Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2006 |
01-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,413.50 |
1,414.00 |
0.50 |
0.0% |
1,414.00 |
High |
1,420.25 |
1,418.50 |
-1.75 |
-0.1% |
1,420.25 |
Low |
1,407.50 |
1,399.25 |
-8.25 |
-0.6% |
1,390.25 |
Close |
1,414.75 |
1,412.25 |
-2.50 |
-0.2% |
1,412.25 |
Range |
12.75 |
19.25 |
6.50 |
51.0% |
30.00 |
ATR |
10.60 |
11.21 |
0.62 |
5.8% |
0.00 |
Volume |
16,749 |
57,589 |
40,840 |
243.8% |
113,431 |
|
Daily Pivots for day following 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,467.75 |
1,459.25 |
1,422.75 |
|
R3 |
1,448.50 |
1,440.00 |
1,417.50 |
|
R2 |
1,429.25 |
1,429.25 |
1,415.75 |
|
R1 |
1,420.75 |
1,420.75 |
1,414.00 |
1,415.50 |
PP |
1,410.00 |
1,410.00 |
1,410.00 |
1,407.25 |
S1 |
1,401.50 |
1,401.50 |
1,410.50 |
1,396.00 |
S2 |
1,390.75 |
1,390.75 |
1,408.75 |
|
S3 |
1,371.50 |
1,382.25 |
1,407.00 |
|
S4 |
1,352.25 |
1,363.00 |
1,401.75 |
|
|
Weekly Pivots for week ending 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,497.50 |
1,485.00 |
1,428.75 |
|
R3 |
1,467.50 |
1,455.00 |
1,420.50 |
|
R2 |
1,437.50 |
1,437.50 |
1,417.75 |
|
R1 |
1,425.00 |
1,425.00 |
1,415.00 |
1,416.25 |
PP |
1,407.50 |
1,407.50 |
1,407.50 |
1,403.25 |
S1 |
1,395.00 |
1,395.00 |
1,409.50 |
1,386.25 |
S2 |
1,377.50 |
1,377.50 |
1,406.75 |
|
S3 |
1,347.50 |
1,365.00 |
1,404.00 |
|
S4 |
1,317.50 |
1,335.00 |
1,395.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,420.25 |
1,390.25 |
30.00 |
2.1% |
16.25 |
1.2% |
73% |
False |
False |
22,686 |
10 |
1,422.75 |
1,390.25 |
32.50 |
2.3% |
10.75 |
0.8% |
68% |
False |
False |
14,055 |
20 |
1,422.75 |
1,379.50 |
43.25 |
3.1% |
11.00 |
0.8% |
76% |
False |
False |
8,547 |
40 |
1,422.75 |
1,362.75 |
60.00 |
4.2% |
10.50 |
0.7% |
83% |
False |
False |
4,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,500.25 |
2.618 |
1,469.00 |
1.618 |
1,449.75 |
1.000 |
1,437.75 |
0.618 |
1,430.50 |
HIGH |
1,418.50 |
0.618 |
1,411.25 |
0.500 |
1,409.00 |
0.382 |
1,406.50 |
LOW |
1,399.25 |
0.618 |
1,387.25 |
1.000 |
1,380.00 |
1.618 |
1,368.00 |
2.618 |
1,348.75 |
4.250 |
1,317.50 |
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