Day Change Summary |
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Previous |
Current |
|
|
|
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20-Nov-2006 |
21-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
6,258.0 |
6,274.5 |
16.5 |
0.3% |
6,260.5 |
High |
6,258.0 |
6,274.5 |
16.5 |
0.3% |
6,267.0 |
Low |
6,258.0 |
6,260.0 |
2.0 |
0.0% |
6,239.5 |
Close |
6,258.0 |
6,252.0 |
-6.0 |
-0.1% |
6,246.5 |
Range |
0.0 |
14.5 |
14.5 |
|
27.5 |
ATR |
22.7 |
22.3 |
-0.4 |
-2.0% |
0.0 |
Volume |
6 |
8 |
2 |
33.3% |
501 |
|
Daily Pivots for day following 21-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,305.5 |
6,293.5 |
6,260.0 |
|
R3 |
6,291.0 |
6,279.0 |
6,256.0 |
|
R2 |
6,276.5 |
6,276.5 |
6,254.5 |
|
R1 |
6,264.5 |
6,264.5 |
6,253.5 |
6,263.0 |
PP |
6,262.0 |
6,262.0 |
6,262.0 |
6,261.5 |
S1 |
6,250.0 |
6,250.0 |
6,250.5 |
6,249.0 |
S2 |
6,247.5 |
6,247.5 |
6,249.5 |
|
S3 |
6,233.0 |
6,235.5 |
6,248.0 |
|
S4 |
6,218.5 |
6,221.0 |
6,244.0 |
|
|
Weekly Pivots for week ending 17-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,333.5 |
6,317.5 |
6,261.5 |
|
R3 |
6,306.0 |
6,290.0 |
6,254.0 |
|
R2 |
6,278.5 |
6,278.5 |
6,251.5 |
|
R1 |
6,262.5 |
6,262.5 |
6,249.0 |
6,257.0 |
PP |
6,251.0 |
6,251.0 |
6,251.0 |
6,248.0 |
S1 |
6,235.0 |
6,235.0 |
6,244.0 |
6,229.0 |
S2 |
6,223.5 |
6,223.5 |
6,241.5 |
|
S3 |
6,196.0 |
6,207.5 |
6,239.0 |
|
S4 |
6,168.5 |
6,180.0 |
6,231.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,274.5 |
6,246.5 |
28.0 |
0.4% |
3.0 |
0.0% |
20% |
True |
False |
103 |
10 |
6,302.5 |
6,239.5 |
63.0 |
1.0% |
3.0 |
0.1% |
20% |
False |
False |
51 |
20 |
6,302.5 |
6,176.0 |
126.5 |
2.0% |
3.0 |
0.0% |
60% |
False |
False |
36 |
40 |
6,302.5 |
5,981.5 |
321.0 |
5.1% |
1.5 |
0.0% |
84% |
False |
False |
30 |
60 |
6,302.5 |
5,868.0 |
434.5 |
6.9% |
1.0 |
0.0% |
88% |
False |
False |
20 |
80 |
6,302.5 |
5,868.0 |
434.5 |
6.9% |
1.0 |
0.0% |
88% |
False |
False |
15 |
100 |
6,302.5 |
5,740.5 |
562.0 |
9.0% |
0.5 |
0.0% |
91% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,336.0 |
2.618 |
6,312.5 |
1.618 |
6,298.0 |
1.000 |
6,289.0 |
0.618 |
6,283.5 |
HIGH |
6,274.5 |
0.618 |
6,269.0 |
0.500 |
6,267.0 |
0.382 |
6,265.5 |
LOW |
6,260.0 |
0.618 |
6,251.0 |
1.000 |
6,245.5 |
1.618 |
6,236.5 |
2.618 |
6,222.0 |
4.250 |
6,198.5 |
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