| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2006 |
27-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
1,756.75 |
1,777.00 |
20.25 |
1.2% |
1,752.50 |
| High |
1,778.00 |
1,777.00 |
-1.00 |
-0.1% |
1,778.00 |
| Low |
1,749.75 |
1,744.25 |
-5.50 |
-0.3% |
1,735.00 |
| Close |
1,774.00 |
1,752.50 |
-21.50 |
-1.2% |
1,752.50 |
| Range |
28.25 |
32.75 |
4.50 |
15.9% |
43.00 |
| ATR |
23.14 |
23.83 |
0.69 |
3.0% |
0.00 |
| Volume |
37 |
70 |
33 |
89.2% |
334 |
|
| Daily Pivots for day following 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,856.25 |
1,837.00 |
1,770.50 |
|
| R3 |
1,823.50 |
1,804.25 |
1,761.50 |
|
| R2 |
1,790.75 |
1,790.75 |
1,758.50 |
|
| R1 |
1,771.50 |
1,771.50 |
1,755.50 |
1,764.75 |
| PP |
1,758.00 |
1,758.00 |
1,758.00 |
1,754.50 |
| S1 |
1,738.75 |
1,738.75 |
1,749.50 |
1,732.00 |
| S2 |
1,725.25 |
1,725.25 |
1,746.50 |
|
| S3 |
1,692.50 |
1,706.00 |
1,743.50 |
|
| S4 |
1,659.75 |
1,673.25 |
1,734.50 |
|
|
| Weekly Pivots for week ending 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,884.25 |
1,861.25 |
1,776.25 |
|
| R3 |
1,841.25 |
1,818.25 |
1,764.25 |
|
| R2 |
1,798.25 |
1,798.25 |
1,760.50 |
|
| R1 |
1,775.25 |
1,775.25 |
1,756.50 |
1,774.00 |
| PP |
1,755.25 |
1,755.25 |
1,755.25 |
1,754.50 |
| S1 |
1,732.25 |
1,732.25 |
1,748.50 |
1,731.00 |
| S2 |
1,712.25 |
1,712.25 |
1,744.50 |
|
| S3 |
1,669.25 |
1,689.25 |
1,740.75 |
|
| S4 |
1,626.25 |
1,646.25 |
1,728.75 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,916.25 |
|
2.618 |
1,862.75 |
|
1.618 |
1,830.00 |
|
1.000 |
1,809.75 |
|
0.618 |
1,797.25 |
|
HIGH |
1,777.00 |
|
0.618 |
1,764.50 |
|
0.500 |
1,760.50 |
|
0.382 |
1,756.75 |
|
LOW |
1,744.25 |
|
0.618 |
1,724.00 |
|
1.000 |
1,711.50 |
|
1.618 |
1,691.25 |
|
2.618 |
1,658.50 |
|
4.250 |
1,605.00 |
|
|