| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2006 |
28-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
6,537.0 |
6,410.5 |
-126.5 |
-1.9% |
6,545.0 |
| High |
6,553.0 |
6,435.5 |
-117.5 |
-1.8% |
6,633.5 |
| Low |
6,405.0 |
6,383.0 |
-22.0 |
-0.3% |
6,507.5 |
| Close |
6,435.0 |
6,409.5 |
-25.5 |
-0.4% |
6,549.0 |
| Range |
148.0 |
52.5 |
-95.5 |
-64.5% |
126.0 |
| ATR |
61.1 |
60.5 |
-0.6 |
-1.0% |
0.0 |
| Volume |
1,527 |
1,228 |
-299 |
-19.6% |
9,401 |
|
| Daily Pivots for day following 28-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,566.8 |
6,540.7 |
6,438.4 |
|
| R3 |
6,514.3 |
6,488.2 |
6,423.9 |
|
| R2 |
6,461.8 |
6,461.8 |
6,419.1 |
|
| R1 |
6,435.7 |
6,435.7 |
6,414.3 |
6,422.5 |
| PP |
6,409.3 |
6,409.3 |
6,409.3 |
6,402.8 |
| S1 |
6,383.2 |
6,383.2 |
6,404.7 |
6,370.0 |
| S2 |
6,356.8 |
6,356.8 |
6,399.9 |
|
| S3 |
6,304.3 |
6,330.7 |
6,395.1 |
|
| S4 |
6,251.8 |
6,278.2 |
6,380.6 |
|
|
| Weekly Pivots for week ending 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,941.3 |
6,871.2 |
6,618.3 |
|
| R3 |
6,815.3 |
6,745.2 |
6,583.7 |
|
| R2 |
6,689.3 |
6,689.3 |
6,572.1 |
|
| R1 |
6,619.2 |
6,619.2 |
6,560.6 |
6,654.3 |
| PP |
6,563.3 |
6,563.3 |
6,563.3 |
6,580.9 |
| S1 |
6,493.2 |
6,493.2 |
6,537.5 |
6,528.3 |
| S2 |
6,437.3 |
6,437.3 |
6,525.9 |
|
| S3 |
6,311.3 |
6,367.2 |
6,514.4 |
|
| S4 |
6,185.3 |
6,241.2 |
6,479.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,633.5 |
6,383.0 |
250.5 |
3.9% |
71.2 |
1.1% |
11% |
False |
True |
1,261 |
| 10 |
6,633.5 |
6,383.0 |
250.5 |
3.9% |
59.2 |
0.9% |
11% |
False |
True |
1,641 |
| 20 |
6,633.5 |
6,350.0 |
283.5 |
4.4% |
57.5 |
0.9% |
21% |
False |
False |
1,037 |
| 40 |
6,633.5 |
6,160.0 |
473.5 |
7.4% |
52.8 |
0.8% |
53% |
False |
False |
700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,658.6 |
|
2.618 |
6,572.9 |
|
1.618 |
6,520.4 |
|
1.000 |
6,488.0 |
|
0.618 |
6,467.9 |
|
HIGH |
6,435.5 |
|
0.618 |
6,415.4 |
|
0.500 |
6,409.3 |
|
0.382 |
6,403.1 |
|
LOW |
6,383.0 |
|
0.618 |
6,350.6 |
|
1.000 |
6,330.5 |
|
1.618 |
6,298.1 |
|
2.618 |
6,245.6 |
|
4.250 |
6,159.9 |
|
|