Day Change Summary |
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Previous |
Current |
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|
|
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30-Oct-2006 |
31-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
1,404.0 |
1,402.0 |
-2.0 |
-0.1% |
1,404.5 |
High |
1,411.1 |
1,411.0 |
-0.1 |
0.0% |
1,417.0 |
Low |
1,402.6 |
1,402.0 |
-0.6 |
0.0% |
1,404.5 |
Close |
1,407.0 |
1,406.9 |
-0.1 |
0.0% |
1,408.6 |
Range |
8.5 |
9.0 |
0.5 |
5.9% |
12.5 |
ATR |
4.8 |
5.1 |
0.3 |
6.2% |
0.0 |
Volume |
248 |
13 |
-235 |
-94.8% |
108 |
|
Daily Pivots for day following 31-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,433.6 |
1,429.3 |
1,411.9 |
|
R3 |
1,424.6 |
1,420.3 |
1,409.4 |
|
R2 |
1,415.6 |
1,415.6 |
1,408.6 |
|
R1 |
1,411.3 |
1,411.3 |
1,407.7 |
1,413.5 |
PP |
1,406.6 |
1,406.6 |
1,406.6 |
1,407.7 |
S1 |
1,402.3 |
1,402.3 |
1,406.1 |
1,404.5 |
S2 |
1,397.6 |
1,397.6 |
1,405.3 |
|
S3 |
1,388.6 |
1,393.3 |
1,404.4 |
|
S4 |
1,379.6 |
1,384.3 |
1,402.0 |
|
|
Weekly Pivots for week ending 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,447.5 |
1,440.6 |
1,415.5 |
|
R3 |
1,435.0 |
1,428.1 |
1,412.0 |
|
R2 |
1,422.5 |
1,422.5 |
1,410.9 |
|
R1 |
1,415.6 |
1,415.6 |
1,409.7 |
1,419.1 |
PP |
1,410.0 |
1,410.0 |
1,410.0 |
1,411.8 |
S1 |
1,403.1 |
1,403.1 |
1,407.5 |
1,406.6 |
S2 |
1,397.5 |
1,397.5 |
1,406.3 |
|
S3 |
1,385.0 |
1,390.6 |
1,405.2 |
|
S4 |
1,372.5 |
1,378.1 |
1,401.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,417.0 |
1,402.0 |
15.0 |
1.1% |
3.5 |
0.2% |
33% |
False |
True |
62 |
10 |
1,417.0 |
1,396.1 |
20.9 |
1.5% |
1.8 |
0.1% |
52% |
False |
False |
36 |
20 |
1,417.0 |
1,380.2 |
36.8 |
2.6% |
1.3 |
0.1% |
73% |
False |
False |
31 |
40 |
1,417.0 |
1,329.0 |
88.0 |
6.3% |
0.9 |
0.1% |
89% |
False |
False |
57 |
60 |
1,417.0 |
1,304.4 |
112.6 |
8.0% |
0.7 |
0.0% |
91% |
False |
False |
38 |
80 |
1,417.0 |
1,269.8 |
147.2 |
10.5% |
1.1 |
0.1% |
93% |
False |
False |
52 |
100 |
1,417.0 |
1,264.6 |
152.4 |
10.8% |
0.9 |
0.1% |
93% |
False |
False |
54 |
120 |
1,417.0 |
1,264.6 |
152.4 |
10.8% |
1.2 |
0.1% |
93% |
False |
False |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,449.3 |
2.618 |
1,434.6 |
1.618 |
1,425.6 |
1.000 |
1,420.0 |
0.618 |
1,416.6 |
HIGH |
1,411.0 |
0.618 |
1,407.6 |
0.500 |
1,406.5 |
0.382 |
1,405.4 |
LOW |
1,402.0 |
0.618 |
1,396.4 |
1.000 |
1,393.0 |
1.618 |
1,387.4 |
2.618 |
1,378.4 |
4.250 |
1,363.8 |
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