Day Change Summary |
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Previous |
Current |
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26-Oct-2006 |
27-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
1,730.73 |
1,740.00 |
9.27 |
0.5% |
1,706.18 |
High |
1,745.79 |
1,741.61 |
-4.18 |
-0.2% |
1,745.79 |
Low |
1,718.53 |
1,712.76 |
-5.77 |
-0.3% |
1,702.58 |
Close |
1,744.07 |
1,717.61 |
-26.46 |
-1.5% |
1,717.61 |
Range |
27.26 |
28.85 |
1.59 |
5.8% |
43.21 |
ATR |
21.92 |
22.59 |
0.67 |
3.1% |
0.00 |
Volume |
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Daily Pivots for day following 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,810.54 |
1,792.93 |
1,733.48 |
|
R3 |
1,781.69 |
1,764.08 |
1,725.54 |
|
R2 |
1,752.84 |
1,752.84 |
1,722.90 |
|
R1 |
1,735.23 |
1,735.23 |
1,720.25 |
1,729.61 |
PP |
1,723.99 |
1,723.99 |
1,723.99 |
1,721.19 |
S1 |
1,706.38 |
1,706.38 |
1,714.97 |
1,700.76 |
S2 |
1,695.14 |
1,695.14 |
1,712.32 |
|
S3 |
1,666.29 |
1,677.53 |
1,709.68 |
|
S4 |
1,637.44 |
1,648.68 |
1,701.74 |
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Weekly Pivots for week ending 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,851.62 |
1,827.83 |
1,741.38 |
|
R3 |
1,808.41 |
1,784.62 |
1,729.49 |
|
R2 |
1,765.20 |
1,765.20 |
1,725.53 |
|
R1 |
1,741.41 |
1,741.41 |
1,721.57 |
1,753.31 |
PP |
1,721.99 |
1,721.99 |
1,721.99 |
1,727.94 |
S1 |
1,698.20 |
1,698.20 |
1,713.65 |
1,710.10 |
S2 |
1,678.78 |
1,678.78 |
1,709.69 |
|
S3 |
1,635.57 |
1,654.99 |
1,705.73 |
|
S4 |
1,592.36 |
1,611.78 |
1,693.84 |
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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 |
1,745.79 |
1,702.58 |
43.21 |
2.5% |
24.97 |
1.5% |
35% |
False |
False |
|
10 |
1,745.79 |
1,693.19 |
52.60 |
3.1% |
21.56 |
1.3% |
46% |
False |
False |
|
20 |
1,745.79 |
1,623.07 |
122.72 |
7.1% |
21.61 |
1.3% |
77% |
False |
False |
|
40 |
1,745.79 |
1,558.17 |
187.62 |
10.9% |
20.95 |
1.2% |
85% |
False |
False |
|
60 |
1,745.79 |
1,476.48 |
269.31 |
15.7% |
21.17 |
1.2% |
90% |
False |
False |
|
80 |
1,745.79 |
1,446.77 |
299.02 |
17.4% |
22.17 |
1.3% |
91% |
False |
False |
|
100 |
1,745.79 |
1,446.77 |
299.02 |
17.4% |
23.00 |
1.3% |
91% |
False |
False |
|
120 |
1,745.79 |
1,446.77 |
299.02 |
17.4% |
23.40 |
1.4% |
91% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,864.22 |
2.618 |
1,817.14 |
1.618 |
1,788.29 |
1.000 |
1,770.46 |
0.618 |
1,759.44 |
HIGH |
1,741.61 |
0.618 |
1,730.59 |
0.500 |
1,727.19 |
0.382 |
1,723.78 |
LOW |
1,712.76 |
0.618 |
1,694.93 |
1.000 |
1,683.91 |
1.618 |
1,666.08 |
2.618 |
1,637.23 |
4.250 |
1,590.15 |
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