Day Change Summary |
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Previous |
Current |
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02-Nov-2006 |
03-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
1,702.26 |
1,714.27 |
12.01 |
0.7% |
1,715.79 |
High |
1,714.37 |
1,716.65 |
2.28 |
0.1% |
1,739.79 |
Low |
1,698.60 |
1,693.19 |
-5.41 |
-0.3% |
1,693.19 |
Close |
1,710.17 |
1,703.98 |
-6.19 |
-0.4% |
1,703.98 |
Range |
15.77 |
23.46 |
7.69 |
48.8% |
46.60 |
ATR |
22.80 |
22.85 |
0.05 |
0.2% |
0.00 |
Volume |
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Daily Pivots for day following 03-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,774.99 |
1,762.94 |
1,716.88 |
|
R3 |
1,751.53 |
1,739.48 |
1,710.43 |
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R2 |
1,728.07 |
1,728.07 |
1,708.28 |
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R1 |
1,716.02 |
1,716.02 |
1,706.13 |
1,710.32 |
PP |
1,704.61 |
1,704.61 |
1,704.61 |
1,701.75 |
S1 |
1,692.56 |
1,692.56 |
1,701.83 |
1,686.86 |
S2 |
1,681.15 |
1,681.15 |
1,699.68 |
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S3 |
1,657.69 |
1,669.10 |
1,697.53 |
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S4 |
1,634.23 |
1,645.64 |
1,691.08 |
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Weekly Pivots for week ending 03-Nov-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,852.12 |
1,824.65 |
1,729.61 |
|
R3 |
1,805.52 |
1,778.05 |
1,716.80 |
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R2 |
1,758.92 |
1,758.92 |
1,712.52 |
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R1 |
1,731.45 |
1,731.45 |
1,708.25 |
1,721.89 |
PP |
1,712.32 |
1,712.32 |
1,712.32 |
1,707.54 |
S1 |
1,684.85 |
1,684.85 |
1,699.71 |
1,675.29 |
S2 |
1,665.72 |
1,665.72 |
1,695.44 |
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S3 |
1,619.12 |
1,638.25 |
1,691.17 |
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S4 |
1,572.52 |
1,591.65 |
1,678.35 |
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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 |
1,739.79 |
1,693.19 |
46.60 |
2.7% |
23.44 |
1.4% |
23% |
False |
True |
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10 |
1,745.79 |
1,693.19 |
52.60 |
3.1% |
24.20 |
1.4% |
21% |
False |
True |
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20 |
1,745.79 |
1,675.98 |
69.81 |
4.1% |
21.40 |
1.3% |
40% |
False |
False |
|
40 |
1,745.79 |
1,558.17 |
187.62 |
11.0% |
21.53 |
1.3% |
78% |
False |
False |
|
60 |
1,745.79 |
1,479.69 |
266.10 |
15.6% |
20.87 |
1.2% |
84% |
False |
False |
|
80 |
1,745.79 |
1,446.77 |
299.02 |
17.5% |
21.87 |
1.3% |
86% |
False |
False |
|
100 |
1,745.79 |
1,446.77 |
299.02 |
17.5% |
22.73 |
1.3% |
86% |
False |
False |
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120 |
1,745.79 |
1,446.77 |
299.02 |
17.5% |
23.42 |
1.4% |
86% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,816.36 |
2.618 |
1,778.07 |
1.618 |
1,754.61 |
1.000 |
1,740.11 |
0.618 |
1,731.15 |
HIGH |
1,716.65 |
0.618 |
1,707.69 |
0.500 |
1,704.92 |
0.382 |
1,702.15 |
LOW |
1,693.19 |
0.618 |
1,678.69 |
1.000 |
1,669.73 |
1.618 |
1,655.23 |
2.618 |
1,631.77 |
4.250 |
1,593.49 |
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