Day Change Summary |
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Previous |
Current |
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20-Nov-2006 |
21-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
1,401.17 |
1,400.43 |
-0.74 |
-0.1% |
1,380.58 |
High |
1,404.37 |
1,403.49 |
-0.88 |
-0.1% |
1,403.76 |
Low |
1,397.85 |
1,399.99 |
2.14 |
0.2% |
1,378.80 |
Close |
1,400.50 |
1,402.81 |
2.31 |
0.2% |
1,401.20 |
Range |
6.52 |
3.50 |
-3.02 |
-46.3% |
24.96 |
ATR |
9.49 |
9.06 |
-0.43 |
-4.5% |
0.00 |
Volume |
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Daily Pivots for day following 21-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,412.60 |
1,411.20 |
1,404.74 |
|
R3 |
1,409.10 |
1,407.70 |
1,403.77 |
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R2 |
1,405.60 |
1,405.60 |
1,403.45 |
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R1 |
1,404.20 |
1,404.20 |
1,403.13 |
1,404.90 |
PP |
1,402.10 |
1,402.10 |
1,402.10 |
1,402.45 |
S1 |
1,400.70 |
1,400.70 |
1,402.49 |
1,401.40 |
S2 |
1,398.60 |
1,398.60 |
1,402.17 |
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S3 |
1,395.10 |
1,397.20 |
1,401.85 |
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S4 |
1,391.60 |
1,393.70 |
1,400.89 |
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Weekly Pivots for week ending 17-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,469.47 |
1,460.29 |
1,414.93 |
|
R3 |
1,444.51 |
1,435.33 |
1,408.06 |
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R2 |
1,419.55 |
1,419.55 |
1,405.78 |
|
R1 |
1,410.37 |
1,410.37 |
1,403.49 |
1,414.96 |
PP |
1,394.59 |
1,394.59 |
1,394.59 |
1,396.88 |
S1 |
1,385.41 |
1,385.41 |
1,398.91 |
1,390.00 |
S2 |
1,369.63 |
1,369.63 |
1,396.62 |
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S3 |
1,344.67 |
1,360.45 |
1,394.34 |
|
S4 |
1,319.71 |
1,335.49 |
1,387.47 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,404.37 |
1,392.13 |
12.24 |
0.9% |
6.63 |
0.5% |
87% |
False |
False |
|
10 |
1,404.37 |
1,375.60 |
28.77 |
2.1% |
8.67 |
0.6% |
95% |
False |
False |
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20 |
1,404.37 |
1,360.98 |
43.39 |
3.1% |
9.64 |
0.7% |
96% |
False |
False |
|
40 |
1,404.37 |
1,327.10 |
77.27 |
5.5% |
9.12 |
0.6% |
98% |
False |
False |
|
60 |
1,404.37 |
1,290.93 |
113.44 |
8.1% |
9.13 |
0.7% |
99% |
False |
False |
|
80 |
1,404.37 |
1,261.30 |
143.07 |
10.2% |
9.62 |
0.7% |
99% |
False |
False |
|
100 |
1,404.37 |
1,224.54 |
179.83 |
12.8% |
10.45 |
0.7% |
99% |
False |
False |
|
120 |
1,404.37 |
1,219.29 |
185.08 |
13.2% |
11.34 |
0.8% |
99% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,418.37 |
2.618 |
1,412.65 |
1.618 |
1,409.15 |
1.000 |
1,406.99 |
0.618 |
1,405.65 |
HIGH |
1,403.49 |
0.618 |
1,402.15 |
0.500 |
1,401.74 |
0.382 |
1,401.33 |
LOW |
1,399.99 |
0.618 |
1,397.83 |
1.000 |
1,396.49 |
1.618 |
1,394.33 |
2.618 |
1,390.83 |
4.250 |
1,385.12 |
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