Day Change Summary |
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Previous |
Current |
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09-Nov-2006 |
10-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
6,292.0 |
6,279.5 |
-12.5 |
-0.2% |
6,277.5 |
High |
6,292.0 |
6,279.5 |
-12.5 |
-0.2% |
6,302.5 |
Low |
6,292.0 |
6,262.5 |
-29.5 |
-0.5% |
6,262.5 |
Close |
6,292.0 |
6,265.0 |
-27.0 |
-0.4% |
6,265.0 |
Range |
0.0 |
17.0 |
17.0 |
|
40.0 |
ATR |
21.9 |
22.4 |
0.5 |
2.5% |
0.0 |
Volume |
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Daily Pivots for day following 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,320.0 |
6,309.5 |
6,274.5 |
|
R3 |
6,303.0 |
6,292.5 |
6,269.5 |
|
R2 |
6,286.0 |
6,286.0 |
6,268.0 |
|
R1 |
6,275.5 |
6,275.5 |
6,266.5 |
6,272.0 |
PP |
6,269.0 |
6,269.0 |
6,269.0 |
6,267.5 |
S1 |
6,258.5 |
6,258.5 |
6,263.5 |
6,255.0 |
S2 |
6,252.0 |
6,252.0 |
6,262.0 |
|
S3 |
6,235.0 |
6,241.5 |
6,260.5 |
|
S4 |
6,218.0 |
6,224.5 |
6,255.5 |
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Weekly Pivots for week ending 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,396.5 |
6,371.0 |
6,287.0 |
|
R3 |
6,356.5 |
6,331.0 |
6,276.0 |
|
R2 |
6,316.5 |
6,316.5 |
6,272.5 |
|
R1 |
6,291.0 |
6,291.0 |
6,268.5 |
6,284.0 |
PP |
6,276.5 |
6,276.5 |
6,276.5 |
6,273.0 |
S1 |
6,251.0 |
6,251.0 |
6,261.5 |
6,244.0 |
S2 |
6,236.5 |
6,236.5 |
6,257.5 |
|
S3 |
6,196.5 |
6,211.0 |
6,254.0 |
|
S4 |
6,156.5 |
6,171.0 |
6,243.0 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,302.5 |
6,262.5 |
40.0 |
0.6% |
3.5 |
0.1% |
6% |
False |
True |
2 |
10 |
6,302.5 |
6,176.0 |
126.5 |
2.0% |
3.0 |
0.0% |
70% |
False |
False |
13 |
20 |
6,302.5 |
6,176.0 |
126.5 |
2.0% |
2.0 |
0.0% |
70% |
False |
False |
35 |
40 |
6,302.5 |
5,868.0 |
434.5 |
6.9% |
1.0 |
0.0% |
91% |
False |
False |
17 |
60 |
6,302.5 |
5,868.0 |
434.5 |
6.9% |
1.0 |
0.0% |
91% |
False |
False |
11 |
80 |
6,302.5 |
5,868.0 |
434.5 |
6.9% |
0.5 |
0.0% |
91% |
False |
False |
8 |
100 |
6,302.5 |
5,724.5 |
578.0 |
9.2% |
0.5 |
0.0% |
94% |
False |
False |
7 |
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Fibonacci Retracements and Extensions |
4.250 |
6,352.0 |
2.618 |
6,324.0 |
1.618 |
6,307.0 |
1.000 |
6,296.5 |
0.618 |
6,290.0 |
HIGH |
6,279.5 |
0.618 |
6,273.0 |
0.500 |
6,271.0 |
0.382 |
6,269.0 |
LOW |
6,262.5 |
0.618 |
6,252.0 |
1.000 |
6,245.5 |
1.618 |
6,235.0 |
2.618 |
6,218.0 |
4.250 |
6,190.0 |
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