Day Change Summary |
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Previous |
Current |
|
|
|
|
27-Oct-2006 |
30-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
1,395.0 |
1,392.5 |
-2.5 |
-0.2% |
1,383.0 |
High |
1,396.7 |
1,399.1 |
2.4 |
0.2% |
1,407.0 |
Low |
1,392.7 |
1,390.6 |
-2.1 |
-0.2% |
1,382.0 |
Close |
1,396.6 |
1,395.0 |
-1.6 |
-0.1% |
1,396.6 |
Range |
4.0 |
8.5 |
4.5 |
112.5% |
25.0 |
ATR |
7.9 |
8.0 |
0.0 |
0.5% |
0.0 |
Volume |
396 |
538 |
142 |
35.9% |
4,584 |
|
Daily Pivots for day following 30-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,420.4 |
1,416.2 |
1,399.7 |
|
R3 |
1,411.9 |
1,407.7 |
1,397.3 |
|
R2 |
1,403.4 |
1,403.4 |
1,396.6 |
|
R1 |
1,399.2 |
1,399.2 |
1,395.8 |
1,401.3 |
PP |
1,394.9 |
1,394.9 |
1,394.9 |
1,396.0 |
S1 |
1,390.7 |
1,390.7 |
1,394.2 |
1,392.8 |
S2 |
1,386.4 |
1,386.4 |
1,393.4 |
|
S3 |
1,377.9 |
1,382.2 |
1,392.7 |
|
S4 |
1,369.4 |
1,373.7 |
1,390.3 |
|
|
Weekly Pivots for week ending 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,470.2 |
1,458.4 |
1,410.4 |
|
R3 |
1,445.2 |
1,433.4 |
1,403.5 |
|
R2 |
1,420.2 |
1,420.2 |
1,401.2 |
|
R1 |
1,408.4 |
1,408.4 |
1,398.9 |
1,414.3 |
PP |
1,395.2 |
1,395.2 |
1,395.2 |
1,398.2 |
S1 |
1,383.4 |
1,383.4 |
1,394.3 |
1,389.3 |
S2 |
1,370.2 |
1,370.2 |
1,392.0 |
|
S3 |
1,345.2 |
1,358.4 |
1,389.7 |
|
S4 |
1,320.2 |
1,333.4 |
1,382.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,407.0 |
1,390.5 |
16.5 |
1.2% |
7.0 |
0.5% |
27% |
False |
False |
818 |
10 |
1,407.0 |
1,378.0 |
29.0 |
2.1% |
7.7 |
0.5% |
59% |
False |
False |
719 |
20 |
1,407.0 |
1,348.0 |
59.0 |
4.2% |
7.4 |
0.5% |
80% |
False |
False |
595 |
40 |
1,407.0 |
1,316.9 |
90.1 |
6.5% |
6.0 |
0.4% |
87% |
False |
False |
327 |
60 |
1,407.0 |
1,287.7 |
119.3 |
8.6% |
4.1 |
0.3% |
90% |
False |
False |
240 |
80 |
1,407.0 |
1,262.2 |
144.8 |
10.4% |
3.3 |
0.2% |
92% |
False |
False |
195 |
100 |
1,407.0 |
1,253.3 |
153.7 |
11.0% |
2.7 |
0.2% |
92% |
False |
False |
158 |
120 |
1,407.0 |
1,253.3 |
153.7 |
11.0% |
2.5 |
0.2% |
92% |
False |
False |
133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,435.2 |
2.618 |
1,421.4 |
1.618 |
1,412.9 |
1.000 |
1,407.6 |
0.618 |
1,404.4 |
HIGH |
1,399.1 |
0.618 |
1,395.9 |
0.500 |
1,394.9 |
0.382 |
1,393.8 |
LOW |
1,390.6 |
0.618 |
1,385.3 |
1.000 |
1,382.1 |
1.618 |
1,376.8 |
2.618 |
1,368.3 |
4.250 |
1,354.5 |
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