Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2006 |
20-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
1,791.67 |
1,795.68 |
4.01 |
0.2% |
1,751.84 |
High |
1,800.90 |
1,808.71 |
7.81 |
0.4% |
1,806.00 |
Low |
1,788.05 |
1,790.47 |
2.42 |
0.1% |
1,749.52 |
Close |
1,800.67 |
1,803.81 |
3.14 |
0.2% |
1,800.67 |
Range |
12.85 |
18.24 |
5.39 |
41.9% |
56.48 |
ATR |
22.08 |
21.80 |
-0.27 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,855.72 |
1,848.00 |
1,813.84 |
|
R3 |
1,837.48 |
1,829.76 |
1,808.83 |
|
R2 |
1,819.24 |
1,819.24 |
1,807.15 |
|
R1 |
1,811.52 |
1,811.52 |
1,805.48 |
1,815.38 |
PP |
1,801.00 |
1,801.00 |
1,801.00 |
1,802.93 |
S1 |
1,793.28 |
1,793.28 |
1,802.14 |
1,797.14 |
S2 |
1,782.76 |
1,782.76 |
1,800.47 |
|
S3 |
1,764.52 |
1,775.04 |
1,798.79 |
|
S4 |
1,746.28 |
1,756.80 |
1,793.78 |
|
|
Weekly Pivots for week ending 17-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,954.84 |
1,934.23 |
1,831.73 |
|
R3 |
1,898.36 |
1,877.75 |
1,816.20 |
|
R2 |
1,841.88 |
1,841.88 |
1,811.02 |
|
R1 |
1,821.27 |
1,821.27 |
1,805.85 |
1,831.58 |
PP |
1,785.40 |
1,785.40 |
1,785.40 |
1,790.55 |
S1 |
1,764.79 |
1,764.79 |
1,795.49 |
1,775.10 |
S2 |
1,728.92 |
1,728.92 |
1,790.32 |
|
S3 |
1,672.44 |
1,708.31 |
1,785.14 |
|
S4 |
1,615.96 |
1,651.83 |
1,769.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,808.71 |
1,759.24 |
49.47 |
2.7% |
18.59 |
1.0% |
90% |
True |
False |
|
10 |
1,808.71 |
1,728.27 |
80.44 |
4.5% |
20.85 |
1.2% |
94% |
True |
False |
|
20 |
1,808.71 |
1,693.19 |
115.52 |
6.4% |
22.25 |
1.2% |
96% |
True |
False |
|
40 |
1,808.71 |
1,623.07 |
185.64 |
10.3% |
21.14 |
1.2% |
97% |
True |
False |
|
60 |
1,808.71 |
1,552.40 |
256.31 |
14.2% |
20.88 |
1.2% |
98% |
True |
False |
|
80 |
1,808.71 |
1,476.06 |
332.65 |
18.4% |
21.41 |
1.2% |
99% |
True |
False |
|
100 |
1,808.71 |
1,446.77 |
361.94 |
20.1% |
22.05 |
1.2% |
99% |
True |
False |
|
120 |
1,808.71 |
1,446.77 |
361.94 |
20.1% |
23.01 |
1.3% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,886.23 |
2.618 |
1,856.46 |
1.618 |
1,838.22 |
1.000 |
1,826.95 |
0.618 |
1,819.98 |
HIGH |
1,808.71 |
0.618 |
1,801.74 |
0.500 |
1,799.59 |
0.382 |
1,797.44 |
LOW |
1,790.47 |
0.618 |
1,779.20 |
1.000 |
1,772.23 |
1.618 |
1,760.96 |
2.618 |
1,742.72 |
4.250 |
1,712.95 |
|
|