| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2006 |
20-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
6,579.5 |
6,545.0 |
-34.5 |
-0.5% |
6,495.0 |
| High |
6,593.0 |
6,597.0 |
4.0 |
0.1% |
6,593.5 |
| Low |
6,539.5 |
6,507.5 |
-32.0 |
-0.5% |
6,495.0 |
| Close |
6,559.0 |
6,592.0 |
33.0 |
0.5% |
6,559.0 |
| Range |
53.5 |
89.5 |
36.0 |
67.3% |
98.5 |
| ATR |
52.9 |
55.5 |
2.6 |
5.0% |
0.0 |
| Volume |
2,680 |
5,441 |
2,761 |
103.0% |
5,247 |
|
| Daily Pivots for day following 20-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,834.0 |
6,802.5 |
6,641.2 |
|
| R3 |
6,744.5 |
6,713.0 |
6,616.6 |
|
| R2 |
6,655.0 |
6,655.0 |
6,608.4 |
|
| R1 |
6,623.5 |
6,623.5 |
6,600.2 |
6,639.3 |
| PP |
6,565.5 |
6,565.5 |
6,565.5 |
6,573.4 |
| S1 |
6,534.0 |
6,534.0 |
6,583.8 |
6,549.8 |
| S2 |
6,476.0 |
6,476.0 |
6,575.6 |
|
| S3 |
6,386.5 |
6,444.5 |
6,567.4 |
|
| S4 |
6,297.0 |
6,355.0 |
6,542.8 |
|
|
| Weekly Pivots for week ending 17-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,844.7 |
6,800.3 |
6,613.2 |
|
| R3 |
6,746.2 |
6,701.8 |
6,586.1 |
|
| R2 |
6,647.7 |
6,647.7 |
6,577.1 |
|
| R1 |
6,603.3 |
6,603.3 |
6,568.0 |
6,625.5 |
| PP |
6,549.2 |
6,549.2 |
6,549.2 |
6,560.3 |
| S1 |
6,504.8 |
6,504.8 |
6,550.0 |
6,527.0 |
| S2 |
6,450.7 |
6,450.7 |
6,540.9 |
|
| S3 |
6,352.2 |
6,406.3 |
6,531.9 |
|
| S4 |
6,253.7 |
6,307.8 |
6,504.8 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,977.4 |
|
2.618 |
6,831.3 |
|
1.618 |
6,741.8 |
|
1.000 |
6,686.5 |
|
0.618 |
6,652.3 |
|
HIGH |
6,597.0 |
|
0.618 |
6,562.8 |
|
0.500 |
6,552.3 |
|
0.382 |
6,541.7 |
|
LOW |
6,507.5 |
|
0.618 |
6,452.2 |
|
1.000 |
6,418.0 |
|
1.618 |
6,362.7 |
|
2.618 |
6,273.2 |
|
4.250 |
6,127.1 |
|
|