Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2006 |
30-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
1,787.65 |
1,791.34 |
3.69 |
0.2% |
1,795.68 |
High |
1,796.50 |
1,800.47 |
3.97 |
0.2% |
1,824.21 |
Low |
1,776.10 |
1,781.49 |
5.39 |
0.3% |
1,790.47 |
Close |
1,792.77 |
1,791.25 |
-1.52 |
-0.1% |
1,815.53 |
Range |
20.40 |
18.98 |
-1.42 |
-7.0% |
33.74 |
ATR |
21.78 |
21.58 |
-0.20 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,848.01 |
1,838.61 |
1,801.69 |
|
R3 |
1,829.03 |
1,819.63 |
1,796.47 |
|
R2 |
1,810.05 |
1,810.05 |
1,794.73 |
|
R1 |
1,800.65 |
1,800.65 |
1,792.99 |
1,795.86 |
PP |
1,791.07 |
1,791.07 |
1,791.07 |
1,788.68 |
S1 |
1,781.67 |
1,781.67 |
1,789.51 |
1,776.88 |
S2 |
1,772.09 |
1,772.09 |
1,787.77 |
|
S3 |
1,753.11 |
1,762.69 |
1,786.03 |
|
S4 |
1,734.13 |
1,743.71 |
1,780.81 |
|
|
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 |
1,763.34 |
60.87 |
3.4% |
23.25 |
1.3% |
46% |
False |
False |
|
10 |
1,824.21 |
1,763.34 |
60.87 |
3.4% |
19.14 |
1.1% |
46% |
False |
False |
|
20 |
1,824.21 |
1,693.19 |
131.02 |
7.3% |
20.87 |
1.2% |
75% |
False |
False |
|
40 |
1,824.21 |
1,675.98 |
148.23 |
8.3% |
20.82 |
1.2% |
78% |
False |
False |
|
60 |
1,824.21 |
1,558.17 |
266.04 |
14.9% |
21.24 |
1.2% |
88% |
False |
False |
|
80 |
1,824.21 |
1,478.20 |
346.01 |
19.3% |
21.09 |
1.2% |
90% |
False |
False |
|
100 |
1,824.21 |
1,446.77 |
377.44 |
21.1% |
21.90 |
1.2% |
91% |
False |
False |
|
120 |
1,824.21 |
1,446.77 |
377.44 |
21.1% |
22.46 |
1.3% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,881.14 |
2.618 |
1,850.16 |
1.618 |
1,831.18 |
1.000 |
1,819.45 |
0.618 |
1,812.20 |
HIGH |
1,800.47 |
0.618 |
1,793.22 |
0.500 |
1,790.98 |
0.382 |
1,788.74 |
LOW |
1,781.49 |
0.618 |
1,769.76 |
1.000 |
1,762.51 |
1.618 |
1,750.78 |
2.618 |
1,731.80 |
4.250 |
1,700.83 |
|
|