Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2006 |
27-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
1,805.39 |
1,810.91 |
5.52 |
0.3% |
1,795.68 |
High |
1,824.21 |
1,813.92 |
-10.29 |
-0.6% |
1,824.21 |
Low |
1,805.39 |
1,775.17 |
-30.22 |
-1.7% |
1,790.47 |
Close |
1,815.53 |
1,775.17 |
-40.36 |
-2.2% |
1,815.53 |
Range |
18.82 |
38.75 |
19.93 |
105.9% |
33.74 |
ATR |
20.68 |
22.08 |
1.41 |
6.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,904.34 |
1,878.50 |
1,796.48 |
|
R3 |
1,865.59 |
1,839.75 |
1,785.83 |
|
R2 |
1,826.84 |
1,826.84 |
1,782.27 |
|
R1 |
1,801.00 |
1,801.00 |
1,778.72 |
1,794.55 |
PP |
1,788.09 |
1,788.09 |
1,788.09 |
1,784.86 |
S1 |
1,762.25 |
1,762.25 |
1,771.62 |
1,755.80 |
S2 |
1,749.34 |
1,749.34 |
1,768.07 |
|
S3 |
1,710.59 |
1,723.50 |
1,764.51 |
|
S4 |
1,671.84 |
1,684.75 |
1,753.86 |
|
|
Weekly Pivots for week ending 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,911.29 |
1,897.15 |
1,834.09 |
|
R3 |
1,877.55 |
1,863.41 |
1,824.81 |
|
R2 |
1,843.81 |
1,843.81 |
1,821.72 |
|
R1 |
1,829.67 |
1,829.67 |
1,818.62 |
1,836.74 |
PP |
1,810.07 |
1,810.07 |
1,810.07 |
1,813.61 |
S1 |
1,795.93 |
1,795.93 |
1,812.44 |
1,803.00 |
S2 |
1,776.33 |
1,776.33 |
1,809.34 |
|
S3 |
1,742.59 |
1,762.19 |
1,806.25 |
|
S4 |
1,708.85 |
1,728.45 |
1,796.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,824.21 |
1,775.17 |
49.04 |
2.8% |
20.96 |
1.2% |
0% |
False |
True |
|
10 |
1,824.21 |
1,749.52 |
74.69 |
4.2% |
20.05 |
1.1% |
34% |
False |
False |
|
20 |
1,824.21 |
1,693.19 |
131.02 |
7.4% |
21.84 |
1.2% |
63% |
False |
False |
|
40 |
1,824.21 |
1,623.07 |
201.14 |
11.3% |
21.72 |
1.2% |
76% |
False |
False |
|
60 |
1,824.21 |
1,558.17 |
266.04 |
15.0% |
21.24 |
1.2% |
82% |
False |
False |
|
80 |
1,824.21 |
1,476.48 |
347.73 |
19.6% |
21.34 |
1.2% |
86% |
False |
False |
|
100 |
1,824.21 |
1,446.77 |
377.44 |
21.3% |
22.11 |
1.2% |
87% |
False |
False |
|
120 |
1,824.21 |
1,446.77 |
377.44 |
21.3% |
22.81 |
1.3% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,978.61 |
2.618 |
1,915.37 |
1.618 |
1,876.62 |
1.000 |
1,852.67 |
0.618 |
1,837.87 |
HIGH |
1,813.92 |
0.618 |
1,799.12 |
0.500 |
1,794.55 |
0.382 |
1,789.97 |
LOW |
1,775.17 |
0.618 |
1,751.22 |
1.000 |
1,736.42 |
1.618 |
1,712.47 |
2.618 |
1,673.72 |
4.250 |
1,610.48 |
|
|