Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2006 |
27-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
1,427.0 |
1,407.3 |
-19.7 |
-1.4% |
1,429.3 |
High |
1,427.0 |
1,407.3 |
-19.7 |
-1.4% |
1,432.8 |
Low |
1,427.0 |
1,407.3 |
-19.7 |
-1.4% |
1,427.0 |
Close |
1,427.0 |
1,407.3 |
-19.7 |
-1.4% |
1,427.0 |
Range |
|
|
|
|
|
ATR |
4.6 |
5.7 |
1.1 |
23.5% |
0.0 |
Volume |
380 |
21 |
-359 |
-94.5% |
639 |
|
Daily Pivots for day following 27-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,407.3 |
1,407.3 |
1,407.3 |
|
R3 |
1,407.3 |
1,407.3 |
1,407.3 |
|
R2 |
1,407.3 |
1,407.3 |
1,407.3 |
|
R1 |
1,407.3 |
1,407.3 |
1,407.3 |
1,407.3 |
PP |
1,407.3 |
1,407.3 |
1,407.3 |
1,407.3 |
S1 |
1,407.3 |
1,407.3 |
1,407.3 |
1,407.3 |
S2 |
1,407.3 |
1,407.3 |
1,407.3 |
|
S3 |
1,407.3 |
1,407.3 |
1,407.3 |
|
S4 |
1,407.3 |
1,407.3 |
1,407.3 |
|
|
Weekly Pivots for week ending 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,446.3 |
1,442.5 |
1,430.2 |
|
R3 |
1,440.5 |
1,436.7 |
1,428.6 |
|
R2 |
1,434.7 |
1,434.7 |
1,428.1 |
|
R1 |
1,430.9 |
1,430.9 |
1,427.5 |
1,429.9 |
PP |
1,428.9 |
1,428.9 |
1,428.9 |
1,428.5 |
S1 |
1,425.1 |
1,425.1 |
1,426.5 |
1,424.1 |
S2 |
1,423.1 |
1,423.1 |
1,425.9 |
|
S3 |
1,417.3 |
1,419.3 |
1,425.4 |
|
S4 |
1,411.5 |
1,413.5 |
1,423.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,432.8 |
1,407.3 |
25.5 |
1.8% |
0.0 |
0.0% |
0% |
False |
True |
132 |
10 |
1,432.8 |
1,407.2 |
25.6 |
1.8% |
1.5 |
0.1% |
0% |
False |
False |
126 |
20 |
1,432.8 |
1,391.9 |
40.9 |
2.9% |
1.6 |
0.1% |
38% |
False |
False |
97 |
40 |
1,432.8 |
1,362.9 |
69.9 |
5.0% |
1.0 |
0.1% |
64% |
False |
False |
59 |
60 |
1,432.8 |
1,329.0 |
103.8 |
7.4% |
0.9 |
0.1% |
75% |
False |
False |
66 |
80 |
1,432.8 |
1,304.4 |
128.4 |
9.1% |
0.9 |
0.1% |
80% |
False |
False |
49 |
100 |
1,432.8 |
1,269.8 |
163.0 |
11.6% |
1.1 |
0.1% |
84% |
False |
False |
58 |
120 |
1,432.8 |
1,264.6 |
168.2 |
12.0% |
1.1 |
0.1% |
85% |
False |
False |
59 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,407.3 |
2.618 |
1,407.3 |
1.618 |
1,407.3 |
1.000 |
1,407.3 |
0.618 |
1,407.3 |
HIGH |
1,407.3 |
0.618 |
1,407.3 |
0.500 |
1,407.3 |
0.382 |
1,407.3 |
LOW |
1,407.3 |
0.618 |
1,407.3 |
1.000 |
1,407.3 |
1.618 |
1,407.3 |
2.618 |
1,407.3 |
4.250 |
1,407.3 |
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