1,422.75 |
1,390.25 |
32.50 |
2.3% |
8.50 |
0.6% |
32% |
False |
True |
6,275 |
20 |
1,422.75 |
1,377.50 |
45.25 |
3.2% |
10.25 |
0.7% |
51% |
False |
False |
4,313 |
40 |
1,422.75 |
1,351.00 |
71.75 |
5.1% |
10.25 |
0.7% |
69% |
False |
False |
2,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,452.00 |
2.618 |
1,432.75 |
1.618 |
1,421.00 |
1.000 |
1,413.75 |
0.618 |
1,409.25 |
HIGH |
1,402.00 |
0.618 |
1,397.50 |
0.500 |
1,396.00 |
0.382 |
1,394.75 |
LOW |
1,390.25 |
0.618 |
1,383.00 |
1.000 |
1,378.50 |
1.618 |
1,371.25 |
2.618 |
1,359.50 |
4.250 |
1,340.25 |
|
|