Day Change Summary |
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Previous |
Current |
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30-Nov-2006 |
01-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,791.34 |
1,790.63 |
-0.71 |
0.0% |
1,810.91 |
High |
1,800.47 |
1,793.31 |
-7.16 |
-0.4% |
1,813.92 |
Low |
1,781.49 |
1,760.01 |
-21.48 |
-1.2% |
1,760.01 |
Close |
1,791.25 |
1,775.12 |
-16.13 |
-0.9% |
1,775.12 |
Range |
18.98 |
33.30 |
14.32 |
75.4% |
53.91 |
ATR |
21.58 |
22.42 |
0.84 |
3.9% |
0.00 |
Volume |
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Daily Pivots for day following 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,876.05 |
1,858.88 |
1,793.44 |
|
R3 |
1,842.75 |
1,825.58 |
1,784.28 |
|
R2 |
1,809.45 |
1,809.45 |
1,781.23 |
|
R1 |
1,792.28 |
1,792.28 |
1,778.17 |
1,784.22 |
PP |
1,776.15 |
1,776.15 |
1,776.15 |
1,772.11 |
S1 |
1,758.98 |
1,758.98 |
1,772.07 |
1,750.92 |
S2 |
1,742.85 |
1,742.85 |
1,769.02 |
|
S3 |
1,709.55 |
1,725.68 |
1,765.96 |
|
S4 |
1,676.25 |
1,692.38 |
1,756.81 |
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Weekly Pivots for week ending 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,944.75 |
1,913.84 |
1,804.77 |
|
R3 |
1,890.84 |
1,859.93 |
1,789.95 |
|
R2 |
1,836.93 |
1,836.93 |
1,785.00 |
|
R1 |
1,806.02 |
1,806.02 |
1,780.06 |
1,794.52 |
PP |
1,783.02 |
1,783.02 |
1,783.02 |
1,777.27 |
S1 |
1,752.11 |
1,752.11 |
1,770.18 |
1,740.61 |
S2 |
1,729.11 |
1,729.11 |
1,765.24 |
|
S3 |
1,675.20 |
1,698.20 |
1,760.29 |
|
S4 |
1,621.29 |
1,644.29 |
1,745.47 |
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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 |
1,813.92 |
1,760.01 |
53.91 |
3.0% |
26.15 |
1.5% |
28% |
False |
True |
|
10 |
1,824.21 |
1,760.01 |
64.20 |
3.6% |
20.96 |
1.2% |
24% |
False |
True |
|
20 |
1,824.21 |
1,693.19 |
131.02 |
7.4% |
21.75 |
1.2% |
63% |
False |
False |
|
40 |
1,824.21 |
1,675.98 |
148.23 |
8.4% |
21.29 |
1.2% |
67% |
False |
False |
|
60 |
1,824.21 |
1,558.17 |
266.04 |
15.0% |
21.44 |
1.2% |
82% |
False |
False |
|
80 |
1,824.21 |
1,478.20 |
346.01 |
19.5% |
21.07 |
1.2% |
86% |
False |
False |
|
100 |
1,824.21 |
1,446.77 |
377.44 |
21.3% |
21.90 |
1.2% |
87% |
False |
False |
|
120 |
1,824.21 |
1,446.77 |
377.44 |
21.3% |
22.53 |
1.3% |
87% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,934.84 |
2.618 |
1,880.49 |
1.618 |
1,847.19 |
1.000 |
1,826.61 |
0.618 |
1,813.89 |
HIGH |
1,793.31 |
0.618 |
1,780.59 |
0.500 |
1,776.66 |
0.382 |
1,772.73 |
LOW |
1,760.01 |
0.618 |
1,739.43 |
1.000 |
1,726.71 |
1.618 |
1,706.13 |
2.618 |
1,672.83 |
4.250 |
1,618.49 |
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