Day Change Summary |
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Previous |
Current |
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30-Oct-2006 |
31-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
1,715.79 |
1,733.82 |
18.03 |
1.1% |
1,706.18 |
High |
1,735.02 |
1,739.33 |
4.31 |
0.2% |
1,745.79 |
Low |
1,711.85 |
1,722.15 |
10.30 |
0.6% |
1,702.58 |
Close |
1,727.80 |
1,732.54 |
4.74 |
0.3% |
1,717.61 |
Range |
23.17 |
17.18 |
-5.99 |
-25.9% |
43.21 |
ATR |
22.63 |
22.24 |
-0.39 |
-1.7% |
0.00 |
Volume |
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Daily Pivots for day following 31-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,782.88 |
1,774.89 |
1,741.99 |
|
R3 |
1,765.70 |
1,757.71 |
1,737.26 |
|
R2 |
1,748.52 |
1,748.52 |
1,735.69 |
|
R1 |
1,740.53 |
1,740.53 |
1,734.11 |
1,735.94 |
PP |
1,731.34 |
1,731.34 |
1,731.34 |
1,729.04 |
S1 |
1,723.35 |
1,723.35 |
1,730.97 |
1,718.76 |
S2 |
1,714.16 |
1,714.16 |
1,729.39 |
|
S3 |
1,696.98 |
1,706.17 |
1,727.82 |
|
S4 |
1,679.80 |
1,688.99 |
1,723.09 |
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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 |
1,711.68 |
34.11 |
2.0% |
22.94 |
1.3% |
61% |
False |
False |
|
10 |
1,745.79 |
1,693.19 |
52.60 |
3.0% |
22.97 |
1.3% |
75% |
False |
False |
|
20 |
1,745.79 |
1,634.23 |
111.56 |
6.4% |
21.23 |
1.2% |
88% |
False |
False |
|
40 |
1,745.79 |
1,558.17 |
187.62 |
10.8% |
21.04 |
1.2% |
93% |
False |
False |
|
60 |
1,745.79 |
1,476.48 |
269.31 |
15.5% |
20.94 |
1.2% |
95% |
False |
False |
|
80 |
1,745.79 |
1,446.77 |
299.02 |
17.3% |
22.01 |
1.3% |
96% |
False |
False |
|
100 |
1,745.79 |
1,446.77 |
299.02 |
17.3% |
22.75 |
1.3% |
96% |
False |
False |
|
120 |
1,745.79 |
1,446.77 |
299.02 |
17.3% |
23.26 |
1.3% |
96% |
False |
False |
|
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Fibonacci Retracements and Extensions |
4.250 |
1,812.35 |
2.618 |
1,784.31 |
1.618 |
1,767.13 |
1.000 |
1,756.51 |
0.618 |
1,749.95 |
HIGH |
1,739.33 |
0.618 |
1,732.77 |
0.500 |
1,730.74 |
0.382 |
1,728.71 |
LOW |
1,722.15 |
0.618 |
1,711.53 |
1.000 |
1,704.97 |
1.618 |
1,694.35 |
2.618 |
1,677.17 |
4.250 |
1,649.14 |
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