Day Change Summary |
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Previous |
Current |
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15-Nov-2006 |
16-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
1,787.33 |
1,798.85 |
11.52 |
0.6% |
1,712.03 |
High |
1,804.88 |
1,806.00 |
1.12 |
0.1% |
1,762.95 |
Low |
1,786.71 |
1,790.96 |
4.25 |
0.2% |
1,712.03 |
Close |
1,793.82 |
1,801.97 |
8.15 |
0.5% |
1,751.11 |
Range |
18.17 |
15.04 |
-3.13 |
-17.2% |
50.92 |
ATR |
23.30 |
22.71 |
-0.59 |
-2.5% |
0.00 |
Volume |
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Daily Pivots for day following 16-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,844.76 |
1,838.41 |
1,810.24 |
|
R3 |
1,829.72 |
1,823.37 |
1,806.11 |
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R2 |
1,814.68 |
1,814.68 |
1,804.73 |
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R1 |
1,808.33 |
1,808.33 |
1,803.35 |
1,811.51 |
PP |
1,799.64 |
1,799.64 |
1,799.64 |
1,801.23 |
S1 |
1,793.29 |
1,793.29 |
1,800.59 |
1,796.47 |
S2 |
1,784.60 |
1,784.60 |
1,799.21 |
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S3 |
1,769.56 |
1,778.25 |
1,797.83 |
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S4 |
1,754.52 |
1,763.21 |
1,793.70 |
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Weekly Pivots for week ending 10-Nov-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,894.79 |
1,873.87 |
1,779.12 |
|
R3 |
1,843.87 |
1,822.95 |
1,765.11 |
|
R2 |
1,792.95 |
1,792.95 |
1,760.45 |
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R1 |
1,772.03 |
1,772.03 |
1,755.78 |
1,782.49 |
PP |
1,742.03 |
1,742.03 |
1,742.03 |
1,747.26 |
S1 |
1,721.11 |
1,721.11 |
1,746.44 |
1,731.57 |
S2 |
1,691.11 |
1,691.11 |
1,741.77 |
|
S3 |
1,640.19 |
1,670.19 |
1,737.11 |
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S4 |
1,589.27 |
1,619.27 |
1,723.10 |
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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 |
1,806.00 |
1,736.39 |
69.61 |
3.9% |
19.52 |
1.1% |
94% |
True |
False |
|
10 |
1,806.00 |
1,693.19 |
112.81 |
6.3% |
22.54 |
1.3% |
96% |
True |
False |
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20 |
1,806.00 |
1,693.19 |
112.81 |
6.3% |
23.11 |
1.3% |
96% |
True |
False |
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40 |
1,806.00 |
1,615.14 |
190.86 |
10.6% |
21.76 |
1.2% |
98% |
True |
False |
|
60 |
1,806.00 |
1,542.57 |
263.43 |
14.6% |
21.01 |
1.2% |
98% |
True |
False |
|
80 |
1,806.00 |
1,475.91 |
330.09 |
18.3% |
21.72 |
1.2% |
99% |
True |
False |
|
100 |
1,806.00 |
1,446.77 |
359.23 |
19.9% |
22.39 |
1.2% |
99% |
True |
False |
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120 |
1,806.00 |
1,446.77 |
359.23 |
19.9% |
23.22 |
1.3% |
99% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,869.92 |
2.618 |
1,845.37 |
1.618 |
1,830.33 |
1.000 |
1,821.04 |
0.618 |
1,815.29 |
HIGH |
1,806.00 |
0.618 |
1,800.25 |
0.500 |
1,798.48 |
0.382 |
1,796.71 |
LOW |
1,790.96 |
0.618 |
1,781.67 |
1.000 |
1,775.92 |
1.618 |
1,766.63 |
2.618 |
1,751.59 |
4.250 |
1,727.04 |
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