Day Change Summary |
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Previous |
Current |
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31-Oct-2006 |
01-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
1,733.82 |
1,738.55 |
4.73 |
0.3% |
1,706.18 |
High |
1,739.33 |
1,739.79 |
0.46 |
0.0% |
1,745.79 |
Low |
1,722.15 |
1,702.18 |
-19.97 |
-1.2% |
1,702.58 |
Close |
1,732.54 |
1,707.65 |
-24.89 |
-1.4% |
1,717.61 |
Range |
17.18 |
37.61 |
20.43 |
118.9% |
43.21 |
ATR |
22.24 |
23.34 |
1.10 |
4.9% |
0.00 |
Volume |
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Daily Pivots for day following 01-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,829.37 |
1,806.12 |
1,728.34 |
|
R3 |
1,791.76 |
1,768.51 |
1,717.99 |
|
R2 |
1,754.15 |
1,754.15 |
1,714.55 |
|
R1 |
1,730.90 |
1,730.90 |
1,711.10 |
1,723.72 |
PP |
1,716.54 |
1,716.54 |
1,716.54 |
1,712.95 |
S1 |
1,693.29 |
1,693.29 |
1,704.20 |
1,686.11 |
S2 |
1,678.93 |
1,678.93 |
1,700.75 |
|
S3 |
1,641.32 |
1,655.68 |
1,697.31 |
|
S4 |
1,603.71 |
1,618.07 |
1,686.96 |
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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 |
1,702.18 |
43.61 |
2.6% |
26.81 |
1.6% |
13% |
False |
True |
|
10 |
1,745.79 |
1,693.19 |
52.60 |
3.1% |
24.13 |
1.4% |
27% |
False |
False |
|
20 |
1,745.79 |
1,675.98 |
69.81 |
4.1% |
20.76 |
1.2% |
45% |
False |
False |
|
40 |
1,745.79 |
1,558.17 |
187.62 |
11.0% |
21.42 |
1.3% |
80% |
False |
False |
|
60 |
1,745.79 |
1,478.20 |
267.59 |
15.7% |
21.17 |
1.2% |
86% |
False |
False |
|
80 |
1,745.79 |
1,446.77 |
299.02 |
17.5% |
22.16 |
1.3% |
87% |
False |
False |
|
100 |
1,745.79 |
1,446.77 |
299.02 |
17.5% |
22.78 |
1.3% |
87% |
False |
False |
|
120 |
1,745.79 |
1,446.77 |
299.02 |
17.5% |
23.43 |
1.4% |
87% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,899.63 |
2.618 |
1,838.25 |
1.618 |
1,800.64 |
1.000 |
1,777.40 |
0.618 |
1,763.03 |
HIGH |
1,739.79 |
0.618 |
1,725.42 |
0.500 |
1,720.99 |
0.382 |
1,716.55 |
LOW |
1,702.18 |
0.618 |
1,678.94 |
1.000 |
1,664.57 |
1.618 |
1,641.33 |
2.618 |
1,603.72 |
4.250 |
1,542.34 |
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