Day Change Summary |
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Previous |
Current |
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01-Nov-2006 |
02-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
1,738.55 |
1,702.26 |
-36.29 |
-2.1% |
1,706.18 |
High |
1,739.79 |
1,714.37 |
-25.42 |
-1.5% |
1,745.79 |
Low |
1,702.18 |
1,698.60 |
-3.58 |
-0.2% |
1,702.58 |
Close |
1,707.65 |
1,710.17 |
2.52 |
0.1% |
1,717.61 |
Range |
37.61 |
15.77 |
-21.84 |
-58.1% |
43.21 |
ATR |
23.34 |
22.80 |
-0.54 |
-2.3% |
0.00 |
Volume |
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Daily Pivots for day following 02-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,755.02 |
1,748.37 |
1,718.84 |
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R3 |
1,739.25 |
1,732.60 |
1,714.51 |
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R2 |
1,723.48 |
1,723.48 |
1,713.06 |
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R1 |
1,716.83 |
1,716.83 |
1,711.62 |
1,720.16 |
PP |
1,707.71 |
1,707.71 |
1,707.71 |
1,709.38 |
S1 |
1,701.06 |
1,701.06 |
1,708.72 |
1,704.39 |
S2 |
1,691.94 |
1,691.94 |
1,707.28 |
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S3 |
1,676.17 |
1,685.29 |
1,705.83 |
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S4 |
1,660.40 |
1,669.52 |
1,701.50 |
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Weekly Pivots for week ending 27-Oct-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,851.62 |
1,827.83 |
1,741.38 |
|
R3 |
1,808.41 |
1,784.62 |
1,729.49 |
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R2 |
1,765.20 |
1,765.20 |
1,725.53 |
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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 |
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S3 |
1,635.57 |
1,654.99 |
1,705.73 |
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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 |
1,741.61 |
1,698.60 |
43.01 |
2.5% |
24.52 |
1.4% |
27% |
False |
True |
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10 |
1,745.79 |
1,695.21 |
50.58 |
3.0% |
23.68 |
1.4% |
30% |
False |
False |
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20 |
1,745.79 |
1,675.98 |
69.81 |
4.1% |
20.83 |
1.2% |
49% |
False |
False |
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40 |
1,745.79 |
1,558.17 |
187.62 |
11.0% |
21.28 |
1.2% |
81% |
False |
False |
|
60 |
1,745.79 |
1,478.20 |
267.59 |
15.6% |
20.84 |
1.2% |
87% |
False |
False |
|
80 |
1,745.79 |
1,446.77 |
299.02 |
17.5% |
21.94 |
1.3% |
88% |
False |
False |
|
100 |
1,745.79 |
1,446.77 |
299.02 |
17.5% |
22.69 |
1.3% |
88% |
False |
False |
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120 |
1,745.79 |
1,446.77 |
299.02 |
17.5% |
23.39 |
1.4% |
88% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,781.39 |
2.618 |
1,755.66 |
1.618 |
1,739.89 |
1.000 |
1,730.14 |
0.618 |
1,724.12 |
HIGH |
1,714.37 |
0.618 |
1,708.35 |
0.500 |
1,706.49 |
0.382 |
1,704.62 |
LOW |
1,698.60 |
0.618 |
1,688.85 |
1.000 |
1,682.83 |
1.618 |
1,673.08 |
2.618 |
1,657.31 |
4.250 |
1,631.58 |
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