Day Change Summary |
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Previous |
Current |
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28-Nov-2006 |
29-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
1,381.61 |
1,386.11 |
4.50 |
0.3% |
1,401.17 |
High |
1,387.91 |
1,401.14 |
13.23 |
1.0% |
1,407.89 |
Low |
1,377.83 |
1,386.11 |
8.28 |
0.6% |
1,397.85 |
Close |
1,386.72 |
1,399.48 |
12.76 |
0.9% |
1,400.95 |
Range |
10.08 |
15.03 |
4.95 |
49.1% |
10.04 |
ATR |
9.49 |
9.89 |
0.40 |
4.2% |
0.00 |
Volume |
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Daily Pivots for day following 29-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,440.67 |
1,435.10 |
1,407.75 |
|
R3 |
1,425.64 |
1,420.07 |
1,403.61 |
|
R2 |
1,410.61 |
1,410.61 |
1,402.24 |
|
R1 |
1,405.04 |
1,405.04 |
1,400.86 |
1,407.83 |
PP |
1,395.58 |
1,395.58 |
1,395.58 |
1,396.97 |
S1 |
1,390.01 |
1,390.01 |
1,398.10 |
1,392.80 |
S2 |
1,380.55 |
1,380.55 |
1,396.72 |
|
S3 |
1,365.52 |
1,374.98 |
1,395.35 |
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S4 |
1,350.49 |
1,359.95 |
1,391.21 |
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Weekly Pivots for week ending 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,432.35 |
1,426.69 |
1,406.47 |
|
R3 |
1,422.31 |
1,416.65 |
1,403.71 |
|
R2 |
1,412.27 |
1,412.27 |
1,402.79 |
|
R1 |
1,406.61 |
1,406.61 |
1,401.87 |
1,404.42 |
PP |
1,402.23 |
1,402.23 |
1,402.23 |
1,401.14 |
S1 |
1,396.57 |
1,396.57 |
1,400.03 |
1,394.38 |
S2 |
1,392.19 |
1,392.19 |
1,399.11 |
|
S3 |
1,382.15 |
1,386.53 |
1,398.19 |
|
S4 |
1,372.11 |
1,376.49 |
1,395.43 |
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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 |
1,407.89 |
1,377.83 |
30.06 |
2.1% |
11.28 |
0.8% |
72% |
False |
False |
|
10 |
1,407.89 |
1,377.83 |
30.06 |
2.1% |
8.96 |
0.6% |
72% |
False |
False |
|
20 |
1,407.89 |
1,360.98 |
46.91 |
3.4% |
10.09 |
0.7% |
82% |
False |
False |
|
40 |
1,407.89 |
1,331.48 |
76.41 |
5.5% |
9.61 |
0.7% |
89% |
False |
False |
|
60 |
1,407.89 |
1,290.93 |
116.96 |
8.4% |
9.53 |
0.7% |
93% |
False |
False |
|
80 |
1,407.89 |
1,261.30 |
146.59 |
10.5% |
9.57 |
0.7% |
94% |
False |
False |
|
100 |
1,407.89 |
1,224.54 |
183.35 |
13.1% |
10.47 |
0.7% |
95% |
False |
False |
|
120 |
1,407.89 |
1,219.29 |
188.60 |
13.5% |
11.04 |
0.8% |
96% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,465.02 |
2.618 |
1,440.49 |
1.618 |
1,425.46 |
1.000 |
1,416.17 |
0.618 |
1,410.43 |
HIGH |
1,401.14 |
0.618 |
1,395.40 |
0.500 |
1,393.63 |
0.382 |
1,391.85 |
LOW |
1,386.11 |
0.618 |
1,376.82 |
1.000 |
1,371.08 |
1.618 |
1,361.79 |
2.618 |
1,346.76 |
4.250 |
1,322.23 |
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