| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2006 |
30-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
6,103.5 |
6,105.5 |
2.0 |
0.0% |
6,258.0 |
| High |
6,139.0 |
6,105.5 |
-33.5 |
-0.5% |
6,274.5 |
| Low |
6,102.5 |
6,095.5 |
-7.0 |
-0.1% |
6,163.5 |
| Close |
6,132.5 |
6,099.0 |
-33.5 |
-0.5% |
6,178.0 |
| Range |
36.5 |
10.0 |
-26.5 |
-72.6% |
111.0 |
| ATR |
30.9 |
31.4 |
0.4 |
1.4% |
0.0 |
| Volume |
372 |
0 |
-372 |
-100.0% |
3,032 |
|
| Daily Pivots for day following 30-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,130.0 |
6,124.5 |
6,104.5 |
|
| R3 |
6,120.0 |
6,114.5 |
6,102.0 |
|
| R2 |
6,110.0 |
6,110.0 |
6,101.0 |
|
| R1 |
6,104.5 |
6,104.5 |
6,100.0 |
6,102.0 |
| PP |
6,100.0 |
6,100.0 |
6,100.0 |
6,099.0 |
| S1 |
6,094.5 |
6,094.5 |
6,098.0 |
6,092.0 |
| S2 |
6,090.0 |
6,090.0 |
6,097.0 |
|
| S3 |
6,080.0 |
6,084.5 |
6,096.0 |
|
| S4 |
6,070.0 |
6,074.5 |
6,093.5 |
|
|
| Weekly Pivots for week ending 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,538.5 |
6,469.0 |
6,239.0 |
|
| R3 |
6,427.5 |
6,358.0 |
6,208.5 |
|
| R2 |
6,316.5 |
6,316.5 |
6,198.5 |
|
| R1 |
6,247.0 |
6,247.0 |
6,188.0 |
6,226.0 |
| PP |
6,205.5 |
6,205.5 |
6,205.5 |
6,195.0 |
| S1 |
6,136.0 |
6,136.0 |
6,168.0 |
6,115.0 |
| S2 |
6,094.5 |
6,094.5 |
6,157.5 |
|
| S3 |
5,983.5 |
6,025.0 |
6,147.5 |
|
| S4 |
5,872.5 |
5,914.0 |
6,117.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,165.0 |
6,077.0 |
88.0 |
1.4% |
9.5 |
0.2% |
25% |
False |
False |
76 |
| 10 |
6,274.5 |
6,077.0 |
197.5 |
3.2% |
9.5 |
0.2% |
11% |
False |
False |
341 |
| 20 |
6,302.5 |
6,077.0 |
225.5 |
3.7% |
6.0 |
0.1% |
10% |
False |
False |
196 |
| 40 |
6,302.5 |
6,067.5 |
235.0 |
3.9% |
3.5 |
0.1% |
13% |
False |
False |
115 |
| 60 |
6,302.5 |
5,868.0 |
434.5 |
7.1% |
2.5 |
0.0% |
53% |
False |
False |
77 |
| 80 |
6,302.5 |
5,868.0 |
434.5 |
7.1% |
2.0 |
0.0% |
53% |
False |
False |
57 |
| 100 |
6,302.5 |
5,740.5 |
562.0 |
9.2% |
1.5 |
0.0% |
64% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,148.0 |
|
2.618 |
6,131.5 |
|
1.618 |
6,121.5 |
|
1.000 |
6,115.5 |
|
0.618 |
6,111.5 |
|
HIGH |
6,105.5 |
|
0.618 |
6,101.5 |
|
0.500 |
6,100.5 |
|
0.382 |
6,099.5 |
|
LOW |
6,095.5 |
|
0.618 |
6,089.5 |
|
1.000 |
6,085.5 |
|
1.618 |
6,079.5 |
|
2.618 |
6,069.5 |
|
4.250 |
6,053.0 |
|
|